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Direct MessagesDate/Time: Sun, 08 Sep 2024 01:31:33 +0000
"Intraday Data Editor" vs "Export to Intraday Text File"
View Count: 236
| [2024-07-05 20:29:51] |
| PS2004 - Posts: 44 |
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Hello! I am trying to export the .scid file to a text file, I am following the instructions here: Exporting and Importing Intraday Data Files: Export and Edit When I try to compare the content of the exported file, after opening the "Intraday Data Editor", following these instructions: Tick by Tick Data Configuration The trades are not the same, the Open is not 0 in the exported data, and the HLC values are completely different. How to achieve my goal, which is to export ALL OF THE DATA INSIDE AND .SCID file to READABLE FORMAT for visual inspection? I want all trades to be included. Date Time Of Last Edit: 2024-07-05 20:30:43
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| [2024-07-05 23:09:31] |
| John - SC Support - Posts: 34254 |
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The information is the same, just presented differently. The Open and Close (last) for an individual trade does not represent anything of interest (to reality). Therefore when viewing the data in the "Intraday Data Editor", you see various information in the Open, such as "FIRST_TRADE" and "LAST_TRADE", which represent the start and end of a series of trades within the same millisecond. This specific information is not present in the exported data, but can easily be surmised. In both cases the Close/Last shows the actual traded price, which will match to the High for an Ask trade and to the Low for a Bid Trade. As the High is the Best Ask price and the Low is the Best Bid price. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-07-06 11:25:48] |
| PS2004 - Posts: 44 |
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Thank you for your answer, let me clarify my question a bit. I understand the methodology of the “Intraday Data Editor” window, but my goal is to examine all of the trades in a specific instrument, no matter the Bar Period, with an ACSIL Custom Study. How can I get such data? One example goal of the Study would be to know the COMPLETE INNER LIFECYCLE (every trade, tick by tick, which happened) of a Bar with the Bar Period of 5 minutes without switching the Bar Period to a lower setting. In other words: given a an 1000T chart, every bar represents 1000 trades. I want to reconstruct the fluctuation of the bar from the 1st trade till the 1000th trade. (As if I would set the chart to 1T and download the tick data.) |
pic1.png| [2024-07-08 00:23:55] |
| Sierra_Chart Engineering - Posts: 16292 |
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Exporting the data is the method to do what you want. The timestamps are UTC.
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 Date Time Of Last Edit: 2024-07-08 00:24:57
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| [2024-07-11 18:10:02] |
| User117118 - Posts: 9 |
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What is the maximum amount of data that can be exported? Why I'm asking: I tried loading NQ data from 2020-01-01 (Rollover Volume Based Back Adjusted). The entire data series is visible correctly on the chart. I pressed Edit -> Export Intraday Data to Text File It only downloaded data from 2024-03-28 onwards. |
| [2024-07-11 18:44:58] |
| PS2004 - Posts: 44 |
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I am also interested in the answer of this question too!
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| [2024-07-11 18:46:01] |
| Sierra_Chart Engineering - Posts: 16292 |
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There is no limit on the amount of data that can be exported, but when exporting data, not the bar data, only the current symbol of the chart will be exported.
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 |
| [2024-07-11 20:21:47] |
| User117118 - Posts: 9 |
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I understand. Test: I loaded the one before the last expiration (NQM24). I pressed Edit -> Export Intraday Data to Text File. It downloaded data from 2024-2-23 to 2024/6/21. Okay. Question: Can I request an additional switch/option for the export to download everything at once, exactly as it appears on the chart? The complete data set, say for 4 years. Why I'm asking: I trade futures on higher timeframes. I develop strategies on these timeframes. Several years of data are needed for backtesting. Due to speed limits, replay is not an option. For offline testing of certain trade managements, precise candle life (intrabar fluctuation) data is necessary. That's why data export is required. I can download the NQ by expiration, but as an IT engineer, you probably agree that splicing the data downloaded by expiration to precisely match the data on the chart is very difficult. |
| [2024-07-11 21:55:38] |
| John - SC Support - Posts: 34254 |
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The answer to this question: Can I request an additional switch/option for the export to download everything at once, exactly as it appears on the chart? The complete data set, say for 4 years.
is yes - as you can export the Bar data (Edit >> Export Bar Data to Text File"). But as you go on, it sounds like this is not really what you want.In terms of downloading the 1-tick data that is stored in the .scid files, the only option built into the system is what you have already found. You can, however, access the data directly in the files. Refer to the following: Intraday Data File Format For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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