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Date/Time: Sun, 22 Dec 2024 05:37:52 +0000



Post From: CTS T4 intraday tick historical data depth question

[2015-03-23 19:22:24]
SviCh - Posts: 40
In June 2014 I was surprised that I could get more then 2 years of tick data for expired futures contracts using CTS T4 connection (with Sierra Chart 1137). My surprise was due to the fact that earlier (using Sierra Chart 997) I was able to get less then a year of ticks.
Today (remembering about this) I wanted to use this possibility with current version, but unfortunately I couldn't. More than that, I found that tick data depth was even further reduced than it was before - I could get tick data only for front month contract.
Is it a limitation from CTS side or some tricks of yours in order to minimize bandwidth / disk space / CPU load by replacing ticks with seconds where it is appropriate?
The practical question is 'how to get ticks instead of seconds' for expired contracts. Thank you in advance!