Support Board
Date/Time: Tue, 02 Jun 2026 20:23:56 +0000
Tick Data Exports
View Count: 17
| [2026-06-02 16:17:24] |
| TraderFH - Posts: 3 |
|
I am using Denali with a Continuous Futures ES chart. My chart can display historical data going back many years, but when I use "Edit >> Export Intraday Data to Text File", the exported file only contains recent data (starting around September 2025). I noticed the documentation states that for Continuous Futures Contract charts, only the data for the current symbol is exported. Could you clarify: 1. Is it possible to export historical tick-by-tick data for ES covering 2019-2020? 2. Does Denali provide historical tick-by-tick data that far back? 3. Does the Continuous Futures Contract setting prevent exporting prior contract months' tick data? My goal is to export historical ES tick data for research and order flow analysis. Thanks in advance! |
| [2026-06-02 16:21:34] |
| John - SC Support - Posts: 46428 |
|
1. Yes. 2. Yes. 3. No. The option for "Edit >> Export Intraday Data to Text File" exports just the front month data, as you have pointed out it states in the documentation. If you want to get 1 tick data for a longer period of time, the easiest way is to setup a Continuous Futures Contract chart for the time period you want, and set the "Bar Period" to be "Number of Trades" and the number of trades to "1". So you have 1 trade per bar, or a 1 tick chart. You can then export that data using "Edit >> Export Bar Data to Text File". If you actually want the full data for each contract, then you would have to open individual charts for each contract going back as far as you want, then then use the "Edit >> Export Intraday Data to Text File" to get the data for each contract. 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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