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Date/Time: Wed, 26 Feb 2020 00:42:38 +0000



Import tick data without number of trades

[2013-12-07 02:14:42]
axsierrac - Posts: 3 | Ending Date: 2018-12-07 [Expired]
Hello, I have tick data in the following format:

Time,Ask,Bid,AskVolume,BidVolume
2007-03-30 16:01:15.688,1.33755,1.3374,18.1,35.2
2007-03-30 16:01:15.911,1.33755,1.3374,18.1,32.9
2007-03-30 16:01:16.181,1.33755,1.3374,22.1,30.5
2007-03-30 16:01:16.630,1.33755,1.3374,19.2,38.7

I can truncate the fractional seconds and delimit the Date, Time fields as required but looking at the following support page:
http://www.sierrachart.com/index.php?l=doc/doc_TextCSVDataFormat.html
- Date, Time, Open, High, Low, Close, Volume, Number of Trades, Bid Volume, Ask Volume (Header is optional. Intraday data only.)
- Symbol, Date, Time, Open, High, Low, Close, Volume, Number of Trades, Bid Volume, Ask Volume (Header is required. Intraday data only.)

The formats with 'Bid Volume', 'Ask Volume' seem to require the 'Number of Trades' field. If this data is not available, what dummy value should be used or would this tick data be unsupported without 'Number of Trades'?

Thank you,

-Adam



[2013-12-07 03:06:38]
Sierra Chart Engineering - Posts: 81479 | Ending Date: 2020-06-09
Use a zero value for the Number of Trades.
Sierra Chart Support - Engineering Level

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[2013-12-07 03:07:52]
axsierrac - Posts: 3 | Ending Date: 2018-12-07 [Expired]
Will the data replay appropriately in the chart with a 0 value?

Thank you for the fast response.
Date Time Of Last Edit: 2013-12-07 03:08:01
[2013-12-07 20:12:44]
Sierra Chart Engineering - Posts: 81479 | Ending Date: 2020-06-09
Yes.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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