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Date/Time: Sun, 26 Jan 2025 07:23:23 +0000
Post From: Questions on Historical Data from SC Exchange Data Feed
[2019-02-04 22:27:58] |
User493712 - Posts: 11 |
In DTS "Intraday Data Storage Time Unit" set to 1 Tick (see attached), then Edit >> Delete All Data and Download, and I exported using Edit >> Export Intraday Data to Text File. Below is a piece of ESH19.txt. We can see Open is not 0, and low (bid) price is always the same as high (ask) price. Is this really 1 tick/trade? 2019/2/4, 21:59:50, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:51, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:52, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:52.1, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:52.2, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:52.3, 2721.00, 2721.00, 2721.00, 2721.00, 3, 1, 3, 0 2019/2/4, 21:59:54, 2721.25, 2721.25, 2721.25, 2721.25, 2, 1, 0, 2 2019/2/4, 21:59:56, 2721.25, 2721.25, 2721.25, 2721.25, 2, 1, 0, 2 2019/2/4, 21:59:56.1, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:56.2, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:56.3, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:56.4, 2721.25, 2721.25, 2721.25, 2721.25, 3, 1, 0, 3 2019/2/4, 21:59:56.5, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:57, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:59, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:59.1, 2721.25, 2721.25, 2721.25, 2721.25, 2, 1, 0, 2 2019/2/4, 21:59:59.2, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:59.3, 2721.25, 2721.25, 2721.25, 2721.25, 4, 1, 0, 4 2019/2/4, 21:59:59.4, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:59.5, 2721.25, 2721.25, 2721.25, 2721.25, 10, 1, 0, 10 2019/2/4, 21:59:59.6, 2721.25, 2721.25, 2721.25, 2721.25, 2, 1, 0, 2 2019/2/4, 21:59:59.7, 2721.25, 2721.25, 2721.25, 2721.25, 2, 1, 0, 2 2019/2/4, 21:59:59.8, 2721.00, 2721.00, 2721.00, 2721.00, 2, 1, 2, 0 2019/2/4, 21:59:59.9, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:59.10, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:59.11, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:59.12, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 2019/2/4, 21:59:59.13, 2721.25, 2721.25, 2721.25, 2721.25, 2, 1, 0, 2 2019/2/4, 21:59:59.14, 2721.25, 2721.25, 2721.25, 2721.25, 2, 1, 0, 2 2019/2/4, 21:59:59.15, 2721.25, 2721.25, 2721.25, 2721.25, 1, 1, 0, 1 2019/2/4, 21:59:59.16, 2721.00, 2721.00, 2721.00, 2721.00, 1, 1, 1, 0 Date Time Of Last Edit: 2019-02-04 22:35:52
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Screen Shot 2019-02-04 at 1.51.40 PM.png / V - Attached On 2019-02-04 22:19:11 UTC - Size: 110.36 KB - 360 views |