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Date/Time: Wed, 25 Dec 2024 01:50:57 +0000



How far back does historical data go?

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[2015-11-03 15:25:44]
User59082 - Posts: 7
Hi,

I'm trying to practice trading the ES and was hoping to use two market stats. I'm having trouble getting the data going back to 2013.

Could you please tell me if I'm doing something wrong or if the:

1) NISS-NYSE data only goes back to 2015-04-27 and
2) TICK-NYSE data only goes back to 2014-02-04

I was hoping to start practicing from the beginning of 2013 and work my way through to the present day.

Hopefully you can tell me that the data is available and it's my setup that is wrong.

Thanks,

Andy
[2015-11-04 09:33:41]
Sierra Chart Engineering - Posts: 104368
1, 2. The TICK-NYSE does only go back to 2014-02-04. The same date for NISS-NYSE.

To get data further back you need to use the SC Historical Data service:
Sierra Chart Historical Data Service

For the NYSE net ticks you need to use the symbol $TICK.
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: 2015-11-04 18:38:46
[2015-11-04 09:59:30]
User59082 - Posts: 7
Hi,

Sorry, I'm quite new to this and I'm not sure if your response means that it is possible to get intraday historical data back before 2014 using the historical data service or not? I'm on package 5 so have access to it but can't seem to go back before that date even using the information on the link you provided.

Could you confirm if it is possible to get the tick by tick data for the either of these symbols so I can replay it in real time back from 2013 with the historical data? I can't seem to do it. I've If I select historical chart I can only get the daily data which is of no use to me when replaying.

Currently I have the Symbol NISS-NYSE selected, with "Continuous futures contract - date rule rollover" selected using the SC Historical Data feed with a time span of 2013-01-01 to 2013-02-02 and I get nothing.

Could you tell me where I'm going wrong please?

Thanks

Andy
[2015-11-04 17:56:29]
Sierra Chart Engineering - Posts: 104368
You need to open Intraday charts using the Sierra Chart Historical Data service for these symbols:
$TICK and $NSHF.

These are the symbols and you must use these symbols.

Here are instructions:
Sierra Chart Historical Data Service

The data will be in 1 minute units.
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
[2015-11-04 17:58:32]
Sierra Chart Engineering - Posts: 104368
Also, it makes no sense to use this option for market statistics:
"Continuous futures contract - date rule rollover"
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
[2015-11-04 18:38:11]
Sierra Chart Engineering - Posts: 104368
We have prepared this documentation here about this:
Sierra Chart Market Statistics: Obtaining Data Further Back in Time for Some Market Statistics Symbols
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
[2015-11-04 20:26:58]
User59082 - Posts: 7
Hi,

Thanks for your response. I've looked through your support documentation already and tried following the instructions on your to no avail. I've attached two images of my setup as stated on the support pages. I've used the symbols you have given me and am trying to look at the charts for an example date range of 2013-01-01 to 2013-02-01. I'm getting nothing back though.

I added the Continuous futures contract - date rule rollover option out of frustration as nothing else worked.

Could you tell me what I'm doing wrong in my setup please, a link back to the same support page is not helping me at present. Maybe I'm being dumb but that's why I'm asking you. I'm new to this software and there's so many options and drop downs it's very confusing.

Thanks,

Andy
imageImage1.jpg / V - Attached On 2015-11-04 20:20:45 UTC - Size: 75.84 KB - 394 views
imageImage2.jpg / V - Attached On 2015-11-04 20:21:03 UTC - Size: 104.18 KB - 352 views
[2015-11-05 04:38:50]
Sierra Chart Engineering - Posts: 104368
We have made a change which will be out in the next release to prompt to re-download the data when setting the first day to load to a further back time in the chart data file.

For now, you need to re-download the data by following the instructions here:
http://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html#DownloadingViewingMoreHistoricalIntradayData
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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