From 8b4191141a655ab3ffa9a4c9c5e6274e205add4b Mon Sep 17 00:00:00 2001 From: moshferatu Date: Sat, 17 Aug 2024 08:24:01 -0700 Subject: [PATCH] Update README regarding Sierra Chart service packages --- utilities/tick-data-conversion/README.md | 14 +++++++++++--- 1 file changed, 11 insertions(+), 3 deletions(-) diff --git a/utilities/tick-data-conversion/README.md b/utilities/tick-data-conversion/README.md index 2280244..1f42551 100644 --- a/utilities/tick-data-conversion/README.md +++ b/utilities/tick-data-conversion/README.md @@ -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.