Support Board
Date/Time: Sat, 23 Nov 2024 12:06:01 +0000
accessing scid files
View Count: 9001
| [2018-10-22 13:22:45] |
| User61576 - Posts: 443 |
|
is there any way to access scid files using python? would like to build some ML model but use current tick data i already have thanks |
| [2018-10-22 17:27:27] |
| |
|
Refer to: Intraday Data File Format Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-10-22 17:41:05] |
| ganz - Posts: 1048 |
|
User61576 Python for Sierra Chart |
| [2018-11-22 09:52:38] |
| User61576 - Posts: 443 |
|
after managing to access the scid file using the python code, I am trying to figure out which trade was executed on the bid side vs. the ask size. the only data exported is Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume
1. when exporting the intraday tick data to txt file I can get the bid/ask volume or when extracting this using the python code (above) I don't get the bid price/ask price (in order to calculate the side of the trade). how can I export this data as well? 2. is there any way to export the numbers bars calculated values (Numbers Bars: Numbers Bars Calculated Values Subgraph Descriptions) to a txt file or using python? |
| [2018-11-22 15:49:49] |
| User654912 - Posts: 26 |
|
1. export the data to a text file and then import that text file into python. don't read the binary data using python. i tried decoding the binary data in python and it did not work. failed silently actually. reading the text files works just fine. 2. Edit Menu: Edit >> Export Bar and Study Data to Text File |
| [2018-11-22 16:52:32] |
| User61576 - Posts: 443 |
|
even though if I export it to txt file, the side of the trade is not exported...
|
| [2018-11-22 17:28:33] |
| User654912 - Posts: 26 |
|
For raw trade data, make sure data settings are set to 1 tick and that you export intraday data. That will show you bidvolume / askvolume. If not check that your data provider supports this. For study data, if you want tick by tick study information, I believe you will have to create a 1 tick chart and then export that as bar data. Edit: for the bar data you'll potentially need to add a BidVolume / Askvolume study Date Time Of Last Edit: 2018-11-22 17:32:44
|
| [2018-11-22 17:48:38] |
| User61576 - Posts: 443 |
|
I am looking for bid price/ ask price
|
| [2018-11-22 18:02:30] |
| User654912 - Posts: 26 |
|
in that case you'll want to read up on market depth data
|
| [2018-11-22 18:11:42] |
| ganz - Posts: 1048 |
|
User61576 RTFM! Intraday Data File Format: s_IntradayRecord Structure Member Descriptions User654912 i tried decoding the binary data in python and it did not work.
lol
|
| [2018-11-23 21:48:29] |
| |
|
We have explained in the documentation here how to determine the side of the trade based on the bid volume or ask volume: Intraday Data File Format: s_IntradayRecord Structure Member Descriptions To export the Numbers Bars Calculated Values study, refer to: 2. Edit Menu: Edit >> Export Bar and Study Data to Text File Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-11-23 21:51:53
|
To post a message in this thread, you need to log in with your Sierra Chart account: