Support Board
Date/Time: Wed, 17 Dec 2025 02:38:27 +0000
Post From: Reload and exoport tick by tick data
| [2025-10-29 10:06:27] |
| User571447 - Posts: 2 |
|
Dear Sierra Chart Support, I would like to confirm something about the exported data format. Currently, when I export trade data, I receive lines that look like this: Date,Time,Open,High,Low,Last,Volume,NumberOfTrades,BidVolume,AskVolume 2024/3/12,13:30:00,18311.50,18311.50,18311.00,18311.50,1,1,0,1 2024/3/12,13:30:00,18311.75,18311.50,18311.00,18311.75,1,1,0,1 2024/3/12,13:30:00,18311.75,18311.50,18311.00,18311.75,1,1,0,1 2024/3/12,13:30:00.002,18311.25,18311.50,18311.25,18311.25,1,1,1,0 2024/3/12,13:30:00.002,18311.00,18311.50,18311.25,18311.00,1,1,1,0 As you can see, this looks like OHLC-style data compressed at each timestamp, rather than true tick-by-tick trade data with a precise time scale. What I would like to obtain is actual time-scaled tick-by-tick trade data — meaning each individual trade event (with its exact timestamp, price, and volume), not aggregated or bar-based OHLC data. Could you please let me know: Which setting or data feed package allows exporting true tick-by-tick time-based data? Is there a specific chart type or export option I should use to obtain it? Thank you very much for your help. |