Support Board
Date/Time: Tue, 04 Aug 2026 14:59:13 +0000
FTSE MIB Futures historical Bid/Ask data and Numbers Bars
View Count: 20
| [2026-08-04 12:34:35] |
| User928335 - Posts: 1 |
|
Hello, I am evaluating Sierra Chart for a quantitative research project on the FTSE MIB Futures (FIB) traded on Euronext Milan. Before purchasing Sierra Chart and a data feed, I would like to confirm a few technical points. Does Sierra Chart provide historical tick-by-tick data for the FTSE MIB Futures (FIB)? Does the historical data include Bid Volume and Ask Volume required for accurate Numbers Bars / Footprint reconstruction? What is the earliest historical date available for the FIB? Are expired FIB contracts included? If Sierra Chart does not provide this data directly, which supported data provider do you officially recommend for historical FTSE MIB Futures Bid/Ask data? Can Interactive Brokers be used only for real-time execution while another Sierra Chart supported data provider supplies the historical Bid/Ask data? Can downloaded historical data be retained and analysed locally in Python after the subscription ends? My goal is to reconstruct historical Footprint charts and calculate executed Bid/Ask volume and Delta for quantitative backtesting. Thank you very much. |
| [2026-08-04 14:33:56] |
| John - SC Support - Posts: 47454 |
|
Does Sierra Chart provide historical tick-by-tick data for the FTSE MIB Futures (FIB)?
No. We do not offer this data ourselves. What is the earliest historical date available for the FIB?
Not applicable since we do not have the data. Are expired FIB contracts included?
Not applicable since we do not have the data. If Sierra Chart does not provide this data directly, which supported data provider do you officially recommend for historical FTSE MIB Futures Bid/Ask data?
We do not recommend any data supplier over another. CQG, Interactive Brokers, and DTN IQ Feed would be the best possible sources for this data that Sierra Chart can connect with. Can Interactive Brokers be used only for real-time execution while another Sierra Chart supported data provider supplies the historical Bid/Ask data?
No. If you are connected to Interactive Brokers, then you need to get the data from Interactive Brokers or from Sierra Chart. And since we do not have this data, you would have to get it from Interactdive Brokers, if they have it available. Can downloaded historical data be retained and analysed locally in Python after the subscription ends?
Once the data is in Sierra Chart, then it is always available as long as you do not delete it. 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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