Support Board
Date/Time: Wed, 26 Feb 2025 05:44:46 +0000
CME (ES) historical intraday data goes back to 2011, not 2008 as expected
View Count: 588
| [2021-05-07 12:48:41] |
| ChrisH - Posts: 10 |
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Hello, I was wanting to get ES historical intraday (1 minute) data going back to 2008 but can only get back to 2011. I tried changing storage unit to 1 minute with no difference. Documentation states: Tick by tick data for futures contracts on the CME/NYMEX/COMEX/CBOT begins at 2011. Prior to this the CME/NYMEX/COMEX/CBOT data is in 1 minute units and begins at June 2008. Am I doing something wrong or is 2011 the limit? Thank you. |
| [2021-05-07 16:25:42] |
| John - SC Support - Posts: 38172 |
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We are not having any issue getting the data back to 2008. Refer to the following for things to check on: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-07 18:53:04] |
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First thing to do is to open a chart for a symbol in 2008 to verify you are getting the data. Refer to: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Using Expired Futures Contracts 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 |
| [2021-05-10 04:16:40] |
| ChrisH - Posts: 10 |
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Here's what i've discovered so far: 1 I am able to download & view individual ES contracts going back to June 2008 2 Using "Continuous Contract" setting "Date Rule Rollover, Back Adjusted" and "Days To Load" set to a large number (eg. 10,000) I cannot view back past 2011-02-22. Regardless of the front contract (eg. ESH14-CME or ESH21-CME). 3 If the front contract is before 2011-02-22 (eg. ESM10-CME) then just that contract is shown & nothing prior using same settings as above |
| [2021-05-10 05:06:19] |
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We do see there is a 10 year limit that is preprogrammed, we will increase that to 15 years, in the next release.
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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