Support Board
Date/Time: Mon, 13 Jan 2025 23:00:12 +0000
Ask/Bid historical data
View Count: 953
[2015-09-29 08:32:37] |
wat - Posts: 67 |
Hello, I am currently using your data feed package 5, I found out i am missing historical bid/ask data from 2011-01-28 to 2011-03-29, ticker GC. Data are ok before this date and after this date. There is no such a problem with another tickers like NQ, CL, ZN etc. Thank you for your response |
[2015-09-29 08:51:19] |
Sierra Chart Engineering - Posts: 104368 |
This could be. At this time going back more than four years, there may not be tick by tick data available. It is really only assured to go back about 3 to 4 years. Also what contract month and year are you referring to? For information about this, refer to this section here: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#DisplayingRolloverDatesContractMonths 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2015-09-29 09:18:01] |
wat - Posts: 67 |
Absolutely agree, but what is confusing for me is that "gap", as i said data are ok before and after this. I am using contract month GC 201512. I set continuous futures contract- date rule rollover- back adjusted, as you suggested before. May i say, if i have historical data bid/ask, that means i also have tick by tick for this period ? (i know another way how to found out it - "number of trades per bar" etc.,i am just trying to verify) Thank you for your response and have a nice day ! |
[2015-10-08 03:15:50] |
Sierra Chart Engineering - Posts: 104368 |
We have checked the database and we did confirm that for the April 2011 GC gold contract there is not tick by tick data. Only 1 minute data. So that means there is not going to be Bid Volume and Ask Volume. Bid/Ask Volume is an indication of tick by tick data. We are not sure why there is tick by tick data before this contract but not for this contract itself. In any case, we do not have another source for this data. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-10-08 17:18:40
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[2015-10-08 07:26:49] |
wat - Posts: 67 |
Hi, actually i am missing data from 2011-01-28 to 2011-03-29 as i told above, i have bid/ask data in april. Thats little bit confusing me again. :) Please verify, its really important for me. Thank you |
Private File Attachment Deleted. |
[2015-10-08 17:17:23] |
Sierra Chart Engineering - Posts: 104368 |
That data is simply not available at that time and will not be. This is the answer.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-10-08 17:17:35
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[2015-10-09 06:41:58] |
wat - Posts: 67 |
Thank you
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