Trade Activity Log, Trade Activity Type set to Fills
- 1Open Trade >> Trade Activity Log from the main menu and stay on the Trade Activity tab.
- 2Open Display Settings in the log window, set Trade Activity Type to Fills, and set the date range and the Trade Account.
- 3In the log window's own menu choose File >> Save Log As to write the visible rows to a text file (prices as shown on your charts), or File >> Export for a tab-delimited file (prices unadjusted, see below).
Columns to expect: DateTime, Symbol, Buy Sell, Filled Quantity or Quantity, Fill Price, Trade Account, Fill Execution Service ID.
- File >> Export writes prices before the Symbol Price Multiplier is applied. On a CME direct feed that means 2345025 instead of 23450.25; the preview spots this and asks you to confirm dividing by 100.
- File >> Save Log As writes adjusted prices, so no scaling question appears. Either file imports.
- Multiple Trade Accounts in one file are kept apart during reconstruction; filter to one Trade Account before saving to keep journals separate.
Trade Activity Log, Trade Activity Type set to Orders or All Activity
- 1Open Trade >> Trade Activity Log from the main menu and stay on the Trade Activity tab.
- 2Open Display Settings, set Trade Activity Type to Orders or All Activity, and set the date range and the Trade Account.
- 3In the log window's menu choose File >> Save Log As (prices as shown) or File >> Export (tab-delimited, prices unadjusted) and save the file.
Columns to expect: ActivityType, DateTime, Symbol, OrderActionSource, Internal Order ID, Service Order ID, Quantity, Buy Sell, Price, Order Status, Fill Price, Filled Quantity, Trade Account, Position Quantity.
- Only rows with Order Status Filled are used; duplicates from resubmitted or amended orders are removed by their Service Order ID.
- Blank Filled Quantity cells fall back to the order Quantity, which is how Sierra writes many filled rows.
- With File >> Export, symbols on a CME direct feed (often ending in _FUT_CME) come out price-scaled x100; the preview asks before dividing. File >> Save Log As writes them already adjusted.
- The Trades tab of the log is a processed summary; import the Trade Activity tab so the fills themselves are reconstructed.