Support Board
Date/Time: Wed, 27 Nov 2024 14:37:55 +0000
still not getting tick data
View Count: 1518
| [2014-09-10 06:24:24] |
| jivetrader - Posts: 410 |
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this is my third request for help on this topic. i am still not able to export tick data on the ES continuous contract futures over DTN IQ. -i followed the procedure here: http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php to set tick resolution -i have configured the Chart Settings according to the attached screenshot -i did a fresh 'Delete All Data and Download' -i disconnected from the data feed and performed the export Edit>>Export Intraday Data to Text File attached is a portion of this .txt export. notice how the OHLC are not all the same, and how column C (Open) becomes zero on 3/13/14. i am also attaching a screenshot of the ES chart. please advise on what i am missing here. |
 tick data export chart setup i think.png / V - Attached On 2014-09-10 06:24:08 UTC - Size: 39.24 KB - 384 views tick data export chart.png / V - Attached On 2014-09-10 06:24:14 UTC - Size: 21.48 KB - 376 views  @ES#c sample tick wrong.txt - Attached On 2014-09-10 06:24:19 UTC - Size: 352.91 KB - 475 views |
| [2014-09-10 09:38:24] |
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Actually you what you do have is tick by tick data from 3/13/14 onward because the High and Low are the Ask and Bid respectively . And the open will be 0. The last trade price is held in the Last column. So this is a tick record: 3/13/2014 8:17:32 0 1855.25 1855 1855 1 1 1 0 Notice how the number of trades is 1. 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 |
| [2014-09-10 22:36:22] |
| jivetrader - Posts: 410 |
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thanks that was helpful. however i need the DTN IQ millisecond timestamp also. i do not see this field. if this study cannot export the exact timestamp, i assume i will have to use Edit>>Export Intraday Data to Text File but this did not produce tick data when i did it. i will try again. please lmk your suggestions. |
| [2014-09-10 23:39:52] |
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In the next release when using either of the Export Intraday Data commands on the Edit menu, milliseconds will be included in the exported data but it will be the Sierra Chart millisecond. Not the one from IQ Feed. 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 |
| [2014-09-11 01:32:09] |
| jivetrader - Posts: 410 |
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i see. i take it there is no way to export the actual DTN data, as it is, complete?
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| [2014-09-11 03:58:10] |
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Not milliseconds.
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 |
| [2014-09-11 15:46:20] |
| jivetrader - Posts: 410 |
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ok. can i be sure that the records are in the correct chronological order ?
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| [2014-09-13 01:37:27] |
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We apologize for the delay. Yes, for sure.
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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