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Direct MessagesDate/Time: Wed, 01 May 2024 04:08:39 +0000
Post From: Historical CTS data
| [2014-08-01 09:25:41] |
| darkpool - Posts: 39 |
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Hi, I have a query regarding an update in the new Sierra version 1166, namely: Added support to download historical Intraday data for unexpired contracts when using the CTS T4 trading service, from the Sierra Chart Historical Data Service. To use this feature, enable Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds. The historical data is in 30 seconds units. Disable this option to download historical Intraday data from the CTS T4 system instead.
CTS provides historical tick and historical bid/ask data for unexpired contracts. Im trying to understand why someone would want to select the above option and then only get 30 second data? If I disable the above option, does that mean I will get my historical data for both expired AND non expired contracts from CTS? Up until this point I have had the above options selected which if I understand correctly means: - Expired contracts - historical data comes from Sierra and is tick level including bid/ask - Non expired contracts - comes from CTS and is tick level including bid/ask Im just trying to figure out if I understand the new change correctly. I dont know why I would want this option selected? What if I want to continue getting historical data for expired contracts from Sierra (tick level, including bid/ask), while getting historical data for non-expired contracts from CTS as was the case before this change? It sounds like that is no longer possible? Thanks. Date Time Of Last Edit: 2014-08-01 09:27:09
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