Sierra Chart footprint tick data requirements: why granularity matters and how to verify historical cells

A Sierra Chart footprint is only as accurate as the data underneath it. The Numbers Bars study needs tick-by-tick data, meaning each trade stored as its own record with its price, volume and bid or ask side, so it can place volume in the correct cell. If your historical intraday data was stored at a coarser time unit, or never downloaded at tick level, the older cells can look complete and still be wrong. This guide explains why that happens and what to verify before you rely on historical footprint cells.

Why data granularity decides footprint accuracy

A footprint cell answers one question: how much volume traded at this price, split between the bid and the ask, inside this bar. To answer it, Sierra Chart needs every individual trade with three pieces of information:

• The trade price.
• The trade size.
• Whether the trade executed at the bid or at the ask.

When data is stored tick by tick, each trade is kept as its own record, so the Numbers Bars study can sort every contract into the right price row and the right side. When data is stored at a time unit such as 1 second or 1 minute, multiple trades are merged into one record. Price detail inside that interval is compressed, and the bid and ask split can no longer be rebuilt trade by trade. The result is a footprint that still draws numbers, but those numbers are approximations of what happened.

This matters most on fast instruments. On ES or NQ, many trades can print across several 0.25 price increments within a single second during the open or a data release. On CL, with a 0.01 tick, price can cross many rows quickly. Any aggregation removes exactly the detail a footprint is designed to show.

The core setting: 1 tick storage

Sierra Chart controls how intraday data is recorded through Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit. For footprint work this must be set to 1 tick. The official Sierra Chart tick by tick data configuration documentation covers this setting and the related steps.

The point traders often miss: changing this setting applies to data recorded and downloaded after the change. It does not turn existing coarse records into tick records. If your intraday files for ES were built at 1 second for months, switching to 1 tick today leaves that older history at 1 second until it is replaced with tick-level data from your data service. Check the tick by tick documentation for the current procedure to clear and re-download intraday data, rather than assuming the chart refreshes itself.

If you want the broader picture of which chart features need tick, depth or plain intraday data, the chartbook data requirements guide maps each feature to its data type. This article stays focused on footprint cells.

Where historical tick data comes from

Historical tick data is not created by Sierra Chart on your machine. It comes from two places:

1. Data recorded live while the chart or symbol was open and connected with 1 tick storage active.
2. Data downloaded from your data service when it offers historical tick-by-tick data for that symbol.

How far back tick history goes, and whether the bid and ask side of each trade is included, depends on the data service and the exchange. Do not assume every feed provides the same depth of tick history for ES, NQ, CL or RTY. Check your data service details, then check the chart itself using the steps below.

A note on EURUSD and spot forex

Spot forex has no central exchange, so a EURUSD footprint built from a broker or bank feed reflects that feed's trades or quotes only, not the whole market. Its volume and bid ask split are not comparable to an exchange-traded futures footprint. If you want centrally cleared euro volume, the CME euro FX futures contract (6E) is the exchange-traded equivalent, and the same tick data rules apply to it as to ES or CL.

What to verify before relying on historical cells

Run these checks on any symbol before you study older footprint bars or build a review routine around them.

1. Find the boundary where tick data starts

Scroll back on a footprint chart and watch how the cells change. Tick-level bars show volume spread across many price rows with distinct bid and ask values. Bars built from aggregated history often look different: fewer populated rows, or cells where one side shows zero across the whole bar. A visible change in texture at a specific date usually marks the point where tick data begins. Treat anything before it as unreliable for bid ask analysis.

2. Reconcile cell totals with bar volume

Pick a few bars and add up the bid and ask volume across all cells. The total should match the bar's volume. If it does not, either the data is incomplete or the study is reading something other than tick records. The Numbers Bars documentation explains which values the study calculates and what each column represents.

3. Look for one-sided or empty columns

A whole stretch of bars showing all ask volume and no bid volume, or the reverse, is a strong sign the bid and ask side was not available in that data. It is not a market signal. If you are seeing blank or one-sided cells right now, the troubleshooting guide for missing bid ask volume walks through the causes and fixes.

4. Confirm the tick size and row grouping

Check the tick size in Chart >> Chart Settings matches the instrument: 0.25 for ES and NQ, 1 for YM, 0.10 for RTY, 0.01 for CL. The Chart Settings documentation describes this field. A wrong tick size will place volume in the wrong rows even with perfect tick data. If you group multiple ticks per row on CL to keep the chart readable, remember each cell then holds several price levels, so bid ask accuracy per exact price is reduced by design.

5. Compare a recent bar with Time and Sales

For a bar recorded live today, compare a few prints in the Time and Sales window with the matching footprint cells. Recent live data should line up. If even live bars disagree, the problem is the storage setting or the data feed, not history.

6. Check session and time zone settings

If the session times on the chart do not match what you expect for the instrument, bars can split or merge at different times than you think. A footprint bar that covers a different window than intended will carry different totals, which can look like a data error when it is a settings issue.

How to use partially reliable history

You do not need perfect history for every date. A practical approach:

• Note the date where tick data begins for each symbol you trade.
• Use footprint cells for analysis only from that date forward.
• For older dates, rely on studies that do not need the bid ask split, such as total volume by price.
• Re-run the reconciliation check after any data reload, platform update or data service change.

Once the data is verified, reading the cells is the next skill. The guide on how to read a footprint chart covers bid ask volume, delta and price levels.

If you would rather start from a workspace where the Numbers Bars study, columns and colors are already configured, a Sierra Chart footprint chartbook saves the layout work. It does not replace the data checks above: a chartbook can only display the data your feed and storage setting provide.

Conclusion

Footprint accuracy starts with storage, not with study settings. Set Intraday Data Storage Time Unit to 1 tick, understand that the change only affects new data, make sure your history is tick level for the symbol, then verify: find where tick data starts, reconcile cell totals with bar volume, watch for one-sided columns, confirm the tick size and check a live bar against Time and Sales. With those checks done, you know which historical cells you can trust and which you should ignore.

FAQ

Does a footprint need market depth data?

No. A footprint is built from executed trades, so it needs tick-by-tick trade data. Market depth data is needed for DOM, depth and liquidity heatmap views, not for Numbers Bars cells.

Will a 1 tick storage setting use more disk space?

Yes, tick records take more space than time-aggregated records, especially on active symbols like ES and NQ. Check free space on the drive holding your Sierra Chart data files before downloading long tick histories.

Can I build a footprint on a 1-minute chart with tick data?

Yes. The bar period and the storage unit are separate. Your chart can show 1-minute, range or volume bars while the underlying data stays at 1 tick, which is what keeps the cells accurate.

Why do my footprint cells change after reloading data?

A reload can replace coarse records with tick records, or fill gaps that were missing before. Changed cells after a reload usually mean the earlier data was incomplete, so rerun the reconciliation check afterward.

For a ready-made footprint workspace you can open and verify against your own data, browse the Sierra Chart chartbooks at SierraOnShop.