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Date/Time: Thu, 16 Apr 2026 05:52:59 +0000



Post From: EMINI S&P 500 Data Download for Back Testing

[2026-04-15 21:35:34]
John - SC Support - Posts: 45649
Within Sierra Chart, you can get 12 months of 1 tick data for the ES into a chart. Actually, there is 1 tick data going back to around 2011. Refer to the following:
Sierra Chart Historical Data Service: What is Included

We do not understand what you mean by "volume weighted".

You can then do backtesting/replays on the data in the chart, including the use of the "Cumulative Delta Bars - Volume" study.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing