Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Tue, 21 May 2024 22:49:32 +0000
Incorrect data in IntraDay Data exported to text file
View Count: 585
| [2019-10-24 09:54:03] |
| User470516 - Posts: 78 |
|
Dear SC Team, 1- I do not undestand the logic behind the intraday data of the DAX contract (DYZ19) as exported from SC. What do O,H,L,C refer to in this file? Do these data contain the last position of the bid and ask in the order book before a trade is executed? Knowing that each file record actually contains one trade at the bid or ask, why don't we have O=H=L=C? 2- Even more confusing, there are records where the Last (close) is lower than the Low of the record. Can you enlight me? Thank you for your suppport, Best regards. |
| [2019-10-24 16:56:15] |
| |
|
This is all explained here: Exporting and Importing Intraday Data Files: Format of Exported Data 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 |
| [2019-10-25 07:01:15] |
| User470516 - Posts: 78 |
|
Thank you, I was not aware of that part of the documentation! In my case, the Open is not equal to zero but I will discard the data then. Best regards! |
To post a message in this thread, you need to log in with your Sierra Chart account: