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Date/Time: Sat, 07 Dec 2024 10:57:06 +0000



Chart bar/study .csv file does not match bars displayed in the charts, last day missing

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[2024-10-18 18:56:59]
User109115 - Posts: 36
Hi. I have a group of intraday Nasdaq stock charts in a chartbook. The chart settings are the same for all charts, and each has the study "write bar and study data to file" added. Although charts are intraday, the bar period is 1 day. So here's the problem. When I log in in the morning and open the chartbook, before the Nasdaq pre-market, all charts correctly show the previous days bar. However, when I look in the sierrachart/data/ folder at the individual .csv files for each stock, the previous day has been omitted for some reason, and only seems to be up to date once the stock has started trading on the new day. Maybe it's something in my settings? Help appreciated, thank you!
[2024-10-18 21:10:07]
John - SC Support - Posts: 36511
If you are just missing some of the later day data, then this would make sense in that the data was downloaded when connected in the morning, but depending on your Session Times, the chart may not have updated yet for the "Write Bar and Study Data to File" to have been called and actually write the data out to the file.

If you are missing the entire day, and you were on the system during that day, then we are not sure. This should not occur.
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[2024-10-19 07:45:32]
User109115 - Posts: 36
Thanks for your reply. I'll try to explain what happens. My session times for each chart are set to start at 10.00.00 and end at 02.00.00 CET time, which corresponds to the full Nasdaq session times including pre and after RTH sessions. I am opening the chartbook at approx 09.00.00, which is 7 hours after my chart bars end. For example, today (Saturday 19/10/24), I look at the charts and I can see that the last bar on each chart is 18/10/24, which is as I'd expect it to be. But if I open any of the individual -BarStudyData.csv files (which were created when the chartbook was opened), the last entry is 17/10/24. However, if I select any one chart and "Edit/Export bar and study data to text file", this creates a .txt file with the last entry of 18/10/24. If I take one chart and add an associated watchlist listing all the other required charts, then run a scan, the files end on 17/10/24.
Perhaps you can duplicate the problem? Many thanks for your help.
[2024-10-19 14:58:43]
User109115 - Posts: 36
To add, I've checked the charts again on Saturday 19/10 at 17.00 CET+1. It's the same, no updates for 18/10 (10/18/24 US style date)
[2024-10-21 13:48:38]
User109115 - Posts: 36
More. It is apparent that a new bar with trades needs to start before the last day .csv or .txt files are correctly updated, even though I've specfied that the previous bar should end at a certain time, and even though the intraday charts correctly the previous day. Please look more closely at this issue. Thanks in advance
[2024-10-21 17:26:02]
John - SC Support - Posts: 36511
Are you missing multiple bars or just a single bar? What is the bar period of your chart?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-10-21 17:42:31]
User109115 - Posts: 36
I'm just missing the last bar. My intraday bar period is 1-0-0 Days-Mins-Secs
[2024-10-21 17:50:25]
John - SC Support - Posts: 36511
The reason for this is that a bar is not considered "closed" until a new bar has begun. So there needs to be a trade that would be on the next day for the previous bar to be considered done, and then written out with the "Write Bar and Study Data to File" study. Therefore, you will not have that bar written out for Friday until trading starts again on Sunday night or Monday (depending on the instrument and your settings).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-10-21 18:09:14]
User109115 - Posts: 36
Thanks, though it's a pity it needs to rely on a new bar with a trade, as it should be just as easy to form the previous (missing) bar as soon as the bar is closed, in accordance with whatever my bar end time setting is. The latter has the advantage that I can generate signals before the new day actually starts trading, and I can't see any disvantage in doing it this way. Do you have any plans to address this please? Or any other solutions to this?
[2024-10-21 20:14:39]
John - SC Support - Posts: 36511
This is not something that is going to change. It is an inherent piece of how Sierra Chart works in order to keep overall processing low.

The only other option is to use the "Edit >> Export Bar and Study Data to Text File". Refer to the following:
Edit Menu: Edit >> Export Bar and Study 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
[2024-10-21 20:22:11]
User109115 - Posts: 36
Thanks. Is there a programmatic way to do this please? If so, please could you refer me to the relevant documentation. Regards
[2024-10-21 20:57:29]
John - SC Support - Posts: 36511
No matter what you do, there will not be a way to have this done automatically. The issue is that there will not be a call to your custom study until there is another new trade that takes place. So there is not a way to get that last bar outputted.

The only thing you could do would be to create a custom study that outputted the data, and then have a special handling if there has not been some update for some period of time (let's say no new data in 30 minutes). But you would have to force a recalculation of the chart in order to do this, either by selecting "Chart >> Recalculate" or selecting the "Insert" key, or by opening Sierra Chart, etc. Otherwise, there will not be anything to force a call to your program

If you want to pursue it, then start with the "Write Bar and Study Data to File" source code in the Studies6.cpp file. Refer to the following:
How to Build an Advanced Custom Study from Source Code
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-10-22 12:24:15]
User109115 - Posts: 36
What would be really helpful is a "select all charts" function, so that SCID to text/CSV chart data exports could be handled with one click. Or bulk settings changes, even...
You already have the export to text file routine
Date Time Of Last Edit: 2024-10-22 12:25:58

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