Login Page - Create Account

Support Board


Date/Time: Thu, 28 Mar 2024 11:42:05 +0000



Post From: Python for Sierra Chart

[2021-06-19 14:47:59]
User907968 - Posts: 800
You wrote the information necessary to answer your question in the original message, but then used conflicting information when constructing your code.


Trying to read Sierra Chart SCID file using Python and export as CSV/TSV

Using following approach:

With reference to s_IntradayRecord Structure Member Descriptions at
Intraday Data File Format

- The Intraday data record structure, s_IntradayRecord, is 40 bytes in size.
- The Intraday data file header, s_IntradayHeader, is 56 bytes in size.
- The DateTime member variable is a SCDateTimeMS variable. This is a 64-bit integer.
It represents the number of microseconds since the SCDateTime epoch of December 30, 1899.

"SCDateTimeMS variable. This is a 64-bit integer" which means you need to use 'q' as opposed to 'd' to unpack ('q4f4I' not 'd4f4I') - q being correct for 64-bit integer (long long)

If you want the data in excel format, one method is to simply divide the datetime variable returned by the number of microseconds per day.

For example, using the first value from your data.scid file, 3795467579000000 -> 43929.022905 -> 08/04/2020 00:32:59