Support Board
Date/Time: Thu, 27 Feb 2025 15:28:26 +0000
Post From: Activating Tick-by-tick data for equities
| [2021-07-06 21:39:56] |
| John - SC Support - Posts: 38223 |
|
It depends on what you are wanting from the Time and Sales data. If you are just looking for the trade information, then you can get that historically from the existing Historical Data Service for the U.S. Equities, as that information contains the data at 1-tick intervals. You can export the data that is stored in the data file by using the Edit >> Export Intraday Data to Text File. Refer to the following: Edit Menu: Edit >> Export Intraday Data to Text file In the above case, no special package or options are needed. You can do everything from Package 3 if wanted. If, on the other hand, you are looking for all the bid and ask updates as part of the Time and Sales information, then you would need to have the real-time data feed for that. In which case, you would need to use the Sierra Chart Exchange Data Feed and activate the U.S. Equities exchange. Refer to the information here: Sierra Chart Exchange Data Feed In order to export the data though, the best option would be to use the "Time and Sales" studies to get the data you want on the chart, and then use the Write Bar and Study data to File study to actually do the output. Refer to the following: Write Bar and Study Data To File Or, you can develop an ACSIL study to get the data and export it. Refer to the following: Advanced Custom Study Interface and Language (ACSIL) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |