Support Board
Date/Time: Wed, 08 Apr 2026 10:17:16 +0000
Post From: Header Specifications for Intraday and MBO Data Formats
| [2026-04-08 06:54:41] |
| User731601 - Posts: 1 |
|
Hello, I am looking for the specific header requirements and column definitions for the following data types in Sierra Chart (Denali live feed): Intraday Data: Could you provide the standard column headings and data types required for importing external time and sales data via text/CSV file (for conversion to .scid)? Market By Order (MBO): Does Sierra Chart currently support a specific file format or header structure for importing historical MBO (Level 3) data from an external source? Data Field Mapping: For the standard Denali Exchange Data Feed, which specific internal variables (e.g., in s_sc or s_SymbolData) are populated by MBO-specific updates vs. standard Trade/Tick updates? Thank you. |