Wonder what the deal is with that, is it for all of NYMEX or just CL or what? So if you have IQFeed, can you use IQFeed to get historical data in Sierra for CL, or would that not work?
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Maybe I don't understand what you mean, but I'm getting historical fill including tick data for CL, but for 01-11 it only goes back to the start of the current contract on 11/17. But when I load 12-10, it goes back to 6/18. I use IB, so it has to be coming from SC, I believe. Maybe there is some type of rollover process you have to do or they do after the contract is closed? I'm not sure yet.
I did get 12 months data for CL downloaded using symbol CL#
I've just moved over to IQ feed for use with Sierra charts after noticing that I was getting some different candles on a one minute chart from TWS when compared to Ninjatrader connected to Kinetick. I decided to trust the data from IQ Feed rather than IB.