Support Board
Date/Time: Thu, 13 Mar 2025 20:00:42 +0000
Milliseconds in data export
View Count: 1780
| [2016-05-04 18:25:34] |
| User754985 - Posts: 109 |
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Hi, SC, When exporting tick data: if the tick has "zero milliseconds" timestamp (i.e. only whole seconds), SC would NOT put a decimal dot and a zero, just leave the whole number of seconds. This makes it difficult/impossible to import such data into other software (Multicharts, specifically), as ASCII conversion templates presume either presence or absence of a decimal dot in the time field, but not both formats in the same file. Would really appreciate if you could implement this minor fix. Best H. |
| [2016-05-05 05:00:10] |
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We have to add a separate option for this. We cannot do it like you say. 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 |
| [2016-05-05 06:54:19] |
| User754985 - Posts: 109 |
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Just to make sure there is no misunderstanding: - you cannot output all tick data in the same format - with a "dot" and 3 numbers after the "dot"? |
| [2016-05-05 07:00:05] |
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This can cause a problem when the milliseconds are not expected to be part of the timestamp.
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 |
| [2016-05-05 07:14:10] |
| User754985 - Posts: 109 |
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ok.. so tick data export needs to be separate
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| [2020-08-07 07:25:56] |
| User783093 - Posts: 27 |
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Is there any solution for this case except editing in other software? I can't add data from Sierra to other software and there are no handy way to format 35 million rows with 3Gb file size. Sierra Team, have you considered to add some exporting options like on/off milliseconds or add/remove columns? This will be a nice feature considering quality data you are providing. Thank you |
| [2022-06-04 13:36:36] |
| aknsyu71@gmail - Posts: 54 |
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Any update on this sierra please! Its really simple to solve. milliseconds are used to differentiate tick when there are more than one tick inside a second and you seem to start with 000, then 001, 002, 003..... If numbering just starts with 001 would solve this. 2020/3/20, 13:25:45.001, 7432.50, 7441.25, 7433.75, 7432.50, 1, 1, 1, 0 2020/3/20, 13:25:45.002, 7432.00, 7441.25, 7433.75, 7432.00, 1, 1, 1, 0 2020/3/20, 13:26:05, 7438.75, 7438.75, 7427.50, 7438.75, 1, 1, 0, 1 2020/3/20, 13:26:05.001, 7439.25, 7441.25, 7439.25, 7439.25, 1, 1, 1, 0 2020/3/20, 13:26:16, 7440.75, 7440.75, 7432.75, 7440.75, 1, 1, 0, 1 2020/3/20, 13:26:16.001, 7442.00, 7440.75, 7432.75, 7442.00, 1, 1, 0, 1 2020/3/20, 13:26:18, 7443.25, 7443.25, 7435.25, 7443.25, 1, 1, 0, 1 2020/3/20, 13:26:18.001, 7444.50, 7443.25, 7435.25, 7444.50, 1, 1, 0, 1 2020/3/20, 13:26:19, 7443.25, 7443.25, 7435.75, 7443.25, 1, 1, 0, 1 2020/3/20, 13:26:22, 7443.25, 7443.25, 7437.75, 7443.25, 1, 1, 0, 1 2020/3/20, 13:26:28, 7445.75, 7445.75, 7444.75, 7445.75, 1, 1, 0, 1 2020/3/20, 13:26:31, 7447.50, 7447.50, 7444.75, 7447.50, 1, 1, 0, 1 2020/3/20, 13:26:36, 7445.25, 7446.50, 7445.25, 7445.25, 2, 1, 2, 0 2020/3/20, 13:26:37, 7438.50, 7446.00, 7438.50, 7438.50, 1, 1, 1, 0 |
| [2022-06-04 17:03:44] |
| aknsyu71@gmail - Posts: 54 |
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Ok I have just found a solution so hope this helps people untill Sierra are inclined to fix this, I am sure there is some programing systems specific reason why they cannot include a millisecond timestamp in every single line. So if you have saved a tick data file for a single contract of NQ youll notice that in 2022 its average 2.5GB in size and has about 35 million lines of text. Pretty big, to search and replace every instance of the missing millisecond you will need a opensource text editor called Vim found at vim.org Vim has three modes of running and one of them is a script mode, you get into script mode with shift + colon Load you file , paste the code and Vim will do what excell couldnt even dream of! :-) %s/\(:[0-9][0-9]\)\(,\)/\1.000, this will add milliseconds to timestamps that missing them, it will ad .000 as I could not configure to generate random numbers https://youtu.be/WLAowYwyugY |
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