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Intraday Data Editor


Basic Instructions

An Intraday chart has to be active before you can edit its data.

If an intraday chart is not already open, refer to Opening Charts for instructions.

To activate a chart window, click on its title bar or anywhere on the chart window.

To display the Intraday data editor, select Edit >> Edit/Download Data - Intraday Chart on the menu. The editor will display the data for the active chart.

The editor allows editing of each record of data in an Intraday file. A record is one unit of data. The period of time for a record is based on the historical data provided by the Data service you are using and, for real-time collected data, the Intraday Data Storage Time Unit.

The Intraday Data Storage Time Unit is set by selecting Global Settings >> Data/Trade Service Settings.

The Date, Time, Open, High, Low, Last, Volume and Number of Trades for a record can be changed. The editor is useful for correcting errors in the chart by deleting or correcting the records that contain errors.

To change a value, just type in the edit box for a field to modify it. After the fields for a record is changed, the record will be saved when you move on to another record or close the Intraday editor.

Advanced Editing

To see all of the lines of data in an Intraday data file and edit them in this way, then you will want to use the Export and Import Intraday Data feature in Sierra Chart. For more information see the Importing and Exporting Intraday Data files documentation page.

To combine Intraday data files (*.scid) together, you will want to use Edit >> Join Intraday Data.

To fill in missing data in an Intraday data file (*.scid) with data from another Intraday data file, you will want to use Edit >> Patch Intraday Data.

Quickly Locating a Specific Record In the Editor

  1. Change to a short time period per bar such as 10 seconds or less, to precisely locate the record that you want to modify or delete. Otherwise, the record displayed may not be precisely where the error is. To switch to a short time period per bar, select Chart >> Chart Settings on the menu and change the Days-Minutes-Seconds control. You can also, while the chart is active, type 10s and press Enter on your keyboard.
  2. Scroll the chart so that the bar you wish to edit is in view.
  3. Position your pointer over that bar in the chart.
  4. Right click your pointer and select Edit/Download Data - Intraday Chart on the shortcut menu. The Intraday data editor will be opened and the data record for the bar will be displayed. If you do not see this command listed, you will need to add it through Global Settings >> Customize Chart Shortcut Menu.
  5. You can Delete the record, or you can edit any of the available fields. After performing an edit, the current record will be saved when you Close the editor or you move to another record.

Deleting a Data File

An Intraday data file can be deleted if it is corrupted in some way and this corruption cannot be corrected by going to the Intraday chart and selecting Edit >> Delete All Data and Download on the menu. This procedure is generally unnecessary. So it should not be something which is commonly followed. It would be considered a last resort in the case of a corrupted data file.

When the Intraday data file is deleted, all data in the file will be lost. When you create a new Intraday chart for the symbol, Sierra Chart will create a new Intraday data file and download historical Intraday data from the data feed server into the new file.

The number of days downloaded depends upon the Maximum Historical Intraday Days to Download set in Global Settings >> Data/Trade Service Settings. Generally that setting should be set to 186. However, set it to what you require.

Depending upon the amount of data in the Intraday data file, you may want to make a copy of the file before deleting it.

To delete the Intraday data file and download fresh data, follow these instructions:

  1. Disconnect from data feed by selecting File >> Disconnect on the menu.
  2. Close all Intraday charts which are open for the symbol of the Intraday data file you want to delete. The best way to do this is to select File >> Close All Chartbooks.
  3. Select File >> New/Open Intraday Chart on menu.
  4. Select the symbol in the displayed file list.
  5. Press the Delete button to delete the file. Press Yes to confirm.
  6. The symbol should already be displayed in the File Name box.
  7. Press the Open button on the Open File window to open a new chart for the symbol.
  8. Sierra Chart will be connected to the data feed server again, and new data will be download for that symbol.
  9. After the data download is complete when you see Historical Download Complete displayed on the chart, then reopen your Chartbooks that you previously closed. This can be done through File >> Open Chartbook.
  10. If you wish to close the chart you just opened in step number 7, you can do that if you no longer need it. To do this, go to the chart and select File >> Close Active Window.

Editor Controls

Date

This field displays the Date for the current record and allows changing of the Date for the current record. Format is: YYYY-MM-DD

Time

This field displays the Time for the current record and allows changing of the Time for the current record. Format is HH:MM:SS.MS. (hours, minutes, seconds, milliseconds)

MS stands for milliseconds. At the present time the millisecond indicates the record sequence number within a second and will increment by 1 within a second.

Open

This field displays the Open for the current record and allows changing of the Open for the current record. In the case of 1 Tick data, this field will be blank.

In the case of 1 Tick Data, this field may also show a special indicator indicating the beginning or ending of a block of sub trades within a larger trade.

High

This field displays the High for the current record and allows changing of the High for the current record. In the case of 1 Tick data, this field will be the Ask price.

Low

This field displays the Low for the current record and allows changing of the Low for the current record. In the case of 1 Tick data, this field will be the Bid price.

Last

This field displays the Last price for the current record and allows changing of the Last price for the current record.

Volume

This field displays the Volume for the current record and allows changing of the Volume for the current record.

Number of Trades

This field displays the Number of Trades for the current record and allows changing of the Number of Trades for the current record.

Bid Volume

This field displays the Bid Volume for the current record and allows changing of the Bid Volume for the current record. This indicates the Volume which is considered traded at the Bid price.

For more information, refer to Definitions.

Ask Volume

This field displays the Ask Volume for the current record and allows changing of the Ask Volume for the current record. This indicates the Volume which is considered traded at the Ask price.

For more information, refer to Definitions.

Goto Date-Time

This button displays the Go to Date-Time dialog. In this dialog, enter the Date and Time that you want the Intraday Data Editor to immediately jump to so that you can edit that particular record or records nearby.

Delete Record (button)

This command sets all fields to 0 which causes the data not to be included in the chart.

The next record will be displayed after pressing the Delete Record button.

To repeatedly delete many sequential records, go to the first record to be deleted and then press and hold the Alt-E keys on the keyboard.

If you wish to delete the last record in the file, it is best to use the Delete and Download Data From Current Position to End button.

Undo Changes (button)

Restores the fields of the displayed record to the values from disk. It is only possible to undo changes for the displayed record.

Close (button)

Closes the Intraday Better window.

Delete and Download Data From Current Position to End (button)

Use the Delete and Download Data From Current Position to End function to re-download a block of data in an Intraday data file.

Deleting a block of data is useful to delete data that contains errors, to re-download the data in case there are missing data records in it, or for any other reason you want to re-download the data from the server.

  1. If the Intraday Data Editor is not already open, then go to the Intraday chart for the symbol you want to edit and select Edit >> Edit/Download Data - Intraday Chart on the menu. You can also right-click on the chart and select Edit/Download Data - Intraday Chart. If this command is not listed, then it can be added through Global Settings >> Customize Chart Shortcut Menu.
  2. Using the scrollbar located at the bottom of the Intraday Data Editor window, move to the record you want to begin to delete and download data operation from. If you are deleting data that has errors or there is missing data from the chart, then you will want to move the scrollbar to at or before the point where the errors begin or before the point of the missing data. If you want to delete and re-download all of the data in the file, then scroll to the very beginning.
  3. It is also possible to locate a specific record directly from the chart. This is the easiest way to locate a record. To do this, refer to Quickly Locating a Specific Record In the Editor.
  4. Press the Delete and Download Intraday Data from Current Position to End button.
  5. All data from the displayed record to the end of the file will be deleted. Data starting from the first deleted record to the present will be downloaded, if available on the server. If you delete from the very first record, all available data on the server will be downloaded up to the Maximum Historical Intraday Days to Download setting in Global Settings >> Data/Trade Service Settings.
  6. If the freshly downloaded data still contains data errors, then use the Delete Record button to manually clear the data which is not correct.

Scroll Bar

The scroll bar is for moving through the records in the Intraday data file to display the record you need. The fields (open, high, low, last, volume, number of trades) are displayed for a record as you scroll through the file. When using the scroll bar to move to another record, the current record is saved if it was modified. Any changes made cannot be undone.


*Last modified Wednesday, 22nd February, 2023.