Support Board
Date/Time: Tue, 04 Aug 2026 16:03:33 +0000
Post From: FTSE MIB Futures historical Bid/Ask data and Numbers Bars
| [2026-08-04 12:34:35] |
| User928335 - Posts: 1 |
|
Hello, I am evaluating Sierra Chart for a quantitative research project on the FTSE MIB Futures (FIB) traded on Euronext Milan. Before purchasing Sierra Chart and a data feed, I would like to confirm a few technical points. Does Sierra Chart provide historical tick-by-tick data for the FTSE MIB Futures (FIB)? Does the historical data include Bid Volume and Ask Volume required for accurate Numbers Bars / Footprint reconstruction? What is the earliest historical date available for the FIB? Are expired FIB contracts included? If Sierra Chart does not provide this data directly, which supported data provider do you officially recommend for historical FTSE MIB Futures Bid/Ask data? Can Interactive Brokers be used only for real-time execution while another Sierra Chart supported data provider supplies the historical Bid/Ask data? Can downloaded historical data be retained and analysed locally in Python after the subscription ends? My goal is to reconstruct historical Footprint charts and calculate executed Bid/Ask volume and Delta for quantitative backtesting. Thank you very much. |