Support Board
Date/Time: Wed, 05 Mar 2025 18:33:56 +0000
accessing data older than 10 years
View Count: 904
[2020-07-18 05:04:28] |
User339214 - Posts: 22 |
Hi, Is it possible to access Futures trade level data that goes back further than 10 years? Thanks in advance. |
[2020-07-20 12:05:40] |
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Yes a little more but not by much. For what symbol?
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 |
[2020-07-20 21:54:16] |
User339214 - Posts: 22 |
Thank you for replying. I'm after as much history as possible for the futures contract on CME, CBOT, NYMEX and COMEX.
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[2020-07-21 19:56:37] |
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The amount of historical data available is documented here: Sierra Chart Historical Data Service: What is Included 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 |
[2022-01-16 01:49:45] |
User339214 - Posts: 22 |
Hi, I'm re-opening this question as I seem to be only getting exactly 10 years worth of history. I ran some charts in March 2021 and the scid files were generated. I then started on a fresh computer and ran exactly the same charts in Jan 2022. What I noticed was that the data in the scid files on the fresh computer generated in Jan 2022 only seemed to go back exactly 10 years. I then compared the scid files and found the ones generated in March 2021 had some older contracts that did not appear when I generated them in Jan 2022. For example, the following contracts were missing for BZ (ie the ones just older than 10 years) "BZH11-NYMEX.scid" "BZJ11-NYMEX.scid" "BZK11-NYMEX.scid" "BZM11-NYMEX.scid" "BZN11-NYMEX.scid" "BZQ11-NYMEX.scid" "BZU11-NYMEX.scid" "BZV11-NYMEX.scid" "BZX11-NYMEX.scid" "BZZ11-NYMEX.scid" In the chart settings, I have 'number of days to load' = 7300, which should give me comfortably more than 10 years. I also noted the format of the scid files (the date is now a 64 bit integer) on the new computer is different as it had the latest version of sierra chart, so it's not as simple as just copying them over (my old computer has died, but I made a copy of the files). Hence it seems that if I start from scratch, I can't replicate what I had. Is there something that I can do to get all the data generated rather than what appears like a limit of exactly 10 years? It's not much more than what exists (according to your doco on stored history), but it is important. Thanks in advance. Date Time Of Last Edit: 2022-01-16 23:12:19
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[2022-01-18 01:39:01] |
Sierra_Chart Engineering - Posts: 18663 |
For BZ we do not have data for 2011, 2012 or part of 2013. We will look to get this from a backup source.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2022-01-18 03:41:32] |
User339214 - Posts: 22 |
Thanks. Are you saying once data is over 10 years old you no longer make it available? It is not just BZ, it is all symbols that seem to have a 10 year limit.
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[2022-01-18 06:00:38] |
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We just do not have data back that far for BZ. We have the data now, and we will load it on the server by tomorrow evening. Although this is just in one minute units. Not tick by tick.
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: 2022-01-18 06:00:45
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