Support Board

BOOL CMainWindow::OnInitDialog()
{
  __super::OnInitDialog();
  
  memset(&sChart,0,sizeof(SierraChart));
  
  return TRUE;
}


void CMainWindow::CreateSCDataFile()
{  
  strncpy (s_header.FileTypeUniqueHeaderID, "SCID", 4);
  header.HeaderSize = sizeof(IntradayHeader);
  header.RecordSize = sizeof(SierraChart);
  header.Version = 1;
  header.Unused1 = 0;
  header.UTCStartIndex = 0;
  
  char Reserve[36];

  memset (header.Reserve, 0, sizeof(header.Reserve));
  
  char *filename = "C:\\SierraChart\\Data\\6RVM4-CME.scid";
  myFile.open(filename, ios::in | ios::out | ios::binary | ios::trunc);
  
  myFile.write ((char*) &header, sizeof IntradayHeader);
}

void CMainWindow::WriteTickDataToSCFile(int price,int volume,int numberoftrades,int value1,int value2)
{
  
   double varTime;
   SYSTEMTIME sysTime;
   GetSystemTime(&sysTime);

    SystemTimeToVariantTime(&sysTime, &varTime);

    sChart.sierraTime = varTime;
    
    sChart.sierraOpen = price;
    sChart.sierraLow = price;
    sChart.sierraHigh =price;
    sChart.sierraClose = price;
    
    sChart.NumTrades = numberoftrades;
    sChart.TotalVolume = volume;

    sChart.AskVolume = value2;
    sChart.BidVolume = value1;

    myFile.write((char*) &sChart, sizeof sChart);
    
}    

void CMainWindow::OnDestroy()
{
  myFile.close();
  __super::OnDestroy();  
}

#!/usr/bin/python
import struct

filename = 'my1chart.scid'

datetime = 41800
price = 1.3535
volume = 1

output = open(filename, 'wb')

header = b'SCID8\x00\x00\x00(\x00\x00\x00\x01\x00'
output.write(header)

for i in range(21): output.write(b'\x00\x00')

record = struct.pack('d4f4L', datetime, price, price, price, price, volume, volume, volume, volume)
output.write(record)

output.close()

local lib = require"struct"
local unpack = unpack or table.unpack  

function fromhex(str)
return (str:gsub('..', function (cc)
return string.char(tonumber(cc, 16))
end))
end

local hBinaryOutput = assert(io.open("./test.scid", "wb"))
if (hBinaryOutput) then  
    
    header = fromhex("5343494438000000280000000100000000000000000000000000000000000000000000000000000000000000000000000000000000000000")
    hBinaryOutput:write(header)
    
    local vol  = 5
    local price  = 250
    local dt  = 41822.125
    
    record = lib.pack("dffffLLLL", dt, price, price, price, price, vol, vol, vol, vol)
    
    hBinaryOutput:write(record)        
    hBinaryOutput:close()    
end