Login Page - Create Account

Support Board


Date/Time: Wed, 14 May 2025 07:20:39 +0000



Possible to Import Bid/Ask quotes from .CSV that doesn't have Trade quotes?

View Count: 825

[2016-04-25 18:33:50]
User760942 - Posts: 120
Hi SC,

I have a .csv that shows a new Bid/Ask quote anytime the price and/or volume of the Best Bid and/or Best Ask changes. By anytime, I mean changes that happen both on and/or in between Trades, not just on Trades.

This .CSV does not contain any Trade data. So I am wondering if it is possible to import it even though it has no Trade data?

For instance, this link http://www.sierrachart.com/index.php?page=doc/doc_TextCSVDataFormat.html#Formats says if it had Trade data I would import it in the following format.

Date, Time, Unused, Ask, Bid, Close, Number of Trades, Bid Volume, Ask Volume

Since it doesn't have Trade data, I am wondering if I could import it in this format
Date, Time, Unused, Ask, Bid, Volume, Bid Volume, Ask Volume

Thanks
Date Time Of Last Edit: 2016-04-25 18:38:08
[2016-04-25 18:57:54]
Sierra Chart Engineering - Posts: 104368
What you can do is set the Close to 0 when using:

Date, Time, Unused, Ask, Bid, Close, Number of Trades, Bid Volume, Ask Volume

And then use the Bid and Ask Prices study to see the Bid and Ask.
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
[2016-04-26 02:40:34]
User760942 - Posts: 120
Thanks.

Would I also set the "Number of Trades" to 0 when using the format you mentioned in post #2?
[2016-04-26 03:19:04]
Sierra Chart Engineering - Posts: 104368
No. That is not a valid setting. You cannot go lower than 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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account