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Date/Time: Sat, 30 Nov 2024 00:57:26 +0000



Max Days Intraday Data Download

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[2022-12-22 01:19:10]
User306018 - Posts: 4
Hello,

I am looking to backtest a strategy using 1 min ES and 1 min TICK.Z (IQ feed). I have set max days in the data service settings and the chart settings to "720" days of intraday data download but it seems that for the TICK.Z data I can only download 360 max. I am not sure why because I checked with IQ feed and I should have 10 years of 1 min data bars data for TICK.Z. I tried reloading and deleting and re-downloading but it still maxing out at 360. Is there an inherent limit to intraday data downloads? Its not clear if there is a max on your documentation.

Please advise.

Thanks
[2022-12-22 02:49:59]
Sierra_Chart Engineering - Posts: 17266
No there are no limits on the Sierra Chart. Go through the instructions here:

Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data

You can also get this data from the Sierra Chart Market Statistics Data Feed:

Sierra Chart Market Statistics
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-12-22 02:50:09
[2022-12-23 00:39:38]
User306018 - Posts: 4
Hi I already went through these steps. I posted an image of my chart with no TICK.Z data from 12-7-21 and back with 720 days loaded and downloaded. I have deleted intraday data and reloaded the charts and still its not loading any TICK.Z beyond this date (~380 days). I have also, as you mentioned, tried this with SC data services using symbol TICK and it has the same issue.


https://www.sierrachart.com/image.php?Image=167175564028.png
[2022-12-23 02:52:16]
Sierra_Chart Engineering - Posts: 17266
When using the Sierra Chart Market Statistics Data Feed this is not a valid symbol:
TICK

You would need to use TICK-NYSE

You definitely should not have any problem getting longer-term history. Once again go through the instructions given in post #2 and then go to the Chart >> Chart Settings window for a chart opened for that symbol you want to get more history for.

What does this setting show for From:
Chart Settings: Date Range and Limiting Method >> Date Range in File From / To (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method menu)

And what study are you using to put that symbol on another chart?
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-12-23 02:53:51
[2022-12-23 03:53:31]
User306018 - Posts: 4
OK, I resolved this issue by using "Use Date Range" instead of the "Number of Days to Load" method for data limiting in chart settings. When the chart reloaded it loading all data into chart 2 years back. Not sure why "Number of Days to Load" was not working. Is there any reason to use one vs the other? I also tried making a new chart just using TICK.Z and trying to load 720 days to see if it was my studies that were causing the issue and that didn't work either. The only way it worked was to use the date range method.
[2022-12-25 03:23:25]
User164231 - Posts: 278
Hi SC support, I have tried both "Use Date Range" instead of the "Number of Days to Load" method but could not get either to work. I have tried NQTV and IBKR data, is there anything I missed?
[2022-12-27 17:53:24]
John - SC Support - Posts: 36350
Please start a new chart for TICK-NYSE. Be sure to use this symbol so you get the data from our Market Statistics data. Set the Number of Days to load to 720 and let us know how many days get loaded. There is no reason why it would not load close to the 720 days (it will not be exact as weekends are included in the 720 days but then not displayed, so the actual last date displayed will be slightly forward from 2 years passed).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-01-08 00:22:28]
User306018 - Posts: 4
I think that the issue had to do with my study which had the TICK.Z symbol loading through another symbol's chart. What worked is that I created a new intraday chart and loaded the TICK.Z data through that chart and both methods worked to get 720 days loaded. I then reloaded the main symbol chart and the TICK.Z data correctly loaded on that chart as well.

Also, as you mentioned, after working with IQFeed market internal data and also trying SC market internal data I believe that the SC data is better. SC data was giving me updates by the tick as far back as 2019 (furthest back I was testing), while IQFeed converted more than 1 year back to OHLC data on the minute. And although it has more updates it also seems to run smoother in chart replay backtesting.
[2023-01-08 18:29:01]
Sierra_Chart Engineering - Posts: 17266
also trying SC market internal data I believe that the SC data is better. SC data was giving me updates by the tick as far back as 2019 (furthest back I was testing), while IQFeed converted more than 1 year back to OHLC data on the minute. And although it has more updates it also seems to run smoother in chart replay backtesting.
This is good to hear.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing

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