Joining Intraday data files together is for the purpose of joining together futures contract chart data files. However, newer versions of Sierra Chart utilize a superior method of joining futures contracts together by doing this dynamically in memory. This is performed with the Continuous Futures Contract Chart feature.
The Join Intraday Data Files Feature is only maintained for back compatibility purposes.
- Disconnect from the data feed by selectingFile >> Disconnect.
- SelectEdit >> Join Intraday Data.
- Add the Intraday chart data files you want to join together to theIntraday Files to Join The order of the files does not matter. Internally when the files are joined together, they are sorted according to the dates in the file. They are ordered from oldest to newest.
Set the Output Data Storage Time Unit to 1 tick (Note from sceeto | The Sierra Chart help files instruct users to set this value to 1 minute. In order to maintain tick level accuracy, you should set this value to 1 tick.)
- You can use a shorter time unit, but the file will be big and load times will be longer. You do so at your own risk.
- Select the Output File. The output file can be an existing file name. If it is an existing file name, it will be overwritten. You may want to set the Output File to the symbol of the most recent futures contract in the case where you are joining futures contracts.
- Press the Join list.
- When Intraday data files are joined, overlapping data is removed and the transition point from the prior file to the next file in the resulting Output file can occur by using two different methods. Enable the Use Rollover Rules for Transition option to transition from one futures contract file to the next futures contract file by using the Rollover date settings defined for the symbol or symbol pattern in the Global Symbol Settings.
To transition from one futures contract to the next based on Volume, then uncheck Use Rollover Rules for Transition. The transition point will occur when the Volume in the next file being joined with the prior file exceeds the Volume in the prior file. The Volume is analyzed over a period of 12 Hours. Therefore, the transition point may be within a day. Not necessarily at the start of the day.
- Open the Output file by selectingFile >> New/Open Intraday Chart.