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Date/Time: Thu, 02 May 2024 20:04:17 +0000



Post From: Python for Sierra Chart

[2023-02-24 19:45:00]
sgne - Posts: 101
Here's what tick data SCIDs yield with Kiwi's python code.

The open comes back as zero, and the HLC values are different numbers. Either H=C or L=C.

I guess H=Ask, L=Bid, and C=Trade Price. The zero Open value prints as either 0.0 or a tiny 10^-38 value.

To get eastern time, I set tzvar to -5, but the date was off by one, to judge from data spanning the eoy, so I changed this line, under def deserialize, to 29 instead of 30:

d = date(1899, 12, 29) + timedelta(date_tok)

There's a problem, however, with DST, which happens in early March, so then tzvar needs to be -4 for that time, and switch back in early November. It needs to vary.

If anyone knows anything more about this, or if I'm doing something wrong, feel free to chime in.
Date Time Of Last Edit: 2023-02-25 15:16:44