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Date/Time: Sun, 07 Sep 2025 22:54:30 +0000



data download question

View Count: 623

[2025-07-10 15:32:07]
coachted - Posts: 461
i run a 3000 volume numbers bar chart, is there a way to get volume at price date for each numbers bar downloaded int0 a csv file....for example the numbers bar price is from 100-105...basically 20 ticks wide...i want to get the data for every price point (tick) of the total traded on the bid and the total volume traded on the offer for each tick in the bar...I dont need each trade i need the total traded at price for each price pooint in the bar...is this possible?
[2025-07-10 15:44:16]
ForgivingComputers.com - Posts: 1114
You could do this in ACSIL with sc.VolumeAtPriceForBars.
[2025-07-10 15:46:15]
coachted - Posts: 461
i was hoping it could be done just by download through SC
[2025-07-10 19:30:27]
John - SC Support - Posts: 41652
The only way to access the underlying Bid/Ask/Total volumes per price using the built-in tools within Sierra Chart is through the following Alert options:
Study/Chart Alerts And Scanning: Special Functions

Therefore, it is easy enough to get one price point out of the system (use a Spreadsheet Formula study and enter a formula such as "=BVAP(L, 0)" where L is the Low of the bar). But getting all of the data really requires a custom study to access and write out the data. Refer to the following:
ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel

https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-14 01:46:02]
coachted - Posts: 461
is there code available for the numbersbars study? and if so which .cpp file would i find that
[2025-07-14 15:51:26]
John - SC Support - Posts: 41652
is there code available for the numbersbars study? and if so which .cpp file would i find that

The Numbers Bars code is not available.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-16 15:55:19]
coachted - Posts: 461
hi john, sorry to bother you but i am creating code for a new study and want to know if i ny code can dynamically create a voice message in real-time using the actual data...so for example "500 contracts traded at 6350"..I want it to identify with a voice message any amount that trades over 500 and what price it traded at....can this be done or can only sound files be used as alerts
[2025-07-16 16:56:01]
John - SC Support - Posts: 41652
The interface language for ACSIL is C++. So you can do anything you want to do using standard C++ code.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-16 18:11:23]
coachted - Posts: 461
got it thanks...so i am new to coding and find it easier to use the framework of exsisting sd code...is the scsf_StudySubgraphAsTextAboveBelowBarV2 code available i dont think i saw it in the 1-8 cpp files
[2025-07-16 18:58:13]
John - SC Support - Posts: 41652
It's in the 'studies8.cpp' file.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-16 19:00:29]
coachted - Posts: 461
thank you
[2025-07-17 00:09:02]
coachted - Posts: 461
is the draw volume profile tool or volume profile study code available to users?
[2025-07-17 04:26:31]
coachted - Posts: 461
is there a way to extract tick data?
[2025-07-17 15:27:35]
John - SC Support - Posts: 41652
is the draw volume profile tool or volume profile study code available to users

No.

is there a way to extract tick data?

You can export the data from an existing intraday data file by using the "Edit >> Export Intraday Data to Text File".

If you are wanting to do this through ACSIL, then the easiest way is to open a 1 tick chart and then export that data.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-18 19:36:07]
coachted - Posts: 461
how can i get the swing hi and swing low on the cummulative delta...like the attached picture
imageScreenshot 2025-07-18 153444.png / V - Attached On 2025-07-18 19:36:04 UTC - Size: 41.15 KB - 34 views
[2025-07-21 10:58:56]
Sierra_Chart Engineering - Posts: 20831
Refer to:
Chart Studies: Settings and Inputs Tab >> Based On - Basing a Study on Another Study
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
[2025-07-30 02:15:17]
coachted - Posts: 461
You can export the data from an existing intraday data file by using the "Edit >> Export Intraday Data to Text File".

If you are wanting to do this through ACSIL, then the easiest way is to open a 1 tick chart and then export that data. what bar period would this be...volume set to 1 or something else?
[2025-07-30 13:47:18]
John - SC Support - Posts: 41652
It is a "Number of Trades" chart with the period set to 1. Refer to the following:
Chart Settings: Intraday Chart Bar Period >> Bar Period Type >> Number of Trades Per Bar (Chart >> Chart Settings menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-31 18:23:40]
coachted - Posts: 461
where can i find the user defined custom study code for the ecivwapanchor v1.5...which .cpp file is it in please
[2025-07-31 18:40:32]
John - SC Support - Posts: 41652
If we have the code for a User Contributed Study, then it would be at the following link:
User Contributed Advanced Custom Study System Source Code
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-08-01 12:03:59]
coachted - Posts: 461
i screw this up every month...it says my cme is paid but i dont see the depth of mkt can you please advise
[2025-08-01 12:33:11]
coachted - Posts: 461
so my sc data and dom are working fine but the rithmic data is not ..please note the dom on the left is fed with sc data feed and the on on the right is rithmic paper...can you please advise
imageScreenshot 2025-08-01 083131.png / V - Attached On 2025-08-01 12:33:05 UTC - Size: 442.74 KB - 28 views
[2025-08-01 14:15:37]
John - SC Support - Posts: 41652
If you are having a problem with data from Rithmic, then you need to contact Rithmic.

We are a bit confused though. If you are using multiple Sierra Chart installations on a single computer, then you can get the data from our Denali Exchange Data Feed to those different installations. You are limited to a total of 3 separate installations though. Refer to the following:
Denali Exchange Data Feed: Denali Exchange Data Feed Connections on Same Computer Simultaneously
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-08-01 14:19:35]
coachted - Posts: 461
I trade a funded account using SC and from my understanding if it is a funded account the trading has to go through their data vendor
[2025-08-01 14:28:42]
John - SC Support - Posts: 41652
The trading goes through that vendor - yes. But the data does not have to be.

Are these separate installations on the same computer or different computers?

If they are on the same computer, then for the installation connected to Rithmic, please tell us what the setting for "Global Settings >> Data/Trade Service Settings >> Common Settings >> Allow Support for Sierra Chart Data Feeds" is set to.
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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