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Date/Time: Fri, 29 Mar 2024 15:00:34 +0000



Post From: Questions on Historical Data from SC Exchange Data Feed

[2019-02-04 20:39:09]
Sierra Chart Engineering - Posts: 104368
The bid and ask prices assuming you have used Edit >> Export Intraday Data to Text File

From documentation:
The format of the exported data is as follows: Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume. In the case of when a data record consists of 1 tick/trade, NumberOfTrades will be set to 1 in this case, the Open is equal to 0, the High is equal to the Ask price, the Low is equal to the Bid price, and the Last is equal to the trade price. Volume is equal to the volume of the trade.

Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2019-02-04 20:39:18