Support Board
Date/Time: Tue, 14 Jul 2026 13:24:18 +0000
Post From: ACSIL Historical Intraday Processing Across Continuous NQ Contracts
| [2026-07-14 11:25:43] |
| User793675 - Posts: 11 |
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Hello, I am developing an ACSIL study that processes historical NQ intraday data and writes one record per completed trading day to a CSV file. Before continuing development, I would like to understand the most efficient and supported way to process several years of historical NQ data. I have three questions. 1. Continuous Historical Processing Can Sierra Chart load a continuous intraday NQ futures chart across expired contracts (NQH, NQM, NQU, NQZ) while preserving the overnight session and RTH session for every historical trading day, so that an ACSIL study can process each historical session exactly once without manually opening each individual contract? 2. ACSIL Historical Execution If an ACSIL study recalculates on historical intraday data, does it execute exactly as it would have in real time for each completed historical bar, assuming the study does not use future bars or repaint? 3. Recommended Method What is the recommended Sierra Chart method for using ACSIL to build a historical database containing one record per completed trading day from several years of NQ intraday data? Is there a more efficient approach than processing each quarterly contract individually? 4. ACSIL Batch Processing Can an ACSIL study automatically process every historical trading day loaded in a chart and write one CSV record per completed session without requiring replay or manual intervention? Thank You! |