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Date/Time: Sat, 23 Nov 2024 09:31:46 +0000



Fetch price data

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[2024-11-20 23:24:19]
User377189 - Posts: 172
I want to setup python scripts to fetch price data and import them to an excel file for a number of instruments. I have denali data feed and cqg. Can you share api so that i can do this
[2024-11-21 14:17:45]
John - SC Support - Posts: 36238
You can not access the data directly, this is against exchange rules.

The best option is to use the "Write Bar Data to File" study and then access that file. Refer to the following:
Write Bar Data to File

Or you can create a custom study and output the data as you want. Refer to the following:
ACSIL Interface Members - Variables and Arrays: sc.BaseDataIn[][] / sc.BaseData[][]
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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