I have Sierra Chart as my charting with IQFeed. I want to maintain a database of my own containing markets I watch with a granularity of one second (don't need all the ticks). If I export from sierra chart, it exports all data from 2006 which is OK for my first export but I need to refresh the data weekly.
I'm wondering if there's a way to get it directly from IQFeed or by using DDE with Excel or something like that? I want:
Symbol,Date,Time,Open, High, Low, Close, Vol
for each second.
I then want to be able to update this weekly by refreshing my database somehow. Would appreciate any ideas.