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Direct MessagesDate/Time: Thu, 02 May 2024 21:28:28 +0000
Post From: Python for Sierra Chart
| [2023-01-12 23:04:27] |
| BillsSBC - Posts: 29 |
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You can also read partial SCID file, by passing size (eg: read last 1mb of data):
I've found this code to be really helpful, thank you for sharing. The issue below seems to only be present when writing bar data out to csv and is not an issue reading directly from scid with your code: In this case, my guess is that while Pandas is using the DateTime index to resample your values, SC uses microseconds as a counter which could screw up the incomplete/current bar. Example 09:30:00.3 is actually lower in time than 09:30:00.20 within SC.
User726340, have you made any effort to read tick data (each trade) in real-time. My biggest issues are appending and analyzing each trade as the scid is updated with each Pandas update. Do you have any suggestions on how to handle this? |