Support Board
Date/Time: Fri, 27 Dec 2024 15:36:51 +0000
Seeking historic data
View Count: 770
| [2016-03-05 18:53:55] |
| LDN User - Posts: 6 |
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Hi, Can someone please help me to download very granular historic data? I need high-resolution and complete futures data for any currency, and GBP/USD is ideal. I need data with three different expirey months (i.e. Mar, Jun, Sep) over the same period. The three values that I need from each month are Best-Bid, Best-Ask, and Traded prices. Each value needs to be associated with a unique timestamp. Please let me know if you can help! Thanks, Glen @ LDN Date Time Of Last Edit: 2016-03-05 18:58:05
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| [2016-03-07 10:26:40] |
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This is supported. Use Sierra Chart Historical Data Service: Sierra Chart Historical Data Service Set Sierra Chart for a tick by tick data configuration: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php Use the Bid and Ask Prices study: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s355 You may want to set the chart bars to 1 Number of Trades: http://www.sierrachart.com/index.php?page=doc/doc_ChartSettings.html&CAID=#TimePeriodPerBar The CME 6B futures symbol in Sierra Chart is B6. You will find the symbols in File >> Find Symbol >> Futures - Currencies. If you want to export the data, it can be exported through the Edit menu. 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: 2016-03-07 10:27:09
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| [2016-03-07 13:02:26] |
| User895898 - Posts: 1 |
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I have previously looked at the Bid and Ask prices study. The data appears to be the actually executed prices, and I'm looking for the best offer prices. Have I read the study correctly? Can you please confirm if the offer prices are available? Thanks, Glen @ LDN |
| [2016-03-07 17:34:02] |
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So long as Sierra Chart is set to a tick by tick data configuration: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php Definitely you will see the best bid and ask prices. There can be no doubt about that. Provide an image of the chart, by following these instructions: http://www.sierrachart.com/index.php?l=PostingInformation.php#Image 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 |
| [2016-03-08 03:26:08] |
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Give us one of the particular symbols you are looking at so we can be certain that it has historical Bid and Ask prices.
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: 2016-03-08 03:26:33
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| [2016-03-08 08:58:43] |
| LDN User - Posts: 6 |
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Can you please enable the Easy Screen data feed on this account? Symbols I'm researching include CGCF:6B. Thanks, Glen @ LDN |
| [2016-03-08 09:31:28] |
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I have reset the trial on the account. Restart Sierra Chart. I cannot enable the Easy Screen data feed without proper authorization and that needs to come through Graham. Set Global Settings >> Data/Trade Service Settings >> Service to "SC Data - All Services". Use the symbols that begin with B6. 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: 2016-03-08 09:32:08
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| [2016-03-09 09:37:30] |
| LDN User - Posts: 6 |
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I'm still having no joy with this. Please see attached screenshot displaying: Bid and Ask prices study; Tick by Tick data; Delete All Data and Download. http://www.sierrachart.com/image.php?l=1457515932410.png P.S. Edit/Download Data - Intraday Chart provides update/OHLC per day - its not per tick? Date Time Of Last Edit: 2016-03-09 09:47:26
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| [2016-03-09 09:47:25] |
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We want to take this one step at a time from the beginning. Remove all studies from the chart and post an image of the chart following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image So we understand what data is in the chart. 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 |
| [2016-03-09 09:50:43] |
| LDN User - Posts: 6 |
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Sure, this is the chart with no studies. http://www.sierrachart.com/image.php?l=1457516974139.png I believe these are the traded prices. |
| [2016-03-09 09:53:47] |
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This is a Daily chart. You need to set this to an Intraday chart . The easiest way to do that is to select Chart >> Bar Periods >> 1 Minute. Or press the 1M button on the Control Bar. 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: 2016-03-09 09:54:08
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| [2016-03-09 09:57:27] |
| LDN User - Posts: 6 |
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Selecting one minute chart results in "Download failed", please see: http://www.sierrachart.com/image.php?l=1457517410425.png |
| [2016-03-09 10:33:38] |
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Since you require historical data we request that you use the "Sierra Chart Historical Data Service". Here are instructions: https://www.sierrachart.com/index.php?page=doc/SierraChartHistoricalData.php#UsingSCHDS The current symbol is B6H16. The data provided with that service can be trusted as being accurate. 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: 2016-03-09 10:34:11
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| [2016-03-09 10:44:21] |
| LDN User - Posts: 6 |
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Thank you, I have some Bid/Ask data but it doesn't match my expectations. The interpolated Bid/Ask lines appear to have nodes only at the same time as traded prices. I would expect Bid/Ask price updates to be more frequent than actual trades. Is it possible for me to verify that the data I see is complete? Thanks, Glen @ LDN Date Time Of Last Edit: 2016-03-09 11:20:56
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| [2016-03-09 18:53:48] |
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If you are looking for historical Bid and Ask price update data in addition to last trade prices, then we do not store that information. We apologize for the misunderstanding. If you want to collect this data in real-time, which is possible, we can help you with that. 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 |
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