Support Board
Date/Time: Tue, 11 Mar 2025 17:54:35 +0000
Post From: Denali data feed for algorithmic trading?
| [2022-04-25 22:14:08] |
| John - SC Support - Posts: 38581 |
|
I think I recall reading that data is saved in a data file in the SC folder. Is that correct?
Yes, this is correct. Intraday data is stored in files with the extension .scid, whereas daily data is stored in files with the extension .dly. These are located in the "Data" folder under your main Sierra Chart installation folder.If so, is that where an ACSIL study would go to access the data for analysis?
No, a custom study will get the data from internal memory of Sierra Chart. Basically Sierra Chart loads the data into an array for a chart and then ACSIL has access to that data array. Refer to the following:ACSIL Interface Members - Variables and Arrays: sc.BaseDataIn[][] / sc.BaseData[][] You could parse the .scid file if you want. Refer to the following: Intraday Data File Format For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |