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Date/Time: Sat, 27 Jul 2024 02:09:08 +0000

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SPX Cash Index Feed

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[2024-04-19 00:35:00] #25 [Go To First Post]
User823591 - Posts: 21
joshtrader, Disclaimer: Always backup or make a copy of your existing Sierra Chart File Folder (should you want to revert any changes) To download more than the default 186 days .... open your Data/ Trade Service Settings (common settings) and change that value. I would recommend closing all open chartbooks & disconnecting the Data feed before proceeding on downloading any large amounts of data. Reconnect the Data feed, open a New Chartbook & load the intraday file you wish to expand .... before proceeding make sure your Intraday Data Time Storage Unit is set to what you require (this also applies for the days to load). If everything looks fine, left click on edit located in the upper left corner of your Sierra Chart instance & click on Delete All Data & Download Go to the Chart Settings (Data Limiting) and take note of the (Date Range In File From) while the data is downloading. If you need to make adjustments to this start date, you can stop the download and make the changes in the Data/ Trade Service Settings (common settings) and change that value. You will just repeat the process for each file you wish to expand .... if you want to use a different Intraday Data Time Storage Unit for a specific file (you may want to disconnect & reconnect the Data feed each time). When done updating all specified files you may want to change the days to load back to (186 days) or to whatever value you want. Date Time Of Last Edit: 2024-04-19 01:02:00


DataTrade Service.JPG / V - Attached On 2024-04-19 00:04:39 UTC - Size: 202.98 KB - 88 views

[2024-04-19 01:04:05] #26 [Go To First Post]
joshtrader - Posts: 471
@User823591, thank you very much! I had recently downloaded 10 years worth of futures data and based on the size of the data files, it's all tick data, so I assumed that this would not be an issue. Maybe this is because the max days is 186 from the end of the life of each contract, instead of 186 days from today. Either way I adjusted it and now have 12 or so years of data. Thanks!

[2024-04-19 04:35:00] #27 [Go To First Post]
User823591 - Posts: 21
joshtrader, In regards to loading many years of data, all depends if the symbol is continuous (no expiration) .... like your initial request (SPX500, US30, or NAS100) For symbols that do have expiration dates the maximum days is capped to the life of the contract .... like (ESH24-CME, NQH24-CME, YMH24-CBOT & etc) Also getting TICK data from past expired contracts from your Data provider may not be available .... With the SC Data - All Services feed this is not a problem (major +) IMO Date Time Of Last Edit: 2024-04-19 16:45:00

[2024-04-19 17:00:00] #28 [Go To First Post]
User823591 - Posts: 21
A follow up on the SC Data - All Services Data feed, Was curious how far back that TICK data was available on the SC Data - All Services* for the e-mini S&P500 (ES)* Was able to get TICK data going back to the March 2011 contract (ESH11-CME) .... earlier contracts going back to 2008 are only (1 minute) data There was no intraday Data available for contracts dated in 2007 & earlier .... only Historical Data was accessible going back to December 1997 (ESZ97-CME)

[2024-04-28 19:07:17] #29 [Go To First Post]
User708340 - Posts: 3
Is real S&P 500 cash index and the CBOE cash volatility index available yet? Thanks

[2024-04-28 19:47:28] #30 [Go To First Post]
Sierra_Chart Engineering - Posts: 15584
We expect at the beginning of June 2024 this will be available. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-04-28 20:35:38

[2024-06-02 03:05:30] #31 [Go To First Post]
User166108 - Posts: 72
(Subscribing for notifications when released)

[2024-06-03 14:48:17] #32 [Go To First Post]
John - SC Support - Posts: 33316
The CBOE Indices is available now. Refer to the following: New CBOE Global Indexes Now Available as of June 1, 2024 For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-06-03 17:14:16] #33 [Go To First Post]
User166108 - Posts: 72
Thank you. Is it expected that we would only have historical data for the past few days or did I screw something up in the download?

[2024-06-03 18:12:56] #34 [Go To First Post]
Alex Q - Posts: 86
Excellent! Working great so far. I can plot my SPX levels into the spreadsheet, and they are accurately plotted onto the ES without any tweaking. Absolutely love it.

[2024-06-03 18:16:25] #35 [Go To First Post]
Sierra_Chart Engineering - Posts: 15584
There is limited historical data. Only for the last three or four days for the CBOE global indexes. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-06-18 19:14:55] #36 [Go To First Post]
joshtrader - Posts: 471
I am loving the new CBOE indexes, especially SPX. Also looking forward to the 2016 data backfill as you mentioned in the other thread on it which I know you said is coming in a couple of weeks. One issue though, is that the quote is not showing the Change from the previous day (absolute or percentage). For example, in the chart header for SPX_CGI, they both show as 0. Any chance this gets fixed soon? Second question: since the Nasdaq indexes have been replaced by CBOE, there is no Nasdaq 100 cash index, as CBOE doesn't seem to have that. Is there any chance you will pick up that index somewhere, and also the DJIA? Date Time Of Last Edit: 2024-06-18 19:33:27

[2024-06-20 19:23:30] #37 [Go To First Post]
SC Support - Posts: 1843
Hi Josh, regarding: "Second question: since the Nasdaq indexes have been replaced by CBOE, there is no Nasdaq 100 cash index, as CBOE doesn't seem to have that. Is there any chance you will pick up that index somewhere, and also the DJIA?" >> it is very unlikely we would be directly providing access to the ^NDX or ^DJX again, access to the data is prohibitively expensive and the ultimate demand does not nearly support it

[2024-06-21 01:52:35] #38 [Go To First Post]
Sierra_Chart Engineering - Posts: 15584
Day-to-day price change will go into effect on Friday for CBOE global indexes: One issue though, is that the quote is not showing the Change from the previous day (absolute or percentage). For example, in the chart header for SPX_CGI, they both show as 0. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-06-21 01:53:05

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