Support Board
Date/Time: Mon, 27 Apr 2026 19:43:18 +0000
Market data
View Count: 27
| [2026-04-27 15:47:42] |
| User115150 - Posts: 7 |
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Hello Team, I am having a few issues I would love your help with. I am not getting the right quality from my Nasdaq data. This current contract and last contract data is fine, but for previous contract like last year Oct/Nov/Dec the contract are very thin or even empty. I have uploade what the current contract looks like, and also what I am getting for previous month like October. It goes as far back as July everything is empty. Is there something I am doing wrong? |
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| [2026-04-27 15:49:00] |
| User115150 - Posts: 7 |
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Here's also another chart from recent contract April contract, and July contract of last year (2025) Thank you. |
| Screenshot 2026-04-27 at 16.46.19.png / V - Attached On 2026-04-27 15:48:34 UTC - Size: 396.92 KB - 4 views Screenshot 2026-04-27 at 16.46.29.png / V - Attached On 2026-04-27 15:48:40 UTC - Size: 462.25 KB - 1 views Attachment Deleted. |
| [2026-04-27 16:06:48] |
| User115150 - Posts: 7 |
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I have a TPO Profile chart with the Market Profile study attached, set up to display TPO POC, Value Area, and Single Prints (with "Extend Singles: Until Future Intersection"). The study draws everything correctly on the chart — POC line, value-area boundaries, and single-print extension lines all visible. When I export this chart via File → Export Data with all study columns selected, the resulting CSV has columns named "Point of Control", "Value Area High Value", "Value Area Low Value" — but every row shows 0.0 for these. There is no column for Single Print extension lines at all, even though they're visible on the chart. What's the correct way to export the actual computed values of TPO POC, Value Area High/Low, and Single Print levels (extension line price levels and the single-print zone high/low boundaries) for each profile period? I want to expose Sierra's chart data and study values to an external Python program in real-time. DTC protocol exposes bar data — does it also expose study outputs (VWAP, IB, POC, VAH, VAL, footprint bid/ask volume, TPO Single Prints)? If not, what's the recommended approach for an external program to read these live as bars complete? Thank you for any guidance. |
| [2026-04-27 18:43:53] |
| John - SC Support - Posts: 45797 |
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With regards to the data, you are looking at the data for the current contract back in 2025. As such, what you are seeing is correct. Futures contract have a start and end time, and when they start, there is not much trading occurring, until the previous contract is coming to a close. If you want to view continuous data where the data from multiple contracts is strung together, then refer to the following: Continuous Futures Contract Charts With regards to export TPO data, those items that you are wanting are not available through the TPO study itself. The best way to get the VAH, VAL and POC is to use a different chart with the "TPO Value Area Lines" study on it. Then you can export that data and get the information. The Singles information is not available in any form. You could also get the VAH, VAL, POC, and IB through a Custom Study. Refer to the following: ACSIL Interface Members - Functions: sc.GetStudyProfileInformation The DTC Protocol does not provide any information for studies. It is only about data and trading information. And with regards to data, you can not get any paid data out of Sierra Chart using the DTC Protocol due to restrictions from the exchanges. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-04-27 19:07:07] |
| User115150 - Posts: 7 |
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How can I now get the historical data, I have tried the step in this link https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#DownloadingOfHistoricalMarketDepthData:~:text=Improving%20Performance-,Downloading%20of%20Historical%20Market%20Depth%20Data,-Other%20Related%20Useful to get it, but it's coming through.
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