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Direct MessagesDate/Time: Sat, 04 May 2024 05:34:27 +0000
historical tick data
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| [2014-08-23 20:22:59] |
| User120827 - Posts: 77 |
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Sierra support, I use Sierra on TTnet AMP and also on Rithmic with another account. Can you tell me how much historical tick data I have on each? I am wondering how far back I can do reliable backtests with tick data. Perhaps one is better than the other. I thought rithmic had only incoming live tick data with historical being minute data. I am not sure about TTnet. thanks regards |
| [2014-08-23 23:53:39] |
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You will definitely want to use TT Net because there is 4 years of historical tick data available. Edit: For the ES this is the earliest data file available: ES-201006-CME 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: 2014-08-23 23:55:30
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| [2014-08-24 00:03:43] |
| User021827 - Posts: 174 |
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Hi Yes that is impressive ! I will use them for backtesting. Is rithmic only 30 days ? For backtesting , is it best to use the volume based continuous contract ? Thank you. regards Date Time Of Last Edit: 2014-08-24 00:07:47
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| [2014-08-24 00:25:23] |
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With Rithmic it is different. The current futures contracts do not have historical tick by tick data. You will have access to tick by tick data for expired futures contracts but only on Sierra Chart service package 5.
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 |
| [2014-08-24 00:31:24] |
| User021827 - Posts: 174 |
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Hi thank you for that info. I will use rithmic for the live discretionary trading. That is helpful, thanks regards |
| [2014-08-24 00:52:01] |
| User021827 - Posts: 174 |
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hi The TTnet I use is through AMP with the special broker version of Sierra. Does that make a difference ? thanks |
| [2014-08-24 01:35:49] |
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It makes no difference in regards to historical data.
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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