Support Board
Date/Time: Thu, 16 Apr 2026 04:03:20 +0000
EMINI S&P 500 Data Download for Back Testing
View Count: 25
| [2026-04-15 20:36:05] |
| User288032 - Posts: 3 |
|
Hi, Can I download 12m of 1m data for the S&P 500, volume weighted? E-MINI S&P 500 FUTURES ES Date/Time, open, high, low, close. Purpose - For Back Testing. Additionally - the Cumulative Delta. Or can you provide the data in an Excel spreadsheet? Happy to pay for the data if required. Thanks Terry |
| [2026-04-15 21:35:34] |
| John - SC Support - Posts: 45649 |
|
Within Sierra Chart, you can get 12 months of 1 tick data for the ES into a chart. Actually, there is 1 tick data going back to around 2011. Refer to the following: Sierra Chart Historical Data Service: What is Included We do not understand what you mean by "volume weighted". You can then do backtesting/replays on the data in the chart, including the use of the "Cumulative Delta Bars - Volume" study. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: