Support Board
Date/Time: Tue, 26 Nov 2024 17:25:21 +0000
Bulk download historical options data
View Count: 218
| [2023-11-10 21:43:39] |
| User423915 - Posts: 15 |
|
Hi, I need to download historical options data for backtesting purposes. Is it possible to download all puts/calls and strikes for a contract in one request within SierraChart? If not, can I do this using the DTC protocol? Which programming languages do you support (python is preferable but any language is doable). Is it correct that my SierraChart installation can serve as a DTC server for a client that I develop myself? Any help is much appreciated! |
| [2023-11-13 14:39:33] |
| Sierra_Chart Engineering - Posts: 17182 |
|
You cannot access this data, with the DTC Protocol Server due to exchange rules. There is this ACSIL command which can be used for downloads: sc.StartDownloadHistoricalData() 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: 2023-11-13 14:46:43
|
To post a message in this thread, you need to log in with your Sierra Chart account: