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[User Discussion] - data export

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[2014-08-29 03:03:45] #1 [Go To First Post]
jivetrader - Posts: 395
hi, i am trying to use the Spreadsheet Study to accomplish the following: 1. export D1 data from 1/1/2007 to present 2. export Initial Balance data (first hour of the NQ futures) for same period for #1 i set up my chart session for Historical data and have no problem. for #2 i set the chart to Intraday and set the day session as 06:30-07:30 (Pacific Time) however there ar e2 issues: 1. the data only seems to go back to 6/2009, 2. the dates do not line up with the D1 data (there are extra days in the D1 data) please advise, thanks

[2014-08-29 05:43:07] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Data back to June 2009 seems about right. the dates do not line up with the D1 data (there are extra days in the D1 data) Not enough information here for us. What symbol? What are the dates? Not really sure we can help with this anyway. 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

[2014-08-29 07:21:28] #3 [Go To First Post]
jivetrader - Posts: 395
NQU4 futures i scrubbed the data and there were many extra rows in the Initial Balance data (intraday) vs the D1 (Historical). i think many of them were holidays. but i do not get why the daily data was missing 20 or 30 days vs intraday data of the same period. i would think that if the NQ market was open for the initial balance, then there would be a daily record of the OHLC. i have Sierra package 5 and my data service is set to OEC FIX/FAST. i will change to SC Historical Data to see if the data is more consistent. Date Time Of Last Edit: 2014-08-29 07:22:32

[2014-08-29 16:43:47] #4 [Go To First Post]
jivetrader - Posts: 395
hi, if my settings are as how the attached screenshot shows, then why am i seeing Sunday data in my data export (using the Spreadsheet Study) ?


chartsetup1.png / V - Attached On 2014-08-29 16:42:50 UTC - Size: 40.14 KB - 360 views

[2014-09-02 04:16:24] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The starting date for historical daily bars is what is considered the trading day date. Not the actual true starting date and time like Intraday charts will have. You cannot reliably be making the kind of comparison you are. 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

[2014-09-02 04:42:12] #6 [Go To First Post]
jivetrader - Posts: 395
so to achieve properly aligned session data RTH, Overnight, and Initial Balance, i need to use intraday data and change the seasion time for the output i need, and avoid getting daily data from historical charts. can you tell me if i would likely see any difference in this data using the Sierra RTH Exchange Data feed vs DTN IQ feed? thanks

[2014-09-02 16:33:13] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You will need to use Intraday charts. You should have more accuracy with the Sierra Chart Exchange Data Feed because more historical tick by tick data is available. 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

[2014-09-04 20:13:09] #8 [Go To First Post]
jivetrader - Posts: 395
i am not sure that using Intraday charts is the answer. i need statistical data (exported to spreadsheet) on the Initial Balance start & stop times, and Overnight session start & stop times, going back 5 years. i am using DTN IQ feed, CC symbol @NQ# the data should line up with each other i.e. use the same dates, and should exclude weekends. please provide a more complete answer. i need 10 columns as follows: RTH session OHLC - IB high - IB low - Overnight OHLC

[2014-09-04 20:48:33] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
If you are sure that using Intraday charts is not the answer, then we have nothing further to say because based upon what we are reading here that is what you must use. the data should line up with each other i.e. use the same dates, We do not understand this. If this is in reference to something you have previously said, you cannot expect that we are going to be aware of that because we have a high volume of support that we deal with and we cannot be rereading past communication on a complex subject which really is getting outside the bounds of our support. At this point we are dropping out of this thread and marking this as a User Discussion. 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: 2014-09-04 20:49:08

[2014-09-04 20:58:41] #10 [Go To First Post]
jivetrader - Posts: 395
PLEASE help me get the following data into a spreadsheet, for 5 years of data on NQ continuous contracts: 11 columns: date, RTH session OHLC, IB high, IB low, Overnight OHLC i am asking you to be more detailed in your response because "You will need to use Intraday charts." is not a complete answer. Please point me to the next step of doing this procedure.

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