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Date/Time: Thu, 20 Jun 2024 18:25:15 +0000



upcoming feature: Bid/Ask Price & AskSize/BidSize Data

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[2014-07-14 21:31:03]
Sierra Chart Engineering - Posts: 104368
Bid and Ask prices are stored in the Intraday data files (scid files). When historical Intraday tick by tick data is downloaded it will contain Bid and Ask prices . And when Sierra Chart is storing data in real-time, also the bid and ask prices are stored in the data file.

You can see the data through Edit >> Edit/Download Data-Intraday Chart if the records are tick by tick. In the case where a record contains the bid and ask price you will see the Open is 0, the High is the Ask price, the Low is the Bid price. And the Last/Close is the closing price.


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: 2014-07-14 21:32:56
[2014-07-15 00:19:36]
SgtJ - Posts: 154
Thanks for clarifying.
[2014-07-15 04:06:42]
SgtJ - Posts: 154
I do see the data as mentioned below. Is there a way to access this data via acsil? It seems acsil sees what is displayed in the "chart values for tools" window...OHLC are all the same value. ty

You can see the data through Edit >> Edit/Download Data-Intraday Chart if the records are tick by tick. In the case where a record contains the bid and ask price you will see the Open is 0, the High is the Ask price, the Low is the Bid price. And the Last/Close is the closing price.

Date Time Of Last Edit: 2014-07-15 04:07:25
[2014-07-15 04:15:45]
Sierra Chart Engineering - Posts: 104368
You can access it indirectly just by directly reading the records in the scid file.
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
[2014-07-15 04:47:30]
SgtJ - Posts: 154
I thought that would be the case but it doesn't seem to work. I just setup a simple bool for last price == high price and it returns true for every tick.
[2014-07-16 17:55:00]
SgtJ - Posts: 154
Any thoughts? Just to be sure the test also included last price == low price, used different sized draw points and every trade was true for high and low == last.
[2014-07-23 15:35:55]
SgtJ - Posts: 154
Is this a moot thread? If not should I be accessing the data differently then mentioned above (#29/30)?
[2014-07-23 17:16:08]
Sierra Chart Engineering - Posts: 104368
We apologize. For some reason we had overlooked your recent postings.

Make sure you have a tick by tick data configuration:

https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php

What Data or Trading service are you using? And what version of Sierra Chart do you have?


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
[2014-07-23 17:26:10]
SgtJ - Posts: 154
Data set to 1 tick, storage at 1 tick, Version 160, rithmic data. Per post 27, when I look at the data via edit/download data I see it as you mentioned above, but thru acsil and the tools value window the ohlc are all the same value. thx
[2014-07-23 18:31:52]
Sierra Chart Engineering - Posts: 104368
Actually as we think about this, the Open, High, Low, and Close in ACSIL would be the same.

You have to read the data directly from the Intraday data file.
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
[2014-07-23 22:42:17]
SgtJ - Posts: 154
You have to read the data directly from the Intraday data file.

I'm not exactly clear with what you mean...how is that done? ty
[2014-07-23 23:47:37]
Sierra Chart Engineering - Posts: 104368
You need to use the C++ file I/O functions or the Windows API file I/O functions to read the Intraday data file directly.

Here is the documentation for the Intraday data file format:
https://www.sierrachart.com/index.php?page=doc/doc_IntradayDataFileFormat.html
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
[2014-07-25 21:06:46]
SgtJ - Posts: 154
Per the link above:

#4 -
If a data record represents one single tick, then the open, high, low, and close will be set to the same value and you will write one record for every tick.

Is this going to be effective for examining the bid/ask price vs last trade?
[2014-07-26 08:40:52]
Sierra Chart Engineering - Posts: 104368
Yes it still will be because that documentation is out of date. It has now been updated:
https://www.sierrachart.com/index.php?page=doc/doc_IntradayDataFileFormat.html
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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