Sierra Chart Real-time and Historical Exchange Data Feed Symbols
Available Symbol Pages
The symbols and notes on these pages only apply to the Sierra Chart Historical Data Service and to the Real-Time Exchange Data Feeds Available from Sierra Chart.
Many of the supported Trading services use the Sierra Chart Historical Data Service for historical Daily data. Therefore, any of the symbols found on these symbol pages can be used for historical Daily charts with those Trading services.
These symbols do not apply to any other Data or Trading service that Sierra Chart supports. Each service uses its own symbol format. These symbols are not necessarily valid for those services.
Notes and Futures Symbol Format
End of Day Only Symbols
If a symbol is listed on an exchange where it is identified as [End of Day only], as shown in Included Markets Table, then this means that real-time and historical Intraday data are not available for that symbol.
End of Day is another term for Historical Daily Data. Meaning that only Historical Daily data is available for that particular exchange.
Futures Symbol Format
Base Symbol + Month Code + 2 digit year. Example: ESZ13. For expired contracts, the format is the same. Take note that the Year is two digits.
Futures Spot Price
To get the cash/spot market for a particular futures market add Y0 or Y00 (The 0 is Zero) to the end of the underlying symbol. Not all futures contracts will support this but some do.
Full 24 Hours of Trading
The Historical Daily data included with this service covers the full 24 hours of trading for a symbol assuming the symbol trades for 24 hours, except for US equities symbols. For US equities symbols, the Historical Daily data covers the regular trading hours only.
This data is direct from the Exchanges and the Exchanges always provide Daily bar data which covers all of the trading for a full 24 hour time period in a trading day, except for US equities.
This means each Daily bar in a Historical chart will covers the full 24 hour trading session. The session times depend upon each individual symbol and can be found in the symbol specifications on exchange websites.
Volume and Open Interest for Historical Daily Futures Charts
For futures contracts, the Volume and Open Interest reported for a specific futures symbol, are for that specific futures symbol when using the Sierra Chart Exchange Data Feed and the Sierra Chart Historical Data Service.
To get total Volume and Open Interest for all the contracts for the underlying futures symbol in a Historical Daily futures contract chart, enable the option Global Settings >> Data/Trade Service Settings >> Common Settings >> Download Total Volume for All Contracts for Futures Daily Data. After changing this setting it is necessary to re-download the data in the chart with Edit >> Delete All Data and Download.
This setting applies only to Historical charts. For Intraday charts, the volume is also for the specific futures symbol of the chart and cannot be changed to all contracts for the underlying futures symbol.
Note: When Download Total Volume for All Contracts for Futures is enabled, you may not receive volume data for the current day.
To view the Open Interest on a Historical Daily chart, add the Open Interest study to the chart. It is not possible to see Open Interest on Intraday charts.
Open Interest data is not available for the current day and for the prior day it may not be finalized. If there any missing or incorrect Open Interest values in a Historical Daily chart, then right-click on the chart from the date you want to start a download from and select Delete and Download Data.
Session Times for Forex Symbols
The Historical Daily bar data for Forex symbols, example: ^EURUSD, begin at 17:00:00 US Eastern time and covers trading through 16:59:59 US Eastern time into the next day.
Continuous Futures Contract Charts
To open continuous Futures Contract charts, refer to the Continuous Futures Contract Charts documentation. This is the proper and preferred method to create Continuous Futures Contract charts.
BATS Exchange Symbols
Futures Month Codes
The following table lists the Month Codes for futures symbols. These are standard Month Codes established and standardized by futures exchanges.
|Month Name||Month Code|
Charting Total Volume and Open Interest
Follow the below instructions to create a Historical Daily chart which shows total Volume and Open Interest among all futures contracts for a particular futures market.
These instructions only apply when using the Sierra Chart Historical Data Service or if the Trading service you are using, uses this service for Historical Daily data.
- Follow the instructions in the Volume and Open Interest for Historical Daily Futures Charts section on this page to set Sierra Chart to download Historical Daily data which contains Volume and Open Interest data for all contract months for a futures symbol.
- Select File >> Find Symbol.
- Locate in the list the particular futures contract you want to open a chart for.
- Press the Open Historical Chart button.
- Add the Volume and Open Interest studies to the chart following the Adding/Modifying Chart Studies section.
- You should see Volume and Open Interest for all contract months. If not, then re-download the data in the chart with Edit >> Delete All Data and Download.
*Last modified Saturday, 24th July, 2021.