Support Board
Date/Time: Sat, 30 May 2026 14:09:44 +0000
Post From: Computing bar index N's timestamp from a scid file outside of Sierra Chart
| [2026-05-13 20:56:41] |
| Sierra_Chart Engineering - Posts: 23891 |
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When Sierra Chart constructs bar OHLC values for an intraday chart from a .scid file, are any trade conditions or record types filtered out by default? For example, are out-of-sequence trades, late trades, opening/closing prints, dark pool reports, or odd-lot trades excluded from the bar high/low/open/close calculations?
The .scid file contains only data that is used in the charts. Any record types that are reported that should not be part of the chart, as defined by the exchanges, are not saved in the .scid file. The only exception is odd lot trades which is controlled by this setting: Chart Settings: Include Odd Lot Equity Trades (Chart >> Chart Settings >> Chart Data >> Chart Data menu) Are there chart settings or symbol settings that control which records contribute to bar OHLC vs which are ignored? If so, where are these settings located?
The settings that would have an impact on this are the following: Chart Settings: New Bar at Session Start (Chart >> Chart Settings >> Session Times >> Intraday Chart Session Times menu) Chart Settings: Split Data Records (applies to Number of Trades, Volume and Range charts) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) Chart Settings: Trades Combining Method (Chart >> Chart Settings >> Chart Data >> Chart Data menu) For a tick whose timestamp falls exactly on a bar boundary (e.g., a tick at 11:05:00.000 for 10-second bars starting at 11:05:00), does that tick go into the bar starting at 11:05:00 or the bar ending at 11:05:00? Is the bar interval [start, end) or (start, end]?
A bar starts at the defined starting time (i.e. 11:05:00 is the start time of the bar). A bar ends when a new bar starts at the next starting time increment. So a 5 minute bar that starts at 11:05:00 would contain all trades having times between and including 11:05:00 and 11:09:59.999999. A time of 11:10:00 would start a new bar. Beyond the .scid file, does Sierra Chart pull intraday OHLC data from any other source files (e.g., .depth, .dly) that I would need to incorporate to reproduce SC's bars exactly?
No. Is there a documented reference for the bar-construction algorithm that I could consult to ensure my Python reader produces matching results?
No. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-05-13 20:59:14
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