Support Board
Date/Time: Sun, 06 Jul 2025 11:15:14 +0000
Inquiry about Programmatic Access to Historical Intraday Data for Backtesting
View Count: 68
| [2025-06-20 18:06:16] |
| User993113 - Posts: 77 |
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Dear Support Team, I have an active subscription to Sierra Chart and the Denali Exchange Data Feed US Equities Consolidated Tape. I need to extract historical intraday data for a large list of US equity tickers to perform backtesting analysis. I anticipate that downloading this significant volume of data manually through the charting interface might be too cumbersome and time-consuming. Therefore, I would like to inquire about the possibility of accessing this data programmatically. Specifically, could you please clarify the following points regarding an API: 1. Do you offer an API (Application Programming Interface) for programmatic access to historical intraday data from the Denali Exchange Data Feed US Equities Consolidated Tape? 2. If so, where can I find the API documentation? 3. Are there any client libraries available for languages like Python to facilitate the use of your API? 4. Do you provide code examples demonstrating how to download 1-minute historical data for a specific time range and for multiple symbols? 5. Are there any additional costs or specific requirements for accessing and using the API? Thank you for your time and assistance. Sincerely, Massimo |
| [2025-06-20 18:26:57] |
| John - SC Support - Posts: 40745 |
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1. Yes. 2. Refer to the following for the start: Advanced Custom Study Interface and Language (ACSIL): Introduction 3. No. 4. Not sure if we have that specifically, but there are examples for many tasks. You would have to look through our examples and see. 5. Not for using the interface. You do have to pay for the use of Sierra Chart in order to have access to the historical data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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