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Date/Time: Wed, 27 Nov 2024 07:28:55 +0000



Post From: [Repost]What service package needed to backtest historical intraday ES futures?

[2023-09-17 14:59:50]
rajeshh - Posts: 8
Hello - I want to start with using Sierra's historical replay/sim trading features for intraday ES futures. So I don't need realtime data, delayed data is fine. What I do need to be able to do is go back to Sep 2022 for example and show 5 days of intraday data in the ES futures and replay one of the days and be able to sim trade.
So my questions are -
a)What service package do I need? Is Basic package sufficient? There is a mention of Denali delayed exchange data in the documentation (which should be sufficient for my needs), but not clear if this comes with Basic package or not?
b)How can I download historical intra day data going back a few years?
I have followed the steps here - https://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html#DownloadingViewingMoreHistoricalIntradayData. I want to do this for continuous contracts for ES. I have changed the "max historical days to download" in Global Settings to 720. Edit, Delete and Download Data, and I can see it has downloaded data. Now I want the chart to show 10 days from March 2023 for example. So in chart settings, Data Limiting, I change it to use Date Range, specify Date as 2023-03-01, and 10 days to load, but nothing happens. The data on the chart is 10 days back from today - 9/16/23?

Can you please help?

p.s: I had submitted this question as a User discussion before. Resubmitting as a support ticket.