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Date/Time: Wed, 01 May 2024 09:57:31 +0000

Post From: importing 10 years of futures data as historical data

[2013-09-06 16:27:06] Link To Thread - Link To Post [Go To First Post]
User59879 - Posts: 66
For some futures contracts, I have 10 years of 1 minute data in csv files. I have already imported them into Sierra as intraday data with success. However, now I need to create some long term charts, eg. (continuous) DAX future over the last 10 years, on a quarterly timeframe (3 months per bar). For this I think that I need to import historical daily data instead of intraday data. How can I import historical data into Sierra? If necessary, I can convert my 1 minute csv data to daily data csv data without a problem.