Login Page - Create Account

Support Board


Date/Time: Mon, 25 Nov 2024 06:52:54 +0000



Historical intraday tick data

View Count: 278

[2024-03-19 10:17:58]
Jimmyy - Posts: 221
Hello,

Just trying to make sure of a few things related to historical intraday tick data:


1. My trade service is IB and data is from SC Denali. In Data/trade service settings -> Max historical intraday days to download -> 1 tick data is set to 20 days (Also intraday storage unit was always set to 1 tick), but from my chart settings I have got the data downloaded for that chart for the past 730+ days (Data limiting -> Days to load for intraday chart -> 730 days). Now the question is : is this data the actual tick data or not? I checked if its tick data or not from Intraday Data Editor, it seems to be tick data. (no of trades is always 1, open is 0, FIRST_TRADE, LAST_TRADE)

But I still want to make sure from you guys because like I said above 1 tick data in historical days to download was set to 20 days.

2. Incase the above is false for any reason. Do I need to run a separate installation of SC with services selected to "SC data - all services" to get proper historical intraday tick data?

3. Lastly, You guys have had changes in the data provider (Denali) in the past couple years so I wanted to know the accuracy of this historical intraday tick data (going back 2-3 years). (Accuracy as in for numbers bars calculated values, like Cumulative Delta value High/low). Is this historical tick data as same as how the data is currently flowing and getting saved into SC from Denali?


Thank you.
Date Time Of Last Edit: 2024-03-19 10:27:54
[2024-03-19 15:02:04]
John - SC Support - Posts: 36238
1. All of the data is 1 tick data. The historical days to download is for when you have a new symbol and defines how much data should be initially downloaded.

2. You are fine.

3. This data is all the same.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-19 16:10:07]
Jimmyy - Posts: 221
I just noticed that in one of the contracts data, 1 weeks data is just outright missing.

Is it possible to get to download just that one weeks data anyhow instead of downloading the whole contract data again?
[2024-03-19 16:45:52]
John - SC Support - Posts: 36238
You don't need to redownload the entire contract, but you will have to redownload the data from that time. Refer to the following:
Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.1.2 Deleting and Re-downloading Data. (Easier and Recommended Method)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account