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Direct MessagesDate/Time: Thu, 19 Sep 2024 00:52:43 +0000
comparing tick data exported from SC to tick data from iqfeed
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| [2013-08-06 09:16:54] |
| ariknoi - Posts: 31 |
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i had a time i used SC to store my tick data and than exported it to a txt file now, when compared the exported tick data tick data i got directly from IQFEED i found differences in the # of rows, the amount of quotes between trade and some time even small trades are missing. is it only me (or happened for specific dates) or SC aggregating the ticks when saving to file? also is there a way to export data from the SC file using specific dates? |
| [2013-08-08 04:41:27] |
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When exporting data from Sierra Chart, the data stored in the Intraday data file is exported without any combining/aggregating. However, there is not necessarily going to be tick by tick data for every record in the Intraday data file. There can be several things which can affect this. For more information, refer to this page here: http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php You can control the amount of data exported by using the settings in Chart >> Chart Settings to limit the data loaded into the chart window and then add the Spreadsheet study to the chart. You can copy the data from the spreadsheet. If you set the chart bars to 1 Tick, each row in the spreadsheet will be a single tick. 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 |
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