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Date/Time: Mon, 20 May 2024 13:48:36 +0000



Post From: Python for Sierra Chart

[2021-06-19 06:29:49]
biconoid - Posts: 5
Hi Kiwi, Thank you so much for your code. It was well written and consie.
Upon running, i'm still seeing the same issue of
- datatime reported from 1899, SCDateTime epoch of December 30, 1899 in column[0] and
- timestamp as 000000 in column[1]

So i've a few questions going fwd.
- eur.usd data you're mentioning, it is spot FX market?
- Time based or tick based?
- If time based, what's the time series difference?
- Have you ran this with futures data?

In my case, i have only tried to run on Futures/FX obtained by Denali feed
- 1 tick ES (SC v2232)
- 10 tick GC (SC v2275)
- 10 seconds EURUSD) (SC v2275)

In all above cases i get wrong datetime value.
Output
Date,Time,O,H,L,C,V,T
18991230,000000,1.1748149394989014,1.1750800609588623,1.1748149394989014,1.17507004737854,16,16
18991230,000000,1.1750950813293457,1.1751049757003784,1.1750850677490234,1.1751049757003784,4,4
18991230,000000,1.1751099824905396,1.1752899885177612,1.1751099824905396,1.1752899885177612,16,16
18991230,000000,1.1752749681472778,1.1752749681472778,1.1752500534057617,1.1752500534057617,6,6
18991230,000000,1.1752550601959229,1.1752550601959229,1.1752550601959229,1.1752550601959229,1,1
18991230,000000,1.1752400398254395,1.1752500534057617,1.1752300262451172,1.1752500534057617,4,4
18991230,000000,1.1752400398254395,1.1752400398254395,1.175225019454956,1.175225019454956,3,3
NORMAL EURUSD.csv utf-8[dos] 0% ㏑:1/5635752
───────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
Date,Time,O,H,L,C,V,T
18991230,000000,1548.800048828125,1548.800048828125,1548.800048828125,1548.800048828125,1,1
18991230,000000,1556.7000732421875,1556.7000732421875,1556.7000732421875,1556.7000732421875,1,1
18991230,000000,1552.0,1552.0,1552.0,1552.0,1,1
18991230,000000,1534.7000732421875,1534.7000732421875,1534.7000732421875,1534.7000732421875,1,1
18991230,000000,1595.0,1595.0,1595.0,1595.0,1,1
18991230,000000,1485.0,1485.0,1485.0,1485.0,1,2
18991230,000000,1503.0,1503.0,1503.0,1503.0,1,1
NORMAL GCQ21-COMEX.csv utf-8[dos] 0% ㏑:1/191884
───────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
Date,Time,O,H,L,C,V,T
18991230,000000,0.0,0.0,2623.0,2623.0,1,1
18991230,000000,0.0,0.0,2717.0,2717.0,1,1
18991230,000000,0.0,0.0,2750.0,2750.0,1,1
18991230,000000,0.0,2757.75,2742.5,2742.5,1,1
18991230,000000,0.0,2830.0,2805.75,2830.0,1,5
18991230,000000,0.0,2845.0,2814.75,2845.0,1,3
18991230,000000,0.0,2845.0,2814.75,2845.0,1,2
NORMAL ESM21-CME.csv utf-8[dos] 0% ㏑:1/191884
───────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────


Is there a subset of SCID file you're using in your testing and maybe can share probably first 2-3 MB.
Date Time Of Last Edit: 2021-06-19 06:49:55