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Import SCID files into R

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[2016-04-27 06:23:17] #1 [Go To First Post]
rhovega - Posts: 279
The options I've found to get data into R are: 1) download IB into SQL => import into R 2) use the kiwi scid to python converter => import into R 3) manually export scid files to text => import into R Setting up an SQL database and learning Python just for this are a lot of work. Yet I want to avoid manually exporting files from SC. Is there an easier / more direct way? Thank you Date Time Of Last Edit: 2016-04-27 06:25:09

[2016-04-27 06:34:33] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What data format does R require? Maybe we could put together something quickly to do this for a small extra cost. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-04-27 06:41:17] #3 [Go To First Post]
rhovega - Posts: 279
That'd be great. Uses csv files. http://www.r-bloggers.com/this-r-data-import-tutorial-is-everything-you-need/

[2016-04-27 21:21:45] #4 [Go To First Post]
rhovega - Posts: 279
What I can do at the moment for importing into R is: 1) in SC, save intraday file in txt format, open in excel and resave as csv, or 2) in SC, save SC spreadsheet in text format, open in excel and resave as csv => useful to export data together with ACSIL generated signals. Then in R import the csv with for example read.csv("C:/SierraExports/GC5min_jan2013-3+ycbv_full.csv"). It would very valuable to be able to get R to read from the SCID files directly, and even more valuable if it could read from the Sierra instance so as to be able to import the studies/signals as well. The latter would not possible, would it? Thanks. EDIT: Was not aware of "Write Bar Data to File" study (http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s182). That should do, at least for importing without the studies. Yet I'm getting error message: "Study: Write Bar Data To File \| Write Bar Data To File study: Error creating output data file". I followed the instructions here http://www.sierrachart.com/index.php?l=doc/helpdetails16.html as adviced in this post I have error: Study write bar data to file: error creating output data file Have full admin access of destination folder, and am running SC as admin. What can I do to fix this? Date Time Of Last Edit: 2016-04-27 23:46:43

[2016-04-28 17:21:19] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Why do you do this: 1) in SC, save intraday file in txt format, open in excel and resave as csv, or 2) in SC, save SC spreadsheet in text format, open in excel and resave as csv => useful to export data together with ACSIL generated signals. The data is already in a comma separated value format. It would very valuable to be able to get R to read from the SCID files directly, We do not know much about R. But we would think this would be possible. Regarding the error, what is the filename that you are using with the Write Bar Data To File study. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-04-28 21:48:29] #6 [Go To First Post]
rhovega - Posts: 279
I pass it thru excel to check data looks ok and edit column names. There is no actual need for it. I will start importing directly from the txt file generated by Write Bar Data To File. Looks like I should be able to modify the source code to have Write Bar Data To File save other studies/subgraphs in the txt file as well. The problem with Write Bar Data To File was specifying the File Path (tried different locations, all same problem). Leaving File Path empty creates the folder without problem. Thanks

[2017-07-16 20:49:07] #7 [Go To First Post]
rhovega - Posts: 279
@SierraChart over a year ago you said you could maybe put together something to import SCID files directly into R. Is that still the case? If yes, could you please tell me the cost? I currently import plain text files; importing SCID files directly would be useful.

[2017-07-17 15:56:34] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not have time for any custom work. But we can refer you to a programmer who might be able to help you. Contact Jim@sierrachart.com. They will only work for a cost. But we don't think they would be able to do this: It would very valuable to be able to get R to read from the SCID files directly, In general they could modify the Write Bar Data to File study to give you a more compatible file format if that is needed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-07-17 15:59:14

[2017-07-17 16:07:35] #9 [Go To First Post]
rhovega - Posts: 279
Thanks, can already access files exported from SC just fine, was hoping to skip the scid => text conversion step as the process can be quite lengthy for tick data.

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