Support Board
Date/Time: Sat, 10 Oct 2026 01:01:28 +0000
Post From: Historical ES tick data 2020-2023: pricing and export permission
| [2026-10-09 02:09:40] |
| User637198 - Posts: 1 |
|
Hello Sierra Chart Support, I am considering purchasing a one-month Sierra Chart subscription to obtain historical E-mini S&P 500 (ES) futures tick data for personal trading strategy research. Before purchasing, could you please confirm the following? 1. **Historical data:** Can I download tick-by-tick data for expired ES quarterly futures contracts covering December 2019 through December 2023, including ESH21 on February 10, 2021? Does the data include trade price, trade size, and exchange-derived buyer/seller aggressor classification? 2. **Pricing:** What is the minimum Sierra Chart Service Package required for this historical data? Would I need to pay CME exchange or other data fees, or only the monthly package price? 3. **Export permission:** Am I permitted to export the historical tick data and analyze it using my own Python, C++, or JavaScript/Node.js software on the same computer, strictly for personal, non-commercial research without redistribution? May I retain and analyze the exported files after my subscription expires? If external analysis is not permitted, must all research be performed inside Sierra Chart using ACSIL? The data would only be used for offline backtesting, not supplied to a live trading system. Thank you for your assistance. |