Support Board
Date/Time: Wed, 27 Nov 2024 04:56:14 +0000
[Repost]What service package needed to backtest historical intraday ES futures?
View Count: 329
| [2023-09-17 14:59:50] |
| rajeshh - Posts: 8 |
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Hello - I want to start with using Sierra's historical replay/sim trading features for intraday ES futures. So I don't need realtime data, delayed data is fine. What I do need to be able to do is go back to Sep 2022 for example and show 5 days of intraday data in the ES futures and replay one of the days and be able to sim trade. So my questions are - a)What service package do I need? Is Basic package sufficient? There is a mention of Denali delayed exchange data in the documentation (which should be sufficient for my needs), but not clear if this comes with Basic package or not? b)How can I download historical intra day data going back a few years? I have followed the steps here - https://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html#DownloadingViewingMoreHistoricalIntradayData. I want to do this for continuous contracts for ES. I have changed the "max historical days to download" in Global Settings to 720. Edit, Delete and Download Data, and I can see it has downloaded data. Now I want the chart to show 10 days from March 2023 for example. So in chart settings, Data Limiting, I change it to use Date Range, specify Date as 2023-03-01, and 10 days to load, but nothing happens. The data on the chart is 10 days back from today - 9/16/23? Can you please help? p.s: I had submitted this question as a User discussion before. Resubmitting as a support ticket. |
| [2023-09-18 14:16:55] |
| rajeshh - Posts: 8 |
|
So I can report better results today, not sure if this is because I activated the Base package after 2 week trial. I am able open to open 10 days of charts going back to September 2022 for example. So the remaining question is - for the next few months if I am mainly interested in backtesting price data, how far back can I go for the continuous contract data for ES futures?
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| [2023-09-18 17:28:54] |
| John - SC Support - Posts: 36309 |
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Refer to the following for how much data we have available: Sierra Chart Historical Data Service: What is Included 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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