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Date/Time: Tue, 14 May 2024 14:28:18 +0000



Activating Tick-by-tick data for equities

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[2021-07-06 18:16:41]
BenitoOneal - Posts: 4
Hello, after hours of reading and making sure I could absolutely not figure this out I have come to you for a bit of direction please.

Problem: Which Service Pack upgrade would allow me access to time & sales for equities for the available stocks. I included some context in the attached .PNG

Goal: To have either delayed or real-time Time & Sales to show up and load for equities/stocks. If this is possible, which upgrade enables this service through my account panel? Everything listed under Activate Services seems to deal with Futures, and the service packages aren't clear if it'll include this service that I seek. Do I even need additional services at all since most stocks are available but at a delayed pace (i'm only interested in the tick-by-tick sales of the day).

2.) Can I export Time and sales to SierraC's spreadsheet feature, or to a csv/txt file? And can I access past tick-by-tick time and sales data on past days for available stocks?

Thanks for your time, please help!


https://www.sierrachart.com/Download.php?Folder=TicketingSystem&download=52533
[2021-07-06 21:39:56]
John - SC Support - Posts: 31602
It depends on what you are wanting from the Time and Sales data. If you are just looking for the trade information, then you can get that historically from the existing Historical Data Service for the U.S. Equities, as that information contains the data at 1-tick intervals. You can export the data that is stored in the data file by using the Edit >> Export Intraday Data to Text File. Refer to the following:
Edit Menu: Edit >> Export Intraday Data to Text file

In the above case, no special package or options are needed. You can do everything from Package 3 if wanted.

If, on the other hand, you are looking for all the bid and ask updates as part of the Time and Sales information, then you would need to have the real-time data feed for that. In which case, you would need to use the Sierra Chart Exchange Data Feed and activate the U.S. Equities exchange. Refer to the information here:
Sierra Chart Exchange Data Feed

In order to export the data though, the best option would be to use the "Time and Sales" studies to get the data you want on the chart, and then use the Write Bar and Study data to File study to actually do the output. Refer to the following:
Write Bar and Study Data To File

Or, you can develop an ACSIL study to get the data and export it. Refer to the following:
Advanced Custom Study Interface and Language (ACSIL)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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