Hello Tickstory Support Team,
I am reaching out regarding an issue with a historical data export from Tickstory for the US30 (Dow Jones) instrument at the Daily (D1) timeframe.
Issue Description:
I requested a full historical export spanning 1997–2026, however the exported file begins on September 18, 2011, rather than the requested start date. Additionally, the first six bars of the export appear malformed, with Open, High, Low, and Close all reporting identical values, which is not consistent with valid daily price data. I reported a similar issue before.
Why Extended History Is Critical:
This data is being used for structured quantitative market research. The research methodology requires testing across multiple distinct market regimes in order to validate that findings are generalizable and not regime-specific. The key historical regimes we need to capture include:
• Pre-2008 normal market conditions (2000–2007)
• The 2008–2009 financial crisis and recovery period — a high-volatility, structural dislocation regime that is essential for stress-testing any structural market model
• The 2010–2019 secular bull market
• The 2020–present elevated volatility and post-COVID recovery period
Without data prior to 2011, the research dataset is missing the 2008–2009 crisis entirely. This is one of the most structurally significant periods in modern market history, and its absence creates a material gap in regime coverage that cannot be substituted with other data.
Request:
Could you please advise on the following:
1. Whether full daily history for US30 prior to 2011 is available in Tickstory, and if so, how to access or correctly export it
2. Whether the truncation to 2011 is a known data availability limitation for this instrument, or a configuration/export issue that can be resolved
3. Whether the malformed bars at the start of the 2011 export are a known artifact and can be excluded or corrected
Thank you for your assistance. This is a time-sensitive research dependency and any guidance you can provide would be greatly appreciated.
Best regards,
Mansa
Data Export Issue — US30 D1 Historical Depth Truncated to 2011
Re: Data Export Issue — US30 D1 Historical Depth Truncated to 2011
Hi Mansa,
Data for the USA30.IDX (US30/Dow Jones) is only available from 2011.09 as noted on this page. Please try only exporting from this date and if you encounter any bar formation issues, please let us know.
Thanks.
Data for the USA30.IDX (US30/Dow Jones) is only available from 2011.09 as noted on this page. Please try only exporting from this date and if you encounter any bar formation issues, please let us know.
Thanks.
