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Update README regarding Sierra Chart service packages

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moshferatu 2024-08-17 08:24:01 -07:00
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utilities/tick-data-conversion/README.md
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@ -14,14 +14,22 @@ Historical tick data is useful when backtesting strategies that depend on intrab
However, data providers provide only a limited amount of historical tick data.
For example, the default NinjaTrader Continuum data feed provides only a year's worth.
IQFeed, my current data provider, provides up to 180 days only.
For example, the default NinjaTrader Continuum data feed provides only a year's worth. IQFeed, my current data provider, provides up to 180 days only.
In order to obtain more data, it must typically be purchased from a data vendor, but as we've seen, this can be very expensive.
Hence the desire to obtain historical data for a fraction of the cost.
This is where the Historical Data Service provided by Sierra Chart comes in. According to their [documentation](https://www.sierrachart.com/index.php?page=doc/SierraChartHistoricalData.php#Included):
> Tick by tick data for futures contracts on the CME/NYMEX/COMEX/CBOT begins at 2011.
>
> Prior to this the CME/NYMEX/COMEX/CBOT data is in 1 minute units and begins at June 2008.
In order to access this data, you just need to subscribe to a Sierra Chart service package.
I'm using ```Integrated Standard Sierra Chart (Service Package 10)```, but I believe any service package will do.
## Exporting Data from Sierra Chart
1. Go to Global Settings > Data / Trade Service Settings.