Support Board
Date/Time: Thu, 28 Nov 2024 20:06:47 +0000
[Programming Help] - Intraday Data Download
View Count: 327
| [2023-04-02 14:25:31] |
| Dean Roberts - Posts: 79 |
|
Hi I'm trying to export tick by tick or second by second data for NQ for the last 12 months to a text file. I changed the settings to data by tick in the global settings and realised it was only per contract. As I want continuous contract data I am trying to download via the export bar data to text file. , 45 etc.? I use Denali data band set the data for 1 second (set in common settings in data trade settings) I am getting tonnes of second increments with NO data at all when the notepad pops up containing the data - please see copy and paste - where are seconds 36, 37, 43, 44 7, For instance; 2023/3/24, 12:44:35, 12789.50, 12789.50, 12789.25, 12789.25, 2, 2, 2, 0 2023/3/24, 12:44:38, 12789.25, 12789.75, 12789.25, 12789.75, 2, 2, 1, 1 2023/3/24, 12:44:39, 12789.25, 12789.50, 12789.25, 12789.50, 4, 4, 3, 1 2023/3/24, 12:44:40, 12789.75, 12789.75, 12789.75, 12789.75, 2, 2, 0, 2 2023/3/24, 12:44:41, 12789.75, 12791.00, 12789.50, 12789.50, 14, 14, 5, 9 2023/3/24, 12:44:42, 12789.00, 12789.00, 12789.00, 12789.00, 1, 1, 1, 0 2023/3/24, 12:44:47, 12790.50, 12790.50, 12790.50, 12790.50, 1, 1, 0, 1 2023/3/24, 12:44:49, 12791.25, 12792.00, 12791.00, 12792.00, 10, 10, 5, 5 2023/3/24, 12:44:50, 12792.50, 12792.75, 12792.00, 12792.50, 11, 9, 1, 10 Even in busy periods it misses lines of date for each second out. What am I doing wrong here? Many thanks Dean Date Time Of Last Edit: 2023-04-02 14:28:08
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| [2023-04-02 17:49:35] |
| Sierra_Chart Engineering - Posts: 17206 |
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You say there is no data but we can see some data. We are not understanding this. There is not going to be trading every second. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-04-04 00:07:06] |
| Dean Roberts - Posts: 79 |
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Hi, yes there is trading ever second on NQ mini futures. It’s massive volume. And even if there is no trading volume, surely the data should be provided every second in a tabulated format - that’s the point of define data as being output per second. You don’t fill in the blanks? |
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