Support Board
Date/Time: Tue, 04 Mar 2025 15:09:19 +0000
Daily Historical Delta Data in CSV or JSON
View Count: 627
| [2021-12-09 22:55:49] |
| User303119 - Posts: 7 |
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HI Support, I'm would like to do some backtesting using continuous contract daily historical data for several futures eg ES, NQ, RTY and SI, Gold and HG. Can you provide your denali data in a format such as JSON or similar in order to import it easily to an SQL database? If not CSV format? My interest is Daily Delta, OHLC, reference date. 5 years as a start. adding Volume to My interest is Daily Delta, OHLC, reference date. Thank you in advance ! |
| [2021-12-09 23:05:46] |
| John - SC Support - Posts: 38343 |
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It sounds like you would want to use the following study to get the data in CSV: Write Bar and Study Data To File Otherwise, if you wanted to program it, you could get and output the data in whatever form you want. Refer to the following to start: Advanced Custom Study Interface and Language (ACSIL): Introduction For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-10 00:41:58] |
| User303119 - Posts: 7 |
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Thanks John Another stupid question please. As Im wanting to use the continuous futures contract setting with back adjustment and not wanting to affect my current intraday charts, would you suggest doing it with a second user data feed or ? Cheers Bruce |
| [2021-12-10 15:46:37] |
| John - SC Support - Posts: 38343 |
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We are not fully understanding the question. The Back-Adjustment does not affect the current contract data in any way. It just adjusts the previous contracts so that they appear to be "in-line" with the most recent contract. But perhaps you are asking something else, in which case we just need some additional information on what exactly you are wanting to do. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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