Support Board
Date/Time: Wed, 05 Feb 2025 16:57:45 +0000
Help with intraday data on Brazil BMF exchange
View Count: 100
| [2024-12-03 13:30:04] |
| User849502 - Posts: 353 |
|
Dear SC Community, I hope someone can help as I am at my wit's end. I have a data feed with IQ data for the Brazil BMF. The data I am receiving from them clearly shows I am getting full feed. ie I can call up a basic chart on their feed and see 1-60 min bars charts 2-4 years ago. So the data is clearly coming into my PC. The issue is I cannot access this data fully using SC despite, as you will see in the screenshots, following SC rules. I can see historical data for Brazil but NOT intraday past some arbitrary date the software picks for each product. How can it be that I can see historical data going back years, but if I ask for 60min(or any min chart) it will not go back further than a few months? You see I have for the 60min chart '#of days to load' set to 400. You see in data service settings I have non-tick set to 400. I have followed the SC instructions to the letter. You can also see from my IQ chart that they are supplying 5min data going back years. So there must be some glitch that I am not getting minute data longer than some arbitrary date that SC decides. Why June 4th does it stop? I have spoken extensively with IQ, and it's obvious from the screenshot they are giving me minute data years out... I appreciate any help or suggestions, but again I have done 'days to load', I have done the data/trade service adjustment, and SC overrides my asking for 400 days to load, and gives me date in March as a start...(see last chart uploaded). Help anyone, and THANK YOU for taking the time to read this. KK |
 1moreexample.png / V - Attached On 2024-12-03 13:29:11 UTC - Size: 232.25 KB - 23 views |
| [2024-12-03 17:31:26] |
| John - SC Support - Posts: 37751 |
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To begin with, Daily (and higher timeframe) charts use different data from Intraday charts. So if you have data in a daily chart going back years, it has no correlation with what data you are getting for an intraday chart. That being said, if IQ Feed is stating that they have intraday data going back several years, then you should be able to get this data. You state that the data is in 5 minute increments. In order to access that data, you would need to set your "Global Settings >> Data/Trade Service Settings >> Common Settings >> Intraday Data Storage Time Unit" to "5 Minutes". Otherwise, you will only get the 1 tick data going back as far as they have 1 tick data. Refer to the following: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) Just keep in mind that this means that your data will be stored in 5 minute increments, so any analysis, even of recent data, will only be able to be done in 5 minute increments. So there is a tradeoff here. You may want to have 2 installations of Sierra Chart, one that has 1 tick data and one that has 5 minute data. This way, you can get the historical data in one installation and see the current data in 1 tick resolution on the other installation. Refer to the following: Using Multiple Data and Trading Services at the Same Time: Step-By-Step Instructions to Install Multiple Copies of Sierra Chart 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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