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Sierra Charts - Does anyone have an intraday data file of CL?
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Sierra Charts - Does anyone have an intraday data file of CL?

  #1 (permalink)
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Sierra Charts - Does anyone have an intraday data file of CL?

Being new to the excellent Sierra Charts, I haven't built much of a data file for CL so I'm struggling with back testing my strategy.

Has anybody got a rollover adjusted data file for CL which goes back six months or more, preferably in minute format if possible, that they would be willing to give me?

Thanks, in advance

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  #3 (permalink)
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@David, you can load it directly from SC, it has built in intraday backfill and historical data, http://www.sierrachart.com/index.php?l=doc/SierraChartHistoricalData.html, Sierra Chart - Join Intraday Data.

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  #4 (permalink)
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no CL data

I saw now that SC intraday historical data does not support CL symbol, don't know maybe this guy data download issue - Sierra Chart is you @David, anyway this is the supported symbols list Sierra Chart Help Details - How to Access Sierra Chart Historical Intraday Futures Data (Backfill Data).

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LukeGeniol View Post
I saw now that SC intraday historical data does not support CL symbol, don't know maybe this guy data download issue - Sierra Chart is you @David, anyway this is the supported symbols list Sierra Chart Help Details - How to Access Sierra Chart Historical Intraday Futures Data (Backfill Data).

Hmmm.


Sierra Support
You cannot get data for CL with the Sierra Chart Historical Intraday Futures Data Service.

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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  #6 (permalink)
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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.

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Sierra Charts - Does anyone have an intraday data file of CL?-sc-tick-data-01-11.jpg   Sierra Charts - Does anyone have an intraday data file of CL?-sc-tick-data-12-10.jpg  
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  #7 (permalink)
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Big Mike View Post
Hmmm.



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?

Mike

That's only related to the SC built in intraday historical data service, with others feeds that provide hisorical data u are able to get what they offer.

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  #8 (permalink)
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vegasfoster View Post
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.

Don't know how works with IB, but anyway I think you have to make contracts rollover.

Take your Pips, go out and Live.
Luke.
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  #9 (permalink)
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LukeGeniol View Post
I saw now that SC intraday historical data does not support CL symbol, don't know maybe this guy data download issue - Sierra Chart is you @David, anyway this is the supported symbols list Sierra Chart Help Details - How to Access Sierra Chart Historical Intraday Futures Data (Backfill Data).

No, that is not me.

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.

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