Support Board
Date/Time: Fri, 28 Feb 2025 18:46:37 +0000
combining older imported intraday data with live broker data
View Count: 480
| [2021-08-27 10:58:00] |
| User785157 - Posts: 3 |
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How do I combine multiple years of intraday data with my current broker data feed, so that I can see more history than what is provided by my broker feed? Background: I have a few years worth of 1-minute OHLC futures data that I imported from CSV using the SC import functionality. I would like to "combine" this with my live broker feed, so that I can see more history. Currently, I use a second instance to review this older data. This is futures data that I've exported into a continuous contract with a distinct symbol name. For example, I use Interactive Brokers and the current symbol name is "ES-202109-GLOBEX". I use the symbol name "ES-offline" for my imported data. I used the distinct symbol name to prevent potential conflicts (maybe that's not advised?). That works, but I have to manually update it each day, keep two sets of charts, etc. Thanks! |
| [2021-08-27 11:16:19] |
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The proper solution to this problem is to use one of the Sierra Chart Data Feeds. This is documented here: Real-Time Exchange Data Feeds Available From Sierra Chart We definitely do not recommend using Interactive Brokers data even for current data. 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: 2021-08-27 11:16:32
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| [2021-08-27 12:13:23] |
| User785157 - Posts: 3 |
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Thanks. I read the literature and understand the concerns about IB. Have you guys considered charging a consulting fee for initial data feed setup? You've obviously spent a tremendous amount of time writing up the support documentation around this, but given some of the other disclaimers, it seems you still get a high volume of questions on this topic. Frankly, I didn't want to use IB data, but after multiple hours attempting to determine which plan to get and how to get the data I wanted (basic stuff: US equities, US equity index futures, US equity options), I gave up and just hooked it up to IB. It looks like I need both the Sierra Chart Data Feed and the Denali Data Feed, but I don't see that option under "Available Services". I know this has gone off topic, but thanks for your help. Your software is truly fantastic. Thanks. |
| [2021-08-27 15:08:34] |
| John - SC Support - Posts: 38280 |
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The setup for the Sierra Chart Exchange Data Feed and the Denali Exchange Data Feed are different. You will find the instructions for each at the following: Denali Setup Instructions for CME Group data (EUREX and CFE are on the same page): Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* Sierra Chart Exchange Data Feed: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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