Support Board
Date/Time: Thu, 08 Oct 2026 16:35:46 +0000
Post From: Historical Data Inquiry: Tick Data vs DOM Retention Across Package
| [2026-10-08 13:05:08] |
| User626216 - Posts: 1 |
|
Hello Sierra Chart Support Team, I am evaluating the available Service Packages to purchase for backtesting strategies and training machine learning models on ES, NQ, GC, and SI. Currently, on my delayed setup, I can only access the recent contracts (June, September, and December). I need clear confirmation on the following points: 1. Tick Data Retention (Package 3/5 vs Package 10/11/12): Is there ANY difference in the maximum historical depth (retention period) of tick-by-tick (Time & Sales) intraday data between the lower packages (Package 3 / 5) and the advanced packages (Package 10 / 11 / 12)? How far back (in months or years) can I download raw tick data for ES, NQ, GC, and SI on Package 3 or 5 compared to Package 10/11/12? 2. Continuous Contracts Download: Can I directly download a continuous, pre-stitched historical tick data file for these symbols from your historical data servers, or must I download each expired quarterly contract separately and merge them locally? Does this capability depend on the package level? 3. Historical Market Depth (DOM / Level 2): Is downloading and accessing historical market depth data (.depth files) restricted only to Packages 10, 11, and 12, or is it also supported under Packages 3 and 5? What is the exact maximum archive limit (retention window) on your servers for historical market depth data for these symbols? 4. Bandwidth and Download Limits: Are there any download bandwidth or rate limits for pulling large amounts of historical tick data on Package 3 or 5 compared to Packages 10/11/12? Thank you for your clarification. |