Support Board
Date/Time: Tue, 26 Nov 2024 10:27:46 +0000
Export bar data issue
View Count: 360
| [2023-12-12 00:13:29] |
| User188260 - Posts: 4 |
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Hi there, I've been reading quite a bit about this topic trying to find a solution, but I wasn't lucky enough. I've been trying to download 2 years worth of intraday data which includes volume, number of trades, bid and ask volume. The data was filtered by minimum volume per trade of 3 ( on nq futures ), bar type "number of trade"( 1 ), and I was getting txt files of 35/40 mb, with the filtering working properly. But once I tried the same method for nq_u_2023 , the txt created was 2.5 gb and without the volume filter applied. I tried everything but I can't get the same type of txt I was getting from the older contracts. I tried the spreadsheet method but bid and ask volume don't appear on the sheet.is there a way to export more recent data with volume filter applied? Thanks in advance |
| [2023-12-12 15:36:58] |
| John - SC Support - Posts: 36286 |
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This is hard for us to understand. However, you are mentioning 2 years of data and making reference to individual quarterly futures contracts. For every specific quarterly contract those contracts are only going to be active for 3 months. To determine the active period, use a Continuous Futures Contract chart: Continuous Futures Contract Charts And refer to: Edit Menu: Edit >> Export Bar Data to Text File For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-12 17:27:57] |
| User188260 - Posts: 4 |
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My apologies for not being clear. Basically I opened 9 charts for nq futures starting from nq_z_2021 till nq_z_2023. I set up every chart like this : bar type = number of trades set to 1 instead of time based charts and I applied on data limiting a volume filter <= 2, so the txt file would show only trades with a minimum volume of 3. This method worked well for the first 7 contracts I exported,every txt file had a size of around 40 mbs,showing only trades with a minimum of 3 volume,but once I tried to export bar data to txt file for the nq_u_2023, the txt file was bigger than 2 gbs and was showing millions of trades of 1 volume, ignoring the filter of <= 2 volume. The same happened once I tried to export nq_z_2023. I was using this method because I thought it was the best way to get volume, number of trades, bid and ask volume on the txt file exported. I tried the continuous contract method but I couldn't see bid and ask volume on the txt file. Thank you in advsnce for you patience |
| [2023-12-12 18:38:54] |
| John - SC Support - Posts: 36286 |
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How many days of data do you have loaded for those charts?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-12 19:40:54] |
| User188260 - Posts: 4 |
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All the days for every specific contract. Let's say, from the 10th of September till the 10th of December for December contract. I used the same method for all of them but only the last two contracts, September and December 2023 gave me this Issue.
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| [2023-12-12 21:32:01] |
| John - SC Support - Posts: 36286 |
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We are not able to reproduce this. When we load 200 days of data for NQZ23-CME, set the filter for <=2, "Filter Trade Completely" to "Yes", and then select "Edit >> Export Bar Data to Text File", we get a file of about 40MB. Have you set the option for "Filter Trade Completely" to "Yes"? This can have a dramatic impact if you do not and you will end up with a lot of 0 volume trades showing. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-12 22:09:00] |
| User188260 - Posts: 4 |
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Yes I tried this option already but I keep getting the same issue. I also disconnected and reconnected sierra, redownloading the data,but nothing, the issue persists
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| [2023-12-13 02:08:27] |
| Sierra_Chart Engineering - Posts: 17179 |
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This is not within the scope of our support. We are declining further support here.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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