Support Board
Date/Time: Fri, 10 Jan 2025 19:50:19 +0000
intraday data file import question
View Count: 819
| [2016-06-09 21:16:42] |
| onnb - Posts: 662 |
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just want to clarify something I have an intraday data file in text format from CQG I want to import it into SC for replay purposes. I understand that in order to replay it needs to be in scid format. I also understand I can import text based intraday files. So question is this, 1. Can I import text based file and within SC convert it to scid for replay? Or... 2. Do I need to convert to scid from outside SC and load it like any other scid file by placing it in the data folder and open a chart with the symbol name? |
| [2016-06-09 23:01:34] |
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1. Refer to: http://www.sierrachart.com/index.php?page=doc/doc_ImportExport.html 2. No need to do like this. 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 |
| [2016-06-10 00:07:46] |
| onnb - Posts: 662 |
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got it if I have CQG T&S which includes 4 types of records T - trade B/A - best bid/ask quotes S - settlement Assuming I do not need to import bid/ask quote, I would import only the T rows, yes? Here is sample data. The 5th column includes the type of row. I left it here just so you can see it. I understand that it does not need to be in there when importing. Symbol Date Time Price Volume TFU16 20160403 170000136 100000 B 5 TFU16 20160403 170000136 160000 A 1 TFU16 20160403 170514016 111300 A 20 TFU16 20160403 170514016 110300 B 20 TFU16 20160403 170643632 110350 B 20 TFU16 20160403 170728832 111250 A 20 TFU16 20160403 170738212 110300 B 20 TFU16 20160403 170809476 111200 A 20 TFU16 20160403 171347208 110250 B 20 TFU16 20160403 172322420 110250 B 20 TFU16 20160403 172322420 111200 A 20 TFU16 20160403 173027148 110720 B 4 TFU16 20160403 174807784 111150 A 20 TFU16 20160403 175322412 110720 B 4 TFU16 20160403 175322412 111150 A 20 TFU16 20160403 175753296 110930 B 4 TFU16 20160403 175753296 110930 T 4 |
| [2016-06-10 02:59:23] |
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Unless you want to bid and ask data, you would just import the rows with the T. Also the time format is not supported as it is. For what is supported, refer to: http://www.sierrachart.com/index.php?page=doc/doc_TextCSVDataFormat.html#TimeFormat Although it should be not much difficulty for us to add support for that particular time format. So we will do that. 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 |
| [2016-10-08 10:20:56] |
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The latest prerelease of Sierra Chart now supports importing CQG time and sales data with a file extension of .TS. Here is the updated documentation: Exporting and Importing Intraday Data Files: Import and Load 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: 2016-10-08 10:27:07
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