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Date/Time: Tue, 26 Nov 2024 15:30:16 +0000



Bulk download historical options data

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[2023-11-10 21:43:39]
User423915 - Posts: 15
Hi,

I need to download historical options data for backtesting purposes. Is it possible to download all puts/calls and strikes for a contract in one request within SierraChart? If not, can I do this using the DTC protocol? Which programming languages do you support (python is preferable but any language is doable). Is it correct that my SierraChart installation can serve as a DTC server for a client that I develop myself?

Any help is much appreciated!
[2023-11-13 14:39:33]
Sierra_Chart Engineering - Posts: 17181
You cannot access this data, with the DTC Protocol Server due to exchange rules.

There is this ACSIL command which can be used for downloads:
sc.StartDownloadHistoricalData()
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: 2023-11-13 14:46:43

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