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Direct MessagesDate/Time: Tue, 30 Apr 2024 10:18:24 +0000
Exported daily data format
View Count: 496
| [2019-09-12 07:51:21] |
| User315411 - Posts: 47 |
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Hi, The exported bar data text file from a daily chart has different format: Date, Time, Open, High, Low, Last, Volume, NumberOfTrades, BidVolume, AskVolume 2015/1/2, 00:00:00, 2016.75, 2029.00, 2000.50, 2008.00, 1358348, 2746750, 0, 0 2015/1/5, 00:00:00, 2007.50, 2010.00, 1971.25, 1977.75, 2033774, 2735166, 0, 0 2015/1/6, 00:00:00, 1980.75, 1985.25, 1946.00, 1956.25, 2345361, 2738793, 0, 0 2015/1/7, 00:00:00, 1958.25, 1985.50, 1957.50, 1981.25, 1760658, 2719370, 0, 0 2015/1/8, 00:00:00, 1982.25, 2020.25, 1982.00, 2016.75, 1555733, 2717604, 0, 0 2015/1/9, 00:00:00, 2015.50, 2023.75, 1993.00, 1997.00, 1907571, 2678435, 0, 0 The NumberOfTrades numbers look always bigger than Volume, but should it be smaller? Does the NumberOfTrades column really mean it? Thanks. |
| [2019-09-12 08:18:47] |
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That would be the open interest in the case of Daily data. How exactly did you do the export so we can update the documentation or correct the field. 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: 2019-09-12 08:19:22
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| [2019-09-12 19:53:06] |
| User315411 - Posts: 47 |
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SC1987, FS -> open historical chart -> Edit -> Export Bar Data to Text File
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| [2019-09-16 07:55:53] |
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We will make sure the field is labeled as Open Interest when exporting the daily data.
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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