Support Board
Date/Time: Fri, 29 Nov 2024 10:22:38 +0000
Can I Sim Trade with Tick Data for dates 5-6 years ago? How?
View Count: 285
| [2023-02-12 19:33:01] |
| User708541 - Posts: 87 |
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I'm taking a trading class where I'm asked to sim trade (with tick data, vol profile, Market depth) on the DOM in specific markets at specif times from 2017 and 2018 (~5 years ago). I've gone through, in detail, everything in the thread below and I cannot get Sierra to 'recreate the past' so to speak. Replay not working and Re-Download Data help needed (as well as other links) Markets to trade in the past: ZF_FUT_CME(5 Year Note - CBOT), FGB (Euro Bund - EUREX), CL (Crude Oil CL_FUT_CME), GC (Gold GC_FUT_CME), ES (SP EMINI ES_FUT_CME) All charts have Market Depth Historical Graph applied Continuous Contract is selected Open Market Depth Window shows no data. I've re-downloaded the data Record market Depth Data is YES Data/Trade Service Settings -> set to 2200 days of 1-Tick Data (which covers the dates I'm looking to sim trade) I've had some 'success' but the DOM only shows "1" contracts being traded for all prices. I'd like to recreate the past and have Sierra show me real market conditions for the past dates as if I was really trading those markets but I'm unable to figure this out. Thank you in advance for your help. P.S I Have Service Package 12 with Denali if that matters. Date Time Of Last Edit: 2023-02-12 19:34:02
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| [2023-02-13 00:43:56] |
| Sierra_Chart Engineering - Posts: 17226 |
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Make sure the charts are set to a Continuous Futures Contract chart: Continuous Futures Contract Charts Most importantly, use the Date Range From/To to control loading data for the particular time from 5 to 6 years ago: Chart Settings: Load Data Limiting Method: Date Range >> Date Range From / To (Chart >> Chart Settings >> Data Limiting >> Load Data Limiting Method: Date Range menu) Otherwise there is going to be way too much data load. Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration Re-download the data if necessary: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data Remove this: All charts have Market Depth Historical Graph applied
You do not need it and there is no data available that it requires back then. It serves no purpose.Are you referring to market depth data? : I've had some 'success' but the DOM only shows "1" contracts being traded for all prices.
You will not be able to get market depth data going back that far. 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 Date Time Of Last Edit: 2023-02-13 00:45:48
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