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Direct MessagesDate/Time: Tue, 07 May 2024 14:48:24 +0000
Intraday data for expired futures contracts
View Count: 708
| [2020-12-20 09:22:51] |
| User823684 - Posts: 14 |
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Is there any way to get intraday data (even 1 minute resolution would be fine) for expired US Equities Futures Micro Contracts? As many expired contracts for any of the 4 US Equities (Dow, S&P, NASDAQ, Russell) Micro contracts would be appreciated. These go back as far as March 2019, so there would be as many as 3 contracts for 2019 and 4 contracts for 2020 (most recent 2 still available) for each of the four equity indices. |
| [2020-12-20 19:35:11] |
| User459170 - Posts: 262 |
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Just increase the number of days to download and use continuous contracts, that should work. Historical Intraday Data (Missing Data / Download Errors / Viewing More Data) Date Time Of Last Edit: 2020-12-20 19:48:03
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| [2020-12-21 03:08:37] |
| User823684 - Posts: 14 |
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Oh thanks, but I can't find the call symbol for continuous contracts. For example Micro Nasdaq?
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| [2020-12-21 05:25:35] |
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Refer to this section here for instructions: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Using Expired Futures Contracts 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 |
| [2020-12-25 01:52:25] |
| User823684 - Posts: 14 |
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But the user brought up a good point-- are the continuous contracts available? I couldn't find any by directly trying to bring up the continuous contract, MNQ1! for example, yielded "Symbol settings not found for current service." Any plans to make these available? It would make things a lot easier than having to always download each contract and roll at expiry. Date Time Of Last Edit: 2020-12-25 06:43:48
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| [2020-12-25 22:40:16] |
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Here is the documentation for Continuous Futures Contract Charts in Sierra Chart: Continuous Futures Contract Charts This is how they are supported. There is no other method. Also refer to the notes here: Continuous Futures Contract Charts: Notes 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: 2020-12-25 22:40:38
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