Support Board
Date/Time: Mon, 05 Oct 2026 04:35:09 +0000
Historical data query
View Count: 341
| [2026-08-20 22:05:31] |
| User222332 - Posts: 1 |
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Hello Sierra Chart Support, I am evaluating Sierra Chart + Denali for quantitative research/backtesting and would appreciate confirmation of the historical data available before I activate a paid package. My use is personal/internal research, with data processed locally in Python. I am primarily interested in NQ and ES futures and options on those futures. Could you please clarify the following: 1. *NQ and ES futures* - How far back is true *1-tick historical intraday data* available for individual NQ and ES futures contracts? - Does 1-tick historical data contain individual trades only, or are historical bid/ask updates also represented? - What timestamp precision is stored in the .scid files? 2. *NQ and ES options on futures* - Does Sierra/Denali retain historical intraday data for *expired NQ and ES option contracts*? - How far back is that history available? - Can it be downloaded at *1-tick resolution*, or is the historical resolution different for futures options? - For historical option records, are bid, ask, trade price, trade size/volume and timestamps available? - Is historical bid/ask data actual quote data, or derived/reconstructed? - I understand historical market depth may not be available for futures options; please confirm. 3. *Historical contract access* - Can I directly open/download individual expired futures and expired futures-option contracts, rather than relying on a continuous contract? - Is there any limit on how many historical individual contracts I can download? 4. *Local storage / retention* - Once Sierra downloads historical data into .scid files, may I permanently retain those files locally for my own internal research? - May I continue using the locally downloaded data for backtesting after I stop subscribing to Sierra/Denali? - May I export the data to text/CSV and convert it into formats such as Parquet for internal Python research? 5. *Required package* - If my objective is historical NQ/ES futures and futures-options acquisition rather than live trading, is *Service Package 10* sufficient? - Do I need any additional CME/Denali exchange subscription for historical data only, or are exchange fees required only for real-time data? As a concrete example, I would like to be able to download several years of individual NQ futures contracts at tick level and historical expired NQ/ES option contracts for systematic backtesting. Thank you for helping me confirm the exact historical coverage and data fields. Sean |
| [2026-08-21 05:07:15] |
| Sierra_Chart Engineering - Posts: 25056 |
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This is not permitted. You will need to find a data provider for what you want to do. Sierra Chart, has the capabilities for what you need to do, but that data is for use within Sierra Chart itself. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-08-21 05:07:34
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