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Date/Time: Sun, 29 Mar 2026 14:38:44 +0000



Post From: Looking for cheap historical MNQ tick data with aggressor side classification

[2026-03-29 09:03:40]
Sierra_Chart Engineering - Posts: 23369
Sierra Chart does have MNQ data back to 2019.

Refer to step 12 here in the set up instructions to open up expired futures contracts:
Sierra Chart Historical Data Service

The data is trade by trade, and the exchange aggressor flag is used to set the Bid Volume or the Ask Volume on the trade. It is 100% accurate.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing