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Direct MessagesDate/Time: Sat, 20 Apr 2024 13:48:12 +0000
Spreadsheet data
View Count: 943
| [2018-04-13 16:59:28] |
| User450179 - Posts: 105 |
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Hi, Question about what data I should be downloading in order to build any and all...time, volume, tick, range charts in excel and then analyze that data in the cells. I think I would initially use the NUMBER OF TRADES PER BAR and set this number to one and add teh volume study if I want volume numbers. Then set the time from 9:30 am eastern to 16:00:; eastern if I only want open to close data. This DATA range should encompass every tick, every trade, every time frame, and all volume during this time period..correct? I am new to using the spreadsheet data, and I am pretty much a novice with the excel program. I am in the process of paying someone to help me with some of the data. If i wanted to use excel to build the following from the data would the number of trades per bar set to 1 with a volume be all I would need in order to have the data needed to let's just take the ES emini sp500 1. range chart based on ticks.. so volume in 1 tick, volume in 2 ticks, volume in 3 ticks etc,. each of these would be it's own spread sheet with data in the cells 2. bar chart with volume in 1 sec, 5 sec, 1 minute, 2 minutes, 5 minutes, etc. these would all have an associated excel spreadsheet CURRENTLY, I am getting this data but it is very time and labor intensive to change the time frames and then get the spreadsheet data for each time frame.. and then i do the same thing for the range chart based on ticks.. so i change the chart to 1 tick or 4 ticks or 10 ticks and that would be 3 different spreadsheet studies, and then for 4 markets is very time consuming. In summary, hving the bar per number of trades with volume should give me all the data I need to perform these studies outside of sierra chart once I hve the initial data downloaded? Thank you JAY |
| [2018-04-13 17:14:20] |
| User450179 - Posts: 105 |
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after thinking about this a little more.. can i download the time and sales with volume at the end of the day? I think that is basically waht i am doing with my 1 trade per bar data/ do you agree or have a better Idea.. If downloading time and sales data at the end of the day is my best option could you give me the link or explain how to do that? thanks JAY |
| [2018-04-13 18:49:39] |
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We are not totally clear what you want but you should not be involving the Spreadsheet study because it is going to be inefficient with tick by tick data. You can export the data: Exporting and Importing Intraday Data Files If you are interested in the volume at price data for each chart bar, you should use ACSIL and programmatically access the data that way and do what you want. Refer to: Advanced Custom Study Interface and Language (ACSIL) ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars 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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