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Direct MessagesDate/Time: Wed, 15 May 2024 22:40:02 +0000
Loading historical e-mini S&P data
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| [2017-02-20 10:08:24] |
| User287992 - Posts: 51 |
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Hi, I have been experiencing a problem with loading historical e-mini S&P data. In this case 1-1-2013 till today. 5 min timeframe. I was always connected to Interactive Brokers in "Data/Trade Service Settings" under "Service" where I was connected to paper trading account. (At least once a month connected to live trading account). It is however impossible to load historical data for ES this way. When I am connected to IB and use "Find Symbol", I can see ES under "Futures" and I am able to choose ticker "ES-201703-GLOBEX". I was using this way of loading historical data for GC and it has always worked. Now the furthest it loads data is December 12, 2015. However when I choose "SC Data - All Services [DATA]" instead of Interactive Brokers, I am then able to choose "ESH17" from the "Find Symbol" table and I am able to download required historical data. My question is why is it not possible while being connected to IB? What if I needed having 3 years worth of historical data loaded while live trading? How should I set this up correctly? Thanks for help in advance. Date Time Of Last Edit: 2017-02-20 14:13:52
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| [2017-02-20 18:49:06] |
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You can get more than three years of historical Intraday data for a futures contract when using Interactive Brokers. Just follow through the instructions here: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#UsingContinuousFuturesContractCharts If there is any missing data, then follow through the instructions here: http://www.sierrachart.com/index.php?page=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 |
| [2017-02-21 07:41:31] |
| User287992 - Posts: 51 |
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I can assure you I am aware of using continuous futures contract and I am using that set to "back adjusted, date rule" for a long time now. I even did this all over again after your reply and the problem is still the same with me obtaining data all the way back to December 12,2015. No matter if I set date range or days back. There are no missing data in terms of price gaps or weird bars. The historical data simply does not load further. Tried it several times, redownloaded... Going through step-by-step guide of Using Continuous Futures Contract Charts, there is: 11.You must use a standard futures contract symbol for the chart. For example: ESZ14. Make certain the Symbol is not a continuous contract symbol. Do not use a symbol with a # in it. Well the thing is, that if I am connected to IB and use Find Symbol, there is not "ESH17" availible, only "ES-201703-GLOBEX". Also with what I consider is correct setting for downloading continuous futures historical data there never was a problem with GC or NQ. This is just now with ES or SI for instance... Could you please try and take a look at my original question above? Date Time Of Last Edit: 2017-02-21 07:41:57
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| [2017-02-21 07:53:38] |
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There definitely should be no trouble with this whatsoever. Therefore perform a Full Reset of the Symbol Settings as explained here: http://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#FullResetSymbolSettingsSteps Then follow these instructions again: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading We did try and as expected there was no issue. The other potential problem is you are not following the instructions exactly. So best to go through them carefully. 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: 2017-02-21 07:54:28
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