Date/Time: Sat, 21 Apr 2018 03:46:16 +0000
|User59017 - Posts: 1|
I am new to SC and trying to figure out the best way to get historical tick data backfill to construct a long term (1 year +) volume profile for the ES from intraday data.
My data is from CTS T4.
My first attempt was to check the continuous contract option in chart settings and let it do its thing. This almost worked, except there was no data in the composite chart from the 20/12/2012 to 29/1/2013. I tried loading the ESH3 contract, and it too did not contain that data. tried deleting and downloading data several times, each time gave the same issue.
My second attempt was to use the 'Historical Intraday Futures Data Service', in the hope that I could use it as backfill and have it update in real time from CTS. This did not work, but it did *almost* produce a great looking composite chart. For some reason, even though the session start and end times I've selected are exactly 405 mins appart, when I set the bar period to 405 mins I get two bars per day!
What is the best way to do this in a way that will update in real time? I don't mind if its not tick data, but it has to be at least 1 minute data.
Incidentally, how do I set/find out how much of my backfill is from tick data and how much is minute data? Or does SC store all intraday data in the 'Intraday Storage Time Unit' set in 'Data/Trade Settings'? What if tick data all the way back to my "Max. Historical Intraday Days To Download' setting isn't available from T4?
Thanks for taking the time to read, hope someone can clear some of this up for me!
Sierra Chart Engineering - Posts: 59300
Please see the following sections for help with this:
How much tick data and how much Minute or Seconds data in a data file there is, is based upon many variables. It depends also upon the service you are using. So we cannot give an answer to this. You just have to look in the file by going to Edit >> Edit/Download Data-Intraday Chart.
Sierra Chart Support - Engineering Level
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