Support Board
Date/Time: Sun, 24 Nov 2024 22:59:57 +0000
Import tick data without number of trades
View Count: 1376
| [2013-12-07 02:14:42] |
| axsierrac - Posts: 3 |
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Hello, I have tick data in the following format: Time,Ask,Bid,AskVolume,BidVolume 2007-03-30 16:01:15.688,1.33755,1.3374,18.1,35.2 2007-03-30 16:01:15.911,1.33755,1.3374,18.1,32.9 2007-03-30 16:01:16.181,1.33755,1.3374,22.1,30.5 2007-03-30 16:01:16.630,1.33755,1.3374,19.2,38.7 I can truncate the fractional seconds and delimit the Date, Time fields as required but looking at the following support page: http://www.sierrachart.com/index.php?l=doc/doc_TextCSVDataFormat.html - Date, Time, Open, High, Low, Close, Volume, Number of Trades, Bid Volume, Ask Volume (Header is optional. Intraday data only.) - Symbol, Date, Time, Open, High, Low, Close, Volume, Number of Trades, Bid Volume, Ask Volume (Header is required. Intraday data only.) The formats with 'Bid Volume', 'Ask Volume' seem to require the 'Number of Trades' field. If this data is not available, what dummy value should be used or would this tick data be unsupported without 'Number of Trades'? Thank you, -Adam |
| [2013-12-07 03:06:38] |
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Use a zero value for the Number of Trades.
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 |
| [2013-12-07 03:07:52] |
| axsierrac - Posts: 3 |
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Will the data replay appropriately in the chart with a 0 value? Thank you for the fast response. Date Time Of Last Edit: 2013-12-07 03:08:01
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| [2013-12-07 20:12:44] |
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Yes.
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 |
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