Support Board
Date/Time: Wed, 11 Nov 2026 15:05:12 +0000
Post From: Allowed use: own ACSIL study on historical CME tick data, export of study results only
| [2026-11-11 10:33:00] |
| User365934 - Posts: 1 |
|
Hello SC Support, Before subscribing I'd like written confirmation that the following is within Sierra Chart's terms of use. Subscribe to Service Package 3 for one month and download historical tick-by-tick data, with Bid Volume / Ask Volume per trade, for CME Micro E-mini Nasdaq-100 (MNQ) and/or E-mini Nasdaq-100 (NQ) via the Sierra Chart Historical Data Service. Period: July 2025 to now (2011 onward if available). Non-professional, private use, one computer. Write my own ACSIL custom study that reads a small text file containing MY OWN trade timestamps and directions. These are about 500 entries from my own trading strategies. The study computes, inside Sierra Chart, one number per trade: ask volume minus bid volume over a fixed window before each entry. Export ONLY the study results to a CSV on the same computer: one row per trade (timestamp, my trade direction, the computed delta value). Then compare winning vs losing trades in my own software. No raw tick data, bars, prices or volumes would be exported, stored outside Sierra Chart, or redistributed. Only one derived number per trade of mine leaves Sierra Chart. Questions: Is this permitted under your terms? Is Package 3 sufficient for (1) historical CME tick data with bid/ask volume and (2) running a custom ACSIL study? If not, which package is needed? How far back does the historical tick data with bid/ask volume go for MNQ and NQ? Thank you. |