Support Board
Date/Time: Mon, 23 Jun 2025 05:05:17 +0000
Importing Intraday Continuous Contract Data (365 days worth)
View Count: 1236
| [2016-06-13 06:09:49] |
| User377232 - Posts: 17 |
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Hi, I am importing intraday tick data for MJNK (mini Nikkei) in the correct format from tickdata.com. The data goes back to 1 June 2015. However, it is not split into each of the futures contracts. Instead it is just one big txt file that goes back through every trade. How do I tell SierraChart that this is still MJNK so I can try and create a composite volume profile over the last few months (going back to 1 January 2016) ? Should I create a new symbol in Sierra and do it that way. I'd prefer not to as I'd like to join it to Sierra's intraday data that starts on 10 March 2016. Any help with this would be appreciated. Thanks |
| [2016-06-13 06:11:54] |
| User377232 - Posts: 17 |
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Just to clarify my post - the data imports fine and I can eg set this as MJNKM16 but should I be using Sierra to split this into MJNKH16, MJNKZ15, MJNKU15 as well so it can be recognised when trying to load up a continuous contract of the last six months ? Thanks |
| [2016-06-13 06:20:06] |
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You really just have to import this as one single file. The name of the file can be the current contract symbol. You would not use the Sierra Chart Continuous Futures Contract feature in this case. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-03-01 03:28:32] |
| jwick - Posts: 142 |
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Hi ... Hope I'm able to resurrect this old thread for a clarification on the use case below: I'd prefer not to as I'd like to join it to Sierra's intraday data that starts on 10 March 2016.
I have continuous contract data from 2000 - 2008 on the ES. Meanwhile, using SC's back adjusted feature, I'm able to create a single chart with data from 2008 - present (using SC data). Can I join the two and create a chart with data from 2000 - present (so 2000-2008 from the external source + 2008-present from SC)?
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| [2022-03-01 19:09:14] |
| Sierra_Chart Engineering - Posts: 19984 |
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Is this for Intraday data? Your own chart data files, need to be for each individual contract month and have the same price format and data format. You should have no problem using them. 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 |
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