Support Board
Date/Time: Wed, 27 Nov 2024 14:31:41 +0000
historical data
View Count: 385
| [2023-08-04 19:02:58] |
| Boris Libman - Posts: 58 |
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I'm trying to access historical tick data. I have my chart set to 750ticks for ES. Though I've opted for "Use Date Range" in Data Limiting tab in Chart Settings, I cannot get data from before 3/11/22. I'd like to go back to 2020. Being as it tick data and voluminous, I'm fine doing multiple data dumps in either 3 or 6 month periods so that the exported text files are manageable. Please advise, thank you.
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| [2023-08-04 19:17:05] |
| John - SC Support - Posts: 36312 |
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If you are wanting the tick-by-tick data for a particular instrument, then use the "Edit >> Export Intraday Data to Text File". As long as you have the data being stored in 1 tick increments, then that is what will be exported. Refer to the information here: Exporting and Importing Intraday Data Files: Export and Edit To get data back to 2020, you would need to open each contract and export the data. If, on the other hand, you are wanting to see the Bar data (750 ticks per bar) then have the chart open and active and select "Edit >> Export Bar Data to Text File". Refer to the following: Edit Menu: Edit >> Export Bar Data to Text File Note that in order to go back to 2020, you would need to have a Continuous Futures Contract. Refer to the following: 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 |
| [2023-08-04 19:29:51] |
| Boris Libman - Posts: 58 |
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why am I able to get both tick and minute data back to 3/11/22 but not prior?
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| [2023-08-04 19:30:28] |
| Boris Libman - Posts: 58 |
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why am I able to get tick and minute data back to 3/11/22 but not prior?
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| [2023-08-04 19:58:03] |
| John - SC Support - Posts: 36312 |
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Most likely because that is when the particular contract first came available for trading. Again, refer to the information on Continuous Futures Contracts: 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 |
| [2023-08-04 20:07:11] |
| Boris Libman - Posts: 58 |
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I have my contract set up as Continuous Futures Contract (volume based rollover). With that, do I still need to open say March 2020 contract?
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| [2023-08-04 22:03:56] |
| John - SC Support - Posts: 36312 |
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it depends on which method you are using to get the data. The first one mentioned above exports the data that is in the file. So you would have to open each instrument separately. The second exports the data that is in the chart. So a Continuous Futures Contract chart that goes back to March 2020 would export all of the data. 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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