Support Board
Date/Time: Wed, 12 Feb 2025 21:58:37 +0000
historical futures tick data
View Count: 940
| [2020-11-09 20:54:49] |
| User133994 - Posts: 80 |
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Support, Thanks again for a great program. I have current service and am paying for data, etc. I can see *realtime* tick data with futures symbols...no problem. However, when I look back to March-April 2020 of the same futures symbol the tick data isn't there...looks like 1 min resolution is the best I can get (i.e. 7 second bars = 1 second bars = 1 minute bars) Please help me find the tick data. Yes, I have the tick settings configured and I did do a delete and re-download already. Still have same issue. Specific symbols I am using...ESZ20, M2KZ20 and others. Yes I am on 2192 software version. Thanks, J Date Time Of Last Edit: 2020-11-09 23:21:12
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| [2020-11-09 21:36:38] |
| John - SC Support - Posts: 37915 |
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It is not that it is not tick data, it is just that there was not any trading occurring for the December contracts back in March/April. It sounds like what you want is a Continuous Futures Contract. Refer to the information here: Continuous Futures Contract Charts 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: 2020-11-09 22:13:37
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| [2020-11-09 23:20:10] |
| User133994 - Posts: 80 |
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Support, Copy I understand December didn't trade in Mar/Apr--I setup continuous contract futures settings...so what I was actually viewing was the Mar-Apr contracts even though the Dec symbol was showing. I understand what you are saying. However, the "continuous" futures contract is performing as I described above. But it works now. Here is what I did to get it working: "Mandatory Step: This step is absolutely mandatory because it rules out any problems with incorrect Symbol Settings (rollover rules and price multiplier) which can cause various issues in Continuous Futures Contract charts. Select Global Settings >> Symbol Settings. Uncheck Use Custom Symbol Settings Values. Press OK." From your link. Thanks again. I now have 1 sec bars as expected for historical futures markets. Great product. |
| [2020-11-11 04:40:43] |
| User133994 - Posts: 80 |
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Support, Thanks again for a great product. I've successfully loaded historical continuous futures contract data back to 2019. I attempt to get longer historical data...but the files that are downloaded are empty? (i.e. 2018xx, 2017xx files for the same symbol only have ~52 bytes?) For the error messages I followed the instructions via your link above--and I do the recommended remedy for those errors and still get 52 byte files. It appears the error is somewhat related to: "beyond the available historical data for the symbol." How can continuous contract data have this error? The goal isn't to load 2017-2020 on one chart (or many charts) but to only load 3 months at a time from 2017 - 2020 using the Date Range option. However, I can't simply load Jan-Mar 2017 for the M2KZ20 symbol because the data isn't downloaded--and won't download for some reason? Unfortunately I can't get any data prior to 2019. How can I get more historical continuous futures contract data? Please help. Thanks, J |
| [2020-11-11 09:21:19] |
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The answer is that symbol did not exist back at that time. Do not use the micro contract symbol. Use the RTYZ20 futures contract instead.
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 |
| [2020-11-12 01:09:15] |
| User133994 - Posts: 80 |
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Support, Thanks. It worked. So what is the lifecycle of Mini and Micro derivative symbols (2 years)? Do older Mini and Micro symbols get deleted from historical data in preference for the larger equity index futures contract? Thanks, J |
| [2020-11-12 04:45:30] |
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No historical data is ever deleted. It is maintained continuously. Regarding your other questions, you need to ask the exchange these.
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: 2020-11-12 04:45:39
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