Support Board
Date/Time: Sun, 29 Dec 2024 14:13:55 +0000
Post From: Historical Tick Data
| [2016-04-30 04:54:10] |
| Rusty - Posts: 39 |
|
Although I performed these tests for NQ, I believe the results for ES would be the same. For delayed historical data, the Sierra Chart Daily and Intraday Historical Data Service (SCHDS) is an alternative to the Sierra Chart Real-time and Historical Exchange Data Feed (SCDF). It is included with Packages 3 and 5 and does not require a supported Trading Service nor exchange fees. Sierra Chart has confirmed that the source of the data is the same as for SCDF historical data requests. The extent of expired CME futures contracts is the same as for SCDF, i.e. back to June, 2008. Tests have established the cut-over when SCHDS historical futures data changed from 1-minute resolution to 1-tick resolution – NQZ10 is the last 1-minute contract and NQH11 is the first 1-tick contract. All 1-tick contracts include BidVol/AskVol. The ability of SCHDS to provide expired futures contracts with 1-tick resolution back to March 2011 (five years) has been verified. Expired futures contracts may be downloaded by keying in the symbol, or by the Continuous Futures Contacts method. SCHDS symbols (e.g. NQH11) differ from SCDF symbols (e.g. NQ-201603-GLOBEX), so an automated trading program would have to accommodate this difference when promoted from historical testing to operational status. Date Time Of Last Edit: 2016-04-30 08:12:51
|