Support Board
Date/Time: Fri, 07 Mar 2025 01:23:08 +0000
Historical quote (best bid/ask) data?
View Count: 1440
| [2019-01-14 20:38:42] |
| User831301 - Posts: 4 |
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Does Sierra Chart data feed provide historical quote data (i.e. best bid/ask), even if there is no trade? Tick or 1 second or 1 minute are all fine. If not, does any of the supported data services provide that? I have IQFeed subscription but its bid/ask data is attached to trades, i.e. if there is no trade (e.g. in the evening for some less liquid product) there is no data. That's problematic for my application. Thanks! Date Time Of Last Edit: 2019-01-14 20:40:43
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| [2019-01-14 22:22:18] |
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This data is not available historically from the Sierra Chart historical data service for symbols other than cash Forex and CFD symbols, but you can record it in real time. Refer to: Data Recording Modes 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 |
| [2019-01-15 03:10:27] |
| User831301 - Posts: 4 |
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Thank you for the answer. I am talking about CME futures so I guess recording it is the only option. I am really not comfortable with recording and trading on the same machine (don't want gaps and slips in recorded data). However based on your document, SC live data will only come when I am connected to a funded futures trading account. Can I still separate trading from recording then assuming I only have one such funded account? And while at this question, I heard one paid SC account can have two SC software running on two PCs at the same time. Is that so? Thanks!! |
| [2019-01-15 18:52:36] |
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Can I still separate trading from recording then assuming I only have one such funded account? Yes. Just use a separate copy of Sierra Chart for this and then make sure you connect once a month to your trading account from that copy:https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#ConnectingOnlyOnceAMonthToTradingAccount The answer to the other question is yes. Refer to: Using Multiple Data and Trading Services at the Same Time 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: 2019-01-15 18:53:07
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| [2019-01-15 21:13:18] |
| User831301 - Posts: 4 |
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Thanks! This solution sounds good.
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| [2022-02-22 10:05:28] |
| Dema - Posts: 42 |
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Hi Sierra Chart team, could you please reconsider this request for historical quote best bid/ask price (tick-based) in the Denali feed so that we don't have to leave the PC on all the time to record the data? It would be a very valuable feature - and good for the environment :)
Date Time Of Last Edit: 2022-02-22 10:11:43
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| [2022-02-22 17:31:44] |
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This is already supported and always has been. Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration The High and Low fields contain the Ask and Bid prices respectively: Intraday Data Editor 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 |
| [2022-02-22 21:12:06] |
| Dema - Posts: 42 |
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To clarify, this request is for historical quote data (0 volume ticks). I would value for Sierra Chart to do the (-ASK, -BID, -BIDASK, -BAAVG, -ALL, -BID_ASK_TRADE_SYNC) recordings, so we users can simply download this for the periods that our computers are switched off. Data Recording Modes Date Time Of Last Edit: 2022-02-22 21:21:02
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| [2022-02-23 01:35:53] |
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This is out of the question and would never be considered. The data storage requirements for this, and all of the performance impacts far far outweighs, the benefit of this. Not to mention, all of the data management required, in case we have to correct something with the data. This would never be considered. 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: 2022-02-23 01:36:26
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| [2022-02-23 02:13:04] |
| Dema - Posts: 42 |
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Interesting justification given the data required to fulfil this request would effectively be a subset of the wonderful historical market depth data that you already offer. Will continue with the quote recording and wasting electricity to do so. Thanks for considering. |
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