Sierra Chart Historical Data Service
- What is Included
- Integration with Trading Services
- Setup Instructions
- Symbols (Opens a new page)
- How to Manage Data and Symbol Differences Between this Service and Your Real-Time Feed
- Included Markets
- End of Day Update Times
- Sierra Chart Historical Data Service Does Not Provide Real-Time Data
- Open Interest Data
The Sierra Chart Historical Data Service provides Historical Daily Data (for charts with a bar period of 1 Day and greater) and Historical Intraday data for Sierra Chart.
The Sierra Chart Historical Data Service is a historical data only service. It does not provide streaming real-time or streaming delayed data. When the charts are updated, they will be up-to-date within 10 to 15 minutes of the current prices.
Historical tick by tick Intraday data is also provided for most of the futures exchanges and for US stocks (NYSE, AMEX, NASDAQ).
The Sierra Chart Historical Data Service is included with the Standard and Advanced Sierra Chart Service Packages.
The Sierra Chart Historical Data Service can be used on its own for Historical Daily and Intraday charts. Or, for Historical Daily chart data to use with a Trading service you are using Sierra Chart with, which does not provide Historical Daily chart data.
This service is fast and reliable.
If you require real-time data it is recommended to use one of the Real-Time Exchange Data Feeds Available from Sierra Chart.
For Forex and CFD historical and real-time data, use the Sierra Chart Realtime and Historical Forex/CFD Data Service.
The historical Intraday data from this service can be replayed.
What is Included
- Streaming Real-Time Data: No.
- Historical Intraday Data: Yes.
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.
Tick by tick data for futures contracts on the ICE begins at 2013. Prior to this the ICE data is in 1 minute units and begins at June 2009.
Tick by tick data for futures contracts on the EUREX begins at 2013. Prior to this the EUREX data is in 1 minute units and begins at 2010.
At least 180 days of historical tick by tick data is provided for US stocks. Usually there is 1 year of tick by tick data available. Prior to this the US stock data is in 1 minute units and begins in 2008.
Historical Intraday data goes back to 2014 for the BMF/B3. Tick by tick data begins in 2016.
For other futures contracts and cash index symbols, tick by tick data begins at 2013.
Unless otherwise noted, the amount of historical data available in 1 Minute units depends upon the symbol and is at least back to 2010 so long as the symbol traded back that far in time. For some symbols there is more historical data available.
- Historical Daily Data: Yes. The number of years available depends upon the symbol. For US equities and US cash indices, the data is as far back as 1980, or a later date if trading began later for the symbol. For US commodity futures, the data is as far back as 1970, or a later date if trading began later for the symbol.
- Historical Bid Trade Volume and Ask Trade Volume: Yes. The amount of historical data that has Bid Trade Volume and Ask Trade Volume depends upon if the historical data is tick by tick. Refer to Historical Intraday Data above.
- Live Trading Services: No.
- Simulated Trading: Yes.
- Order Types Supported: All
- Server Managed OCO (Order Cancels Order): No.
- Automated Trading (applies to Live or Simulated): Yes.
- Efficient Market Data with Processing on Background Thread: Yes.
Integration with Trading Services
The Sierra Chart Historical Data Service provides both historical Daily and Intraday data.
The historical Daily data with this service is seamlessly integrated with most of the Trading services supported by Sierra Chart.
The quality and reliability of the historical data with this service is generally much higher than the historical Daily data provided by the supported Trading services, assuming they provide historical Daily data.
For some of the supported Trading services, the historical Intraday data provided with the Sierra Chart Historical Data Service , is integrated with the Trading service. However, the data is delayed. Therefore, the most recent 10 to 15 minutes of historical Intraday data will still come from the Trading service. To ensure the delayed historical data from the Sierra Chart Historical Data Service is used, enable Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds.
To use a Sierra Chart data service which provides non-delayed historical Intraday data and real-time data, you need to use one of the Real-Time Exchange Data Feeds Available from Sierra Chart instead.
The Sierra Chart Historical Data Service can be used completely on its own. If you are using another supported Data and Trading service, you may want to install another copy of Sierra Chart on your system to access the full amount of Historical Daily and Intraday data this service provides.
- The Historical Daily data with the Sierra Chart Historical Data Service is fully integrated with all of the supported Trading services as required. There is nothing more that needs to be done to use the Historical Daily data from this service.
- If you want to use both the Historical Daily and Intraday data provided by the Sierra Chart Historical Data Service on its own or independently from another Data or Trading service you may be using, continue with the following steps.
- Optional: If you are using another Data or Trading service, you may want to install a second copy of Sierra Chart set to use the Sierra Chart Historical Data Service specifically. Refer to the instructions on the Multiple Services page to install another copy of Sierra Chart before continuing with the below steps.
- Select Global Settings >> Data/Trade Service Settings on the menu.
- Select SC Data - All Services from the Service list box at the top.
- If you are a user of either of the Real-Time Exchange Data Feeds Available from Sierra Chart and you also want to receive real-time data, then enable Allow Support for Sierra Chart Data Feeds. If you are using the Sierra Chart Exchange Data Feed in another running instance of Sierra Chart and only paying for one real-time connection, then uncheck this option to avoid unnecessary connections to the real-time data server which would fail because only one connection is allowed or could prevent the other instance of Sierra Chart from receiving the real-time data.
- If you want the historical data which is downloaded to be tick by tick, then set the Intraday Data Storage Time Unit to 1 Tick.
- Press OK to close the Data/Trade Service Settings window.
- To open a chart, select File >> Find Symbol on the menu. Either select the symbol from the Available Symbols list or look up the symbol in the Sierra Chart Historical Data Service Symbols Lists and manually type it into the Selected Symbol text box.
- Stock symbols are not included in the Available Symbols list. You have to manually type a stock symbol into the Selected Symbol box.
- Press Open Intraday Chart to open an Intraday chart. Press Open Historical Chart to open a Historical Daily chart.
- Expired Futures Contracts: Expired futures contracts can be used. Select File >> Find Symbol. From the symbol lists, select one of the symbols for the particular futures market you want to get a chart of. Modify the month code and the two digit year to what you require in the Selected Symbol box. And then open the chart.
- If you have changed to the SC Data - All Services Service from another selected Service in Sierra Chart, the symbols may be different for this Service as compared to the other Service you have been using. Therefore, you may need to update the symbols of the existing charts you have open to match, for them to receive data from the SC Data - All Services Service. To do this, refer to Changing the Symbol of a Chart.
- Data for Historical Daily charts is downloaded when you open them, when a new trading day begins, and at least every 24 hours.
- Data for Intraday charts is downloaded when you open them. When connecting to the data feed with File >> Connect to Data Feed. The historical data is delayed by 10 to 15 minutes based on exchange rules. In other words it will be behind from 10 to 15 minutes from the current time if the market is currently open. For futures it will be 10 minutes. 15 minutes for stocks.
You can have the Intraday charts not receiving real-time data from one of the Real-Time Exchange Data Feeds Available from Sierra Chart periodically update by setting Global Settings >> Data/Trade Service Settings >> Service Settings >> Intraday Download Interval for Non-Real-time Symbols (min) to the interval in minutes you want to have them periodically updated. Setting this to 0 will prevent automatic updating. The lowest it can be set is 20 minutes.
How to Manage Data and Symbol Differences Between this Service and Your Real-Time Feed
There are two possible problems you may have when a Historical chart is updated with the current days data from your real-time data feed. You may notice the prices are different or the volume numbers are different. If the prices are different, then it will be very noticeable and the historical data will appear like a flat line or become significantly compressed. If the volume is different, it may appear just as if there is no current volume data.
If the real-time data feed quotes prices differently than the historical data, then select Chart >> Chart Settings >> Advanced Settings 2 and set the Historical Price Multiplier to a value that will adjust the historical data to match the real-time data feed decimal position. For example, if you are using TransAct and you have a chart for the ZW or ZC grain markets, use a multiplier setting of 0.01.
The data with this historical data service, quotes the volume numbers as actual numbers. If your real-time data feed provides volume in hundreds, then it is necessary to select Chart >> Chart Settings and set the Volume Multiplier to 0.01 to make the existing historical volume data match the real-time data feed volume.
If the symbol used by the Sierra Chart Historical Data Service is different than the symbol used by your real-time data feed, then you will experience one of these issues:
- One problem is that the symbol you are using corresponds to a different symbol with the real-time data feed you are using and you receive wrong data. In this case, what you might notice is that the very last bar in the chart is a long bar and the bars before it appear very compressed and like a flat line.
- Another problem is that you do not receive any live streaming data to update the Historical chart because the symbols are different between the Sierra Chart Historical Data Service and your real-time data feed.
- A message is displayed on the chart that says Symbol is unknown.
To solve these issues, you need to do one of the following:
- If there is a corresponding real-time data feed symbol to update the Historical chart in real time, then select Chart >> Chart Settings on the menu and enter the corresponding symbol in the Trade and Current Quote Symbol box.
- If there is not a corresponding real-time data feed symbol to update the chart in real-time, then select Chart >> Chart Settings >> Advanced Settings and disable the option Allow Real-Time Updating of Historical Chart.
|New York Stock Exchange (NYSE)||American Stock Exchange (AMEX)|
|The Nasdaq Stock Market (NASDAQ)||Bulletin Board OTCBB|
|PinkSheets||Chicago Board of Trade (CBOT)|
|Chicago Mercantile Exchange (CME)||CBOE Futures Exchange (CFE)|
|CME ClearPort||NYSE LIFFE US|
|Commodities Exchange (COMEX)||Kansas City Board of Trade (KCBT)|
|Winnipeg Commodity Exchange (WCE)||Minneapolis Grain Exchange (MGEX)|
|New York Mercantile Exchange (NYMEX)|
|ICE Futures Canada||ICE Futures US|
|ICE Futures Europe||Worldwide Futures Exchanges [End of Day only]|
|Forex (1)||US Mutual Funds|
|Toronto Stock Exchange (TSX)||Toronto Stock Exchange Venture (TSXv)|
|London Stock Exchange (LSE) [End of Day only]||India National Stock Exchange (NSE) [End of Day only]|
|BATS Exchange||Value Line Indices|
|CBOE Indices||CRB Index|
|S&P Indices||Dow Jones Indices|
|NASDAQ Indices||NYSE Indices|
|Standard & Poors Indices|
|Australia Exchange (ASX)||SIMEX (SGX) [End of Day only]|
|NASDAQ OMX Futures [End of Day only]||Hong Kong Futures Exchange|
Footnote 1: For historical Intraday data, it is recommended you use the Sierra Chart Real-Time and Historical Forex Data Service. It provides a large amount of highly detailed Forex/CFD Intraday data.
End of Day Update Times
For exchanges marked as End of Day only in the Included Markets table, the symbols from these exchanges will be updated with current days data after the market closes for them. Otherwise, the Historical Daily and Intraday data for other symbols are continuously updated with a 10 to 15 minute delay for them.
SIMEX symbols are updated Monday through Thursday at around 8PM US central time. Friday's prices will not update until Monday night due to SIMEX licensing restrictions.
Sierra Chart Historical Data Service Does Not Provide Real-Time Data
The Sierra Chart Historical Data Service documented on this page does not provide real-time streaming data or delayed streaming data.
Therefore, when Global Settings >> Data/Trade Service Settings >> Service is set to SC Data - All Services, real-time streaming data will not be received for the symbols of the Sierra Chart Historical Data Service unless you are using one of the Real-Time Exchange Data Feeds Available from Sierra Chart or the Delayed Exchange Data Feed which provide streaming delayed data.
When the Service in Sierra Chart is set to SC Data - All Services, then this Service combines multiple services including the Sierra Chart Historical Data Service.
For information about real-time futures data, refer to Futures Data.
Open Interest Data
With the Sierra Chart Historical Data Service, the Open Interest value for a day for a symbol is not provided until approximately 24 hours after the close of that trading day.
So you will not see Open Interest in the chart for the recent trading day when using the Open Interest study, until that time.
*Last modified Sunday, 15th December, 2019.