Support Board
Date/Time: Thu, 13 Feb 2025 16:35:12 +0000
Questions about using Denali Exchange data for backtesting purposes
View Count: 542
[2020-12-08 15:38:49] |
gambleditall - Posts: 16 |
Hi, I intend to use the data on SierraChart from the Denali feed for backtesting purposes. However, I will be using another platform to backtest the data which has the ability to import OHLCV data in CSV format. To this end, my understanding is that I will have to first load up as much intraday data as I require and then export it to Excel via SierraChart. With regards to this, I have a few questions: 1. If I am using 1-min OHLCV bars, is there any limit on how far back the data can be loaded and exported from SierraChart? i.e. would it be possible for me to load up all 1-min OHLCV bars all the way from Jan 1st, 1980? 2. How accurate is the intraday historical data for continuous contracts provided by the Denali data feed? Since most people use SierraChart to trade live, it would be understandable if the historical data is not maintained accurately. Thank you! |
[2020-12-08 16:41:51] |
John - SC Support - Posts: 37934 |
1, 2. The information on what data is available and how far back it goes is given here: Sierra Chart Historical Data Service: What is Included For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2020-12-08 16:52:23] |
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2. The data is accurate.
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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