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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. 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. 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.
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. 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. 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 ## Exporting Data from Sierra Chart
1. Go to Global Settings > Data / Trade Service Settings. 1. Go to Global Settings > Data / Trade Service Settings.