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Direct MessagesDate/Time: Mon, 29 Apr 2024 07:43:06 +0000
[Programming Help] - database by tick
View Count: 799
| [2018-11-15 22:57:05] |
| stephane1 - Posts: 110 |
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Hello, Is it possible to get database in tick ? It seem to me that SCID file, it's only bar time . Rithmic is my datafeed. best SR |
| [2018-11-15 23:52:29] |
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When using Rithmic, the historical data and the real-time collected data is tick by tick. Just follow the instructions here: Tick by Tick Data Configuration If you are finding this is not the case, let us know and we will check on this. 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 Date Time Of Last Edit: 2018-11-15 23:52:55
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| [2018-11-16 17:54:06] |
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You can also use our Real-time Futures Data Feed which has over 7 years worth of historical tick data. Sierra Chart Exchange Data Feed 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 |
| [2018-11-16 19:13:45] |
| stephane1 - Posts: 110 |
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TKU.... I need to read all ask volumes and bid volumes in SCID.I used this scid real time file update question | Post: 130661 but It seem to me that there is missing data. Probably it's an incorrect time management in loop "While".... Do you have any ideas ? regards. stef |
| [2019-02-08 05:00:30] |
| uM8137 - Posts: 180 |
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I'm using "SC Data - All Services" from this (my SC evaluation) account. I'm trying to download ticks for US equity AAPL, however the data only seems to come in 1 minute bars. I went through the symbol reset and delete and download described by Tick by Tick Data Configuration However, I still only see 1 minute bar data in the Data/AAPL.scid file. Could someone advise on this: is AAPL tick-by-tick historical data available? I got the impression that equities tick data was supposed to be available. If it is available, I'm not sure how to troubleshoot why its not loading. Here is the log. HD Request # 12 | Downloading Intraday chart data for AAPL to the file AAPL.scid. Service: equities.us | 2019-02-07 23:51:51 HD Request # 12 | Download start date-time: 2013-08-18 00:51:50.000 | 2019-02-07 23:51:51 HD Request # 12 | Using server: ds7.sierracharts.com port 10149 | 2019-02-07 23:51:51 Socket (2) | Creating socket. | 2019-02-07 23:51:51 Socket (2) | Error setting send buffer size to 0. Unknown Windows error code 10022. | 2019-02-07 23:51:51 * Socket (2) | Connecting to IP: 8.18.161.133. | 2019-02-07 23:51:51 Socket (1) | Socket gracefully closed by remote side. | 2019-02-07 23:51:51 Socket (1) | Closed. | 2019-02-07 23:51:51 HD Request # 12 | Setting DTC encoding to Binary VLS | 2019-02-07 23:51:51 HD Request # 12 | Sending historical data logon request message. | 2019-02-07 23:51:51 HD Request # 12 | Requesting Intraday data. Start date-time: 2013-08-18 00:51:50. Record interval: 0. Symbol: AAPL | 2019-02-07 23:51:51 HD Request # 12 | Decompressing data. | 2019-02-07 23:51:51 HD Request # 12 | Receiving Intraday data for AAPL starting at 2013-08-19 04:19:00 | 2019-02-07 23:51:51 HD Request # 12 | Timestamp of first Intraday data file record written: 2013-08-19 04:19:00 | 2019-02-07 23:51:51 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-06 08:00:00. First Timestamp of record being filtered out: 2017-03-06 06:27:52. | 2019-02-07 23:51:54 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-07 07:38:22. First Timestamp of record being filtered out: 2017-03-07 07:11:13. | 2019-02-07 23:51:54 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-07 08:00:00. First Timestamp of record being filtered out: 2017-03-07 07:53:50. | 2019-02-07 23:51:54 ... HD Request # 12 | Downloading Intraday chart data for AAPL to the file AAPL.scid. Service: equities.us | 2019-02-07 23:51:51 HD Request # 12 | Download start date-time: 2013-08-18 00:51:50.000 | 2019-02-07 23:51:51 HD Request # 12 | Using server: ds7.sierracharts.com port 10149 | 2019-02-07 23:51:51 Socket (2) | Creating socket. | 2019-02-07 23:51:51 Socket (2) | Error setting send buffer size to 0. Unknown Windows error code 10022. | 2019-02-07 23:51:51 * Socket (2) | Connecting to IP: 8.18.161.133. | 2019-02-07 23:51:51 Socket (1) | Socket gracefully closed by remote side. | 2019-02-07 23:51:51 Socket (1) | Closed. | 2019-02-07 23:51:51 HD Request # 12 | Setting DTC encoding to Binary VLS | 2019-02-07 23:51:51 HD Request # 12 | Sending historical data logon request message. | 2019-02-07 23:51:51 HD Request # 12 | Requesting Intraday data. Start date-time: 2013-08-18 00:51:50. Record interval: 0. Symbol: AAPL | 2019-02-07 23:51:51 HD Request # 12 | Decompressing data. | 2019-02-07 23:51:51 HD Request # 12 | Receiving Intraday data for AAPL starting at 2013-08-19 04:19:00 | 2019-02-07 23:51:51 HD Request # 12 | Timestamp of first Intraday data file record written: 2013-08-19 04:19:00 | 2019-02-07 23:51:51 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-06 08:00:00. First Timestamp of record being filtered out: 2017-03-06 06:27:52. | 2019-02-07 23:51:54 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-07 07:38:22. First Timestamp of record being filtered out: 2017-03-07 07:11:13. | 2019-02-07 23:51:54 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2017-03-07 08:00:00. First Timestamp of record being filtered out: 2017-03-07 07:53:50. | 2019-02-07 23:51:54 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2019-02-07 07:59:04. First Timestamp of record being filtered out: 2019-02-07 07:05:30. | 2019-02-07 23:53:19 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2019-02-07 08:00:03. First Timestamp of record being filtered out: 2019-02-07 07:00:01. | 2019-02-07 23:53:19 HD Request # 12 | Out of order historical Intraday data. Timestamp before out of order data: 2019-02-07 08:00:03. First Timestamp of record being filtered out: 2019-02-07 07:18:02. | 2019-02-07 23:53:19 Historical data download thread signaled to stop. | 2019-02-07 23:53:19 Socket (2) | Shutdown started. Waiting for graceful close. | 2019-02-07 23:53:19 HD Request # 12 | Received 36776636 records from 2013-08-19 04:19:00 to 2019-02-07 19:59:53 (5.5years) and wrote 36763776 records for AAPL | 2019-02-07 23:53:19 HD Request # 12 | Completion time: 1m 28s | 2019-02-07 23:53:19 HD Request # 12 | Intraday data download complete for AAPL. Unique request ID: 6 | 2019-02-07 23:53:19 Removed historical data download ID 6 | 2019-02-07 23:53:19 Real-time Intraday chart data file updates started for AAPL | 2019-02-07 23:53:19 Intraday chart data file opened for AAPL | 2019-02-07 23:53:19 Socket (2) | Socket gracefully closed by remote side. | 2019-02-07 23:53:19 Socket (2) | Closed. | 2019-02-07 23:53:19 * * * UPDATE! my mistake! The beginning of the .scid file (2013) has minute data, but by the end of the AAPL.scid file, there is tick data. So there seems to be simply a bug wherein SC returns minute bars when ticks are asked for--over some time periods. This may be reasonable in some contexts, but when tick data is specifically requested, it is most unexpected. 2015-09-18T19:02:50-04:00 seems to be the start of AAPL tick data. Date Time Of Last Edit: 2019-02-08 05:15:57
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