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Date/Time: Sun, 09 Feb 2025 23:58:50 +0000



Export bar data issue

View Count: 477

[2023-12-12 00:13:29]
User188260 - Posts: 4
Hi there,
I've been reading quite a bit about this topic trying to find a solution, but I wasn't lucky enough.
I've been trying to download 2 years worth of intraday data which includes volume, number of trades, bid and ask volume. The data was filtered by minimum volume per trade of 3 ( on nq futures ), bar type "number of trade"( 1 ), and I was getting txt files of 35/40 mb, with the filtering working properly. But once I tried the same method for nq_u_2023 , the txt created was 2.5 gb and without the volume filter applied. I tried everything but I can't get the same type of txt I was getting from the older contracts. I tried the spreadsheet method but bid and ask volume don't appear on the sheet.is there a way to export more recent data with volume filter applied? Thanks in advance
[2023-12-12 15:36:58]
John - SC Support - Posts: 37842
This is hard for us to understand. However, you are mentioning 2 years of data and making reference to individual quarterly futures contracts. For every specific quarterly contract those contracts are only going to be active for 3 months.

To determine the active period, use a Continuous Futures Contract chart:
Continuous Futures Contract Charts

And refer to:
Edit Menu: Edit >> Export Bar Data to Text File
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-12 17:27:57]
User188260 - Posts: 4
My apologies for not being clear.
Basically I opened 9 charts for nq futures starting from nq_z_2021 till nq_z_2023. I set up every chart like this : bar type = number of trades set to 1 instead of time based charts and I applied on data limiting a volume filter <= 2, so the txt file would show only trades with a minimum volume of 3. This method worked well for the first 7 contracts I exported,every txt file had a size of around 40 mbs,showing only trades with a minimum of 3 volume,but once I tried to export bar data to txt file for the nq_u_2023, the txt file was bigger than 2 gbs and was showing millions of trades of 1 volume, ignoring the filter of <= 2 volume. The same happened once I tried to export nq_z_2023. I was using this method because I thought it was the best way to get volume, number of trades, bid and ask volume on the txt file exported. I tried the continuous contract method but I couldn't see bid and ask volume on the txt file.
Thank you in advsnce for you patience
[2023-12-12 18:38:54]
John - SC Support - Posts: 37842
How many days of data do you have loaded for those charts?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-12 19:40:54]
User188260 - Posts: 4
All the days for every specific contract. Let's say, from the 10th of September till the 10th of December for December contract. I used the same method for all of them but only the last two contracts, September and December 2023 gave me this Issue.
[2023-12-12 21:32:01]
John - SC Support - Posts: 37842
We are not able to reproduce this. When we load 200 days of data for NQZ23-CME, set the filter for <=2, "Filter Trade Completely" to "Yes", and then select "Edit >> Export Bar Data to Text File", we get a file of about 40MB.

Have you set the option for "Filter Trade Completely" to "Yes"? This can have a dramatic impact if you do not and you will end up with a lot of 0 volume trades showing.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-12 22:09:00]
User188260 - Posts: 4
Yes I tried this option already but I keep getting the same issue. I also disconnected and reconnected sierra, redownloading the data,but nothing, the issue persists
[2023-12-13 02:08:27]
Sierra_Chart Engineering - Posts: 18355
This is not within the scope of our support. We are declining further support here.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-12-03 20:12:39]
ShuvFlowTrader - Posts: 32
Hi, The Bar duration (for Non Time based charts) is not getting exported properly when I do a 'Bar export' to text file.
It shows up in the 'Number bar calculated values' studies and is fine in chart, but when I do the export, everything seems to be zero 0. I have tried changing the format in excel etc , but the raw export file contains zeros only.
When the duration of the bar is 00:05:32 , I expect it to be exported in this format. Any suggestions pls ?
[2024-12-03 20:33:15]
John - SC Support - Posts: 37842
Please give us a snippet of the file you are exporting and tell us where the issue is.
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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