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Direct MessagesDate/Time: Tue, 07 May 2024 19:20:40 +0000
How far back does the Sierra Chart 1 minute ES data go?
View Count: 1987
| [2016-07-10 09:27:07] |
| User17477 - Posts: 65 |
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Hi, I need 1 minute ES futures data going back at least 7 years and have read the respective pages on sierra chart.com to gain an understanding of what is available. I would ideally like to use the Sierra Chart Real-Time and Historical Exchange Data Feed but it is not clear exactly how far back the data goes. Your DTNIQ page says: DTNIQ, Several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005. And the Sierra Chart Real-Time and Historical Exchange Data Feed page says: “At least 5 Years of historical Intraday data is available for the provided markets”. Do I need to go for the DTN IQ option or does "At least 5 Years" cover 7 years? cheers |
| [2016-07-10 21:26:46] |
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For the ES futures the data goes back to June 2008.
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 |
| [2016-07-13 07:42:05] |
| User17477 - Posts: 65 |
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Ok I signed up for the Sierrachart real time feed but only get ES data from 31st May 2011. I specified 3000 days of history to see how far back it would allow.
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| [2016-07-13 14:02:48] |
| User17477 - Posts: 65 |
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Any suggestions for how I can access the missing data from 2008 onwards please?
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| [2016-07-13 16:24:39] |
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It sounds as though you might be using the Continuous Futures Contract feature on the chart? The first step is to open some of the individual futures contracts to make sure you get the data which you should. Follow the instructions here: https://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html#UsingExpiredFuturesContracts When using the Continuous Futures Contract feature, there may be missing data for some contract months. In this case, follow the instructions here: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading 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 Date Time Of Last Edit: 2016-07-13 16:26:24
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| [2016-07-14 10:56:04] |
| User17477 - Posts: 65 |
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Hi, I can confirm I am using the Continuous Futures Contract feature with back adjusted date based rollover. I tried running through the steps above but still only get data back to 31/5/11. Can you please test the and see if you get data back to 2008 as you previously mentioned? thanks for helping with this. |
| [2016-07-14 11:14:27] |
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We realize now what the problem is. You are using GAIN Capital/OEC which uses single-digit years so there has to be a limitation placed. It is 5 years. This will be solved some time in the near future when 2 digit years are used for that service. But for now just install another copy of Sierra Chart and use the Sierra Chart Historical Data Service for the longer-term charts. Here is complete documentation for that: Sierra Chart Historical Data Service 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 Date Time Of Last Edit: 2016-07-14 11:15:05
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| [2016-07-22 10:27:19] |
| User17477 - Posts: 65 |
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Sorry but I don't understand your last update. Sierra Chart Historical Data Service only allows 36 months intra-day. I signed up for the Sierra Chart Real-Time and Historical Exchange Data Feed based on your recommendation above to get data from 2008 onwards. Is it not possible then for me to get this older data? cheers |
| [2016-07-22 10:38:22] |
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Sierra Chart Historical Data Service only allows 36 months intra-day.
This is not true. Not sure how you come to this conclusion.The historical data is the same as what is provided with the Sierra Chart Exchange Data Feed. Just follow our instructions. Data is available since 2008 as we previously said. We are not going to be making any mistakes with what we are saying here. 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 Date Time Of Last Edit: 2016-07-22 10:38:37
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| [2016-07-22 10:46:50] |
| User17477 - Posts: 65 |
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I came to this conclusion by clicking the link you gave me and reading the page. It clearly says 36 months of Historical Intraday 1 Minute data. "The Sierra Chart Historical Data Service provides 10+ years of Historical Daily Data (for charts with a bar period of 1 Day and greater) and 36 months of Historical Intraday 1 Minute data for Sierra Chart". |
| [2016-07-22 10:49:34] |
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That information is old and it will need to be removed. In the What is Included section it makes it clear what is provided but only in rough general terms. And this is also why it is that when people ask us why it is that we do not post how much data is available historically, we cannot. Every single symbol is different and there is massive amounts of data available from various sources and there is just no practical way whatsoever for us to post what is available. If we try to post that information it will be often wrong. That is why when a question comes up we just have to look at what is available at that moment in time. 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 Date Time Of Last Edit: 2016-07-22 10:52:37
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| [2016-07-22 11:08:32] |
| User17477 - Posts: 65 |
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Thanks for the quick reply. Yes please remove it as it is confusing. Ok so back to when you said: "We realize now what the problem is. You are using GAIN Capital/OEC which uses single-digit years so there has to be a limitation placed. It is 5 years.This will be solved some time in the near future when 2 digit years are used for that service." I know you are busy but is there any idea when this will be resolved? I'm just trying to understand whether I need DTN IQ to get the older intra-day data. |
| [2016-07-22 17:11:47] |
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We apologize for the delay. This is what we previously said: But for now just install another copy of Sierra Chart and use the Sierra Chart Historical Data Service for the longer-term charts. Here is complete documentation for that:
Sierra Chart Historical Data Service The Sierra Chart Historical Data Service symbols use 2 digit years. So this will not be a problem in that case. You definitely do not need to use IQ Feed. Is it a problem to run two instances of Sierra Chart? One of them can be used for your real-time charts and another one for the long-term historical charts. However, there is a solution to this to use a single instance. When you are using the service "SC Data - All Services" and using the two digit years, you can follow the instructions here to connect to your Trading account once a month to authorize the real-time data: Sierra Chart Exchange Data Feed: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees The only limitation is you can no longer trade from Sierra Chart using your trading account. 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 |
| [2016-07-22 18:23:08] |
| User17477 - Posts: 65 |
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I don't need long term daily data I need 1 minute bar data from 2008. Do I get this from the Sierrachart historical data service? I'm really confused now if I'm honest after reading all your answers above.
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| [2016-07-22 18:40:26] |
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Yes you will get the 1 minute data from the Sierra Chart Historical Data Service. You will have no trouble at all. Just simply proceed through what we originally said, you would not have had any problem with this from the start when using the SC Historical Data Service. 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 Date Time Of Last Edit: 2016-07-22 18:52:18
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