Support Board
Date/Time: Sat, 28 Dec 2024 22:09:04 +0000
Historical Tick Data
View Count: 1336
| [2016-04-29 14:21:51] |
| JamesP - Posts: 89 |
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Hello, Is June 23 2014 the maximum amount of Historical Tick data I can get for a replay back test. Is there any way I can get more? Other data providers? Thanks. |
| [2016-04-29 14:43:57] |
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For what symbol? And what Data or Trading service are you using? 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 |
| [2016-04-29 14:59:08] |
| JamesP - Posts: 89 |
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Apologies, the symbol might help, for ES. I have one copy of SC connected to SC Data(this is what I'm using for backtesting) and one to Iq feed. I am Currently using SC data because it has more historical tick data than IQ feed correct? Just wondering who provides the most historical tick data for auto back testing?
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| [2016-04-29 15:25:33] |
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Yes there are at least four years of tick by tick data for the ES futures available. Refer to: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html 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 |
| [2016-04-29 15:57:18] |
| JamesP - Posts: 89 |
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Ok thanks, and how many years of historical bid ask volume?
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| [2016-04-29 18:27:23] |
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It will be the same amount. We would have to check but there is going to be at least 4 to 5 years of tick by tick data with Bid Volume and Ask Volume.
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 |
| [2016-04-30 04:54:10] |
| Rusty - Posts: 39 |
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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
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| [2016-04-30 08:12:59] |
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Thank you for the details. This is actually an Interactive Brokers symbol: NQ-201603-GLOBEX which is internally remapped to NQH16 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: 2016-04-30 10:49:23
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