Support Board
Date/Time: Thu, 31 Oct 2024 12:15:34 +0000
Exporting Continuous Futures Contracts to Text via Watchlist
View Count: 59
| [2024-10-17 14:08:36] |
| atariaf - Posts: 6 |
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Hello, I am just looking for some information that will help me out. I am trying to see if it is possible to export data (daily historical for now) via a watchlist as continuous back-adjusted contracts? Is this something that would need to be done via ASCIL? I can see that historical data is automatically save toa txt (dly) file, but they are saved as individual contracts and not as continuous contracts. I would need to know how Sierra Chart does the continuous volume-based rollver back adjusted contracts. Any help would be great, thanks! |
| [2024-10-17 15:06:35] |
| John - SC Support - Posts: 35639 |
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In order to get the data out of a chart as the data exists in that chart, use "Edit >> Export Bar Data to Text File". This will work for either Daily or Intraday charts. Refer to the following: 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 |
| [2024-10-17 15:25:48] |
| atariaf - Posts: 6 |
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Awesome. That covers the functionality. I appreciate pointing me to that. Since that is possible to do manually, is it also possible to trigger the same events with an ACSIL script? Say, create a watchlist and a chart and have a simple script that exports the data (or appends it, if data file is present) periodically (say eod) to the txt files?
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| [2024-10-17 16:02:45] |
| John - SC Support - Posts: 35639 |
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You could do this, but you will have to actually program the saving of the data. There are ACSIL functions to help with file handling. Refer to the following: sc.OpenFile() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-17 16:54:03] |
| atariaf - Posts: 6 |
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Ok. So, with sc.WriteBarAndStudyDataToFileEx() and methods like sc.OpenFile() etc, it should be possible to create a study that exports historical data (or even intraday, whatever is on the chart) to a specific file location and append the new data to the file. Say, write a simple script that updates new data to the file 10 minutes after the close of the trading day ( like 1710 EST or something).
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| [2024-10-17 17:01:36] |
| John - SC Support - Posts: 35639 |
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You would not write a script, you would need to build this into your custom study to only write the data at a certain time of day.
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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