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Date/Time: Fri, 05 Sep 2025 21:59:48 +0000

Post From: Import CME Datamine Fix Format data into Sierrachart

[2015-10-13 22:01:44] Link To Thread - Link To Post [Go To First Post]
User760942 - Posts: 120
Hi SC, Do you have any tips on how to convert historical "market depth" tick data purchased from the CME's Datamine division (as shown here www.cmegroup.com/market-data/datamine-historical-data/#marketDepth) from its "FIX Format" to a format (such as Text/CSV) that can be imported into Sierrachart for backtesting purposes? A screenshot of the link mentioned above is attached. The Blue arrow in the attached screenshot points to the exact "Fix Format" file I'm looking to import into SC. The Red arrow in the attached screenshot points to a "layout guide" that explains the "Fix Format" the file pointed to by the Blue arrow is in. Thanks!
0x Thank you
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