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Direct MessagesDate/Time: Fri, 03 May 2024 11:25:10 +0000
Import CME Datamine Fix Format data into Sierrachart
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| [2015-10-13 22:01:44] |
| User760942 - Posts: 120 |
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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! |
 example.jpg / V - Attached On 2015-10-13 21:58:19 UTC - Size: 301.93 KB - 314 views |
| [2015-10-13 22:30:38] |
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Our recommendation is to stay away from FIX. It will be too complex to work with. Sierra Chart can only handle FIX over a network socket. Not from a file. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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