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Direct MessagesDate/Time: Thu, 19 Sep 2024 22:09:18 +0000
Historical 1 minute data for expired ES contracts CTS
View Count: 1379
| [2014-02-26 18:20:29] |
| chili - Posts: 14 |
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Is there a way to get historical 1 minute data for expired ES contracts going back several years? My data provider is CTS. If not, what is the maximum time back I can get this data for?
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| [2014-02-26 18:45:11] |
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These questions need to be directed to CTS. We highly recommend using the Sierra Chart Historical Data service to access the data that you need: http://www.sierrachart.com/index.php?l=doc/SierraChartHistoricalData.html You are going to be much much better off by using our own service. 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 |
| [2014-02-27 00:08:52] |
| chili - Posts: 14 |
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I followed up with CTS and they have historic 1 minute data going back as long as they have been connected to the exchange and storing data, which I assume goes quite a ways back. How can I access this historic data through Sierra, as the older expired contracts are not available to select from (I need further back than the 3 years provided via the Sierra Chart Historical Data)?
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| [2014-02-27 00:09:31] |
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Refer to help topic 42.2 here: Http://www.sierrachart.com/index.php?l=doc/helpdetails42.html You can go back 5 years with the Sierra Chart Historical Data service. And if you do not get the 5 years let us know what symbol and we'll make sure the data is there. 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: 2014-02-27 00:19:02
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| [2014-02-27 00:19:50] |
| chili - Posts: 14 |
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Thank you, I will try that. Can you tell me what the appropriate symbol would be for the September 2006 ES contract for example?
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| [2014-02-27 00:24:33] |
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2006 is more than 5 years back. And you can find all of the symbols in File >> Find Symbol.
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 |
| [2014-02-27 00:30:42] |
| chili - Posts: 14 |
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I'm confused by the "2006 is more than 5 years back" comment? I interpreted your previous post to mean that the Sierra Chart Historical Data service is limited to 5 years back, but if accessing the CTS data as described in the help topic you referenced, I should be able to go back as far as CTS has data available for. Did I misunderstand?
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| [2014-02-27 01:00:44] |
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You should be able to determine this on your own. When you go to Global Settings >> Symbol Settings and look at the symbol pattern for the ES, you can see the pattern which is used. You just need to replace the pattern characters with a month and year. 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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