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Date/Time: Fri, 29 Mar 2024 15:04:39 +0000



CME (ES) historical intraday data goes back to 2011, not 2008 as expected

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[2021-05-07 12:48:41]
ChrisH - Posts: 10
Hello,

I was wanting to get ES historical intraday (1 minute) data going back to 2008 but can only get back to 2011. I tried changing storage unit to 1 minute with no difference.

Documentation states:
Tick by tick data for futures contracts on the CME/NYMEX/COMEX/CBOT begins at 2011. Prior to this the CME/NYMEX/COMEX/CBOT data is in 1 minute units and begins at June 2008.

Am I doing something wrong or is 2011 the limit?

Thank you.
[2021-05-07 16:25:42]
John - SC Support - Posts: 30459
We are not having any issue getting the data back to 2008. Refer to the following for things to check on:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-07 18:53:04]
Sierra Chart Engineering - Posts: 104368
First thing to do is to open a chart for a symbol in 2008 to verify you are getting the data. Refer to:
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
[2021-05-10 04:16:40]
ChrisH - Posts: 10
Here's what i've discovered so far:
1
I am able to download & view individual ES contracts going back to June 2008

2
Using "Continuous Contract" setting "Date Rule Rollover, Back Adjusted" and "Days To Load" set to a large number (eg. 10,000) I cannot view back past 2011-02-22. Regardless of the front contract (eg. ESH14-CME or ESH21-CME).

3
If the front contract is before 2011-02-22 (eg. ESM10-CME) then just that contract is shown & nothing prior using same settings as above
[2021-05-10 05:06:19]
Sierra Chart Engineering - Posts: 104368
We do see there is a 10 year limit that is preprogrammed, we will increase that to 15 years, in the next release.
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

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