Login Page - Create Account

Support Board


Date/Time: Sun, 26 Jun 2022 23:25:03 +0000



Sierra Chart Real-Time intraday feed with package 5

View Count: 1401

[2014-03-28 21:24:37]
User35525 - Posts: 160
Dear SC,

I am getting about 28 months of intraday crude oil futures data from the CME with the new Sierra Chart intraday feed on package 3. If I switch to package 5 will I be able to download intraday crude oil data back to 2007?

Thanks,
Ted
[2014-03-30 04:17:56]
Sierra Chart Engineering - Posts: 103466
the package number is not going to affect the amount of historical data you can get when you are subscribed to the Sierra Chart Exchange Data feed.

You will be able to get 5 years of historical data for the CL market. The easiest way to access this data is with the Continuous Futures Contract feature:

https://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html


Or just simply Open charts for past futures contract symbols.

Since you will be downloading a lot of historical data we recommend setting the Global Settings >> Data/Trade Service Settings >>Intraday Data Storage Time Unit to something like 10 seconds. At least during the time data is being downloaded.


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: 2014-03-30 04:18:25
[2014-03-30 16:33:11]
User35525 - Posts: 160
I tried it again, following the directions exactly this time and putting "186" for Maximum Historical Intraday Days to Download, and now I'm getting data (on my chart) back to 2010-12-27. It appears to be pulling fine from the SC servers, and I see "[CBV][M]" on the chart so I know it's back-adjusted.

I'd like to download all the tick data for CL and my chart's "Days to Display/Load" is set to 2400. I'm using tick/range/renko charts, so am downloading with "1 tick" data storage unit. I've repeated this three times today with the same results, each time deleting my .scid files and restarting SC (so switches to the 2nd server I think).

My earliest .scid file is now "CL-201102-NYMEX.scid" and from the log, is back-adjusting from 2007-09:

CL-201405-NYMEX [CBV] [M] Renko 10 #1: Back adjust amount for symbol CL-200709-NYMEX is 45.329994. | 2014-03-30 11:10:55
CL-201405-NYMEX [CBV] [M] Renko 10 #1: Back adjust amount for symbol CL-200710-NYMEX is 45.589993. | 2014-03-30 11:10:55

If 5 years is available with package 3 then why can I only download data from 2010-12-27 (3 years)? The website documentation may need changed, as the "Continuous Futures Contracts Charts" page says: "For the most years of historical data for continuous Futures Contracts, you need to use Sierra Chart package 5."

Thanks.
--Ted
Date Time Of Last Edit: 2014-03-30 20:21:28
[2014-03-31 03:12:23]
Sierra Chart Engineering - Posts: 103466
Not sure where that data from 2007 is coming from. We see the server only has data back to 2011. We are going be adding more. We will be adding back to:

CLG09

Please allow about two hours for this to be completed.

In your particular case, it does not matter what package you are on because you are using the Sierra Chart Exchange Data feed. In that case you will be able to go 7 years back in an Intraday chart.
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: 2014-03-31 03:13:52
[2014-03-31 03:34:33]
Sierra Chart Engineering - Posts: 103466
The additional data has now been loaded in.
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
[2014-04-06 19:19:17]
User35525 - Posts: 160
Do I need to do anything other than put a large number for days to display/load (2400) and select "delete and download data"? The earliest data is still 2010-12-27. There are 41 scid files dated earlier than that, but they all are 1K in size.

The log shows some early data:
CL-201405-NYMEX [CBV] [M] Renko 10 #1: CL-200709-NYMEX Open price on 2007-08-20 is 71.77. | 2014-04-06 14:04:40
...
CL-201405-NYMEX [CBV] [M] Renko 10 #1: CL-201102-NYMEX Open price on 2010-12-17 is 88.5. | 2014-04-06 14:04:41



Date Time Of Last Edit: 2014-04-06 19:19:43
[2014-04-06 19:48:14]
Sierra Chart Engineering - Posts: 103466
The earliest available contract is now CLG9.

The new contracts we have added for the CL all contain 1 minute data.

You need to increase the Days to Display/Load and Chart >> Chart Settings.

And then follow the instructions here:
https://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading

You do not need to re-download data for contracts you know you have data for.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account