import pandas as pd def convert_tick_data(input_file, output_file): df = pd.read_csv(input_file, skipinitialspace = True) df['Datetime'] = pd.to_datetime(df['Date'] + ' ' + df['Time'], format = '%Y/%m/%d %H:%M:%S.%f', errors = 'coerce') df = df.dropna(subset = ['Datetime']) df['FormattedDatetime'] = df['Datetime'].dt.strftime('%Y%m%d %H%M%S %f') nt_df = df[['FormattedDatetime', 'Last', 'Volume']] nt_df.columns = ['Datetime', 'Price', 'Volume'] nt_df.to_csv(output_file, index = False, sep = ';', header = False) print(f"Tick data conversion complete. The output file has been saved as {output_file}") if __name__ == '__main__': sierra_chart_export = 'C:\\SierraChart\\Data\\NQZ20-CME.txt' output_file = 'NQ 12-20.Last.txt' convert_tick_data(sierra_chart_export, output_file)