Support Board
Date/Time: Tue, 16 Dec 2025 18:59:50 +0000
Reload and exoport tick by tick data
View Count: 154
| [2025-10-22 03:46:34] |
| User571447 - Posts: 2 |
|
Hello everyone, I’m working with NQ 100 futures data and noticed that Sierra Chart provides a function to export Bar Aggregation data. However, I haven’t been able to find any option to export tick-by-tick data. I’d like to ask: Does Sierra Chart allow licensed users to export historical tick-by-tick data for backtesting purposes? Or is data export limited only to Bar Aggregation data? If exporting historical tick-by-tick data is permitted, how can I do it? Also, how far back does the available historical tick data go? Thank you very much! |
| [2025-10-22 14:28:52] |
| John - SC Support - Posts: 43497 |
|
You have two ways you can export the tick-by-tick data: 1. Use the option for "Edit >> Export Intraday Data to Text File". This will export the entire contents of the intraday data file that is associated with the active chart at that time. Refer to the following: Edit Menu: Edit >> Export Intraday Data to Text file 2. Set the chart to be a 1 tick chart (Number of Trades with a period of 1) and then use "Edit >> Export Bar Data to Text File". Refer to the following: Edit Menu: Edit >> Export Bar Data to Text File For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [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. |
| [2025-10-29 12:59:52] |
| Sierra_Chart Engineering - Posts: 21858 |
|
To understand the data, refer to: Exporting and Importing Intraday Data Files: Format of Exported Data This is incorrect: 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. However: Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration 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: 2025-10-29 13:01:22
|
To post a message in this thread, you need to log in with your Sierra Chart account: