Sierra Chart's Trade Activity Log is the most fine-grained execution record in retail futures — every order action, modify, cancel, and fill is timestamped to the millisecond. That granularity is also the trap: the same log lives in two places at once, the in-window panel and an on-disk Logs folder disagree about what counts as a "trade," and Sierra Chart's Trade Simulation Mode toggle is per-workspace, not per-account, so one missed click silently mixes sim activity into your live record. This guide walks the clean path.
Sierra Chart's Trade Activity Log already records everything — entries, exits, modifies, cancels, attached-order chains, all of it. So why bother with a CSV?
Sierra Chart is Windows-only (Mac users run it under Parallels, CrossOver, or a Windows VM). Trade Activity Log access requires Package 3 or higher (Package 3 is the minimum live-trading package; Package 5+ adds the orderflow tools). Here's the clean export path:
From the main menu: Trade > Trade Activity Log. The window has multiple tabs along the top — Orders, Trade Activity, Trade Positions, Trade Statistics, and Trade Service Log. The Trade Activity tab is the row-per-action ledger; Trade Positions is the closest thing Sierra Chart has to a round-turn view.
The header of each tab has filter controls — symbol, account, date range, and an Include Simulated / Live Only toggle on most Sierra Chart versions. For a prop-firm review, pick the specific Rithmic account (not "All"), set the date range to your evaluation or payout cycle, and toggle Live Only if it's exposed. The grid updates live as you change filters.
Sierra Chart's export menu is hidden in the right-click context menu of every tab in the Trade Activity Log. The most common option is "Save Trade Activity to file…" which writes a tab-delimited or comma-delimited text file (configurable in Global Settings > General Settings > Trade Activity Log). For copy-paste workflows, "Copy Selected Rows" puts tab-separated data on the clipboard, which Excel and Google Sheets paste cleanly.
Sierra Chart's text export defaults to tab-delimited on many versions; some journals only accept comma-delimited CSV. Set the delimiter explicitly under Global Settings > General Settings > Trade Activity Log Output before exporting. If the file opens in one cell in Excel, the delimiter was wrong.
Open the file (Excel, LibreOffice, or any text editor) and compare the row count against the Trade Activity Log's total. If they don't match, your tab filters and the export filters drifted — Sierra Chart applies the active tab's filters at export time, and switching tabs between filtering and exporting silently changes what gets written.
The Trade Activity Log window only shows what's in memory for the current session. Sierra Chart also writes a complete activity log to disk in plain text, every day, automatically — in your install's Logs/ folder. Most Sierra Chart users never know it's there.
<Sierra Chart install>\Logs\TradeActivityLog.YYYY-MM-DD.txt (one file per trading day). Default install is C:\SierraChart\Logs\ but yours may differ.TradeActivityLog.YYYY-MM-DD.txt files from the Logs folder, concatenate them, and clean-up from there. This is more reliable than the in-window export when reviewing multiple sessions because the on-disk log can't be silently filtered.
Column names and order vary by Sierra Chart version and by Trade Service. These are the fields that consistently appear in the Trade Activity export — verify yours and map them to whatever tool you import into.
| Column (typical name) | What it means | Why it matters |
|---|---|---|
| Date Time | Timestamp of the order action, in the timezone set under Global Settings > General Settings > Time Zone | Sierra Chart timestamps default to the data-feed's exchange timezone, not your local PC clock — verify before importing |
| Symbol | Sierra Chart symbol format: root + month code + 2-digit year + exchange (ESM26-CME, NQU26-CME, MESZ26-CME) | SC's symbol format differs from NinjaTrader (ES 03-26) and Tradovate (ESM5). Map to root in your journal or every quarterly rollover splits your equity curve |
| Account | The Sierra Chart Trade Service account (your Rithmic account ID, Sim account, Stage5 / Teton account) | Sierra Chart will happily include sim and live accounts in the same export if you don't filter — split per account before any P&L math |
| Buy/Sell | Order side at the action level (Buy or Sell) | Side at the action level, not at the round-turn level — a Long round-turn shows as Buy entry + Sell exit, not "Long" anywhere |
| Order Type | Market, Limit, Stop, Stop-Limit, OCO, Bracket child, etc. | Lets you separate manual hand-clicks from attached-order child fills when reviewing how your bracket exits actually performed |
| Quantity | Contracts in the action | For a 4-contract bracket that exits 2+2, this is 2 on each fill row, not 4. Aggregation to round-turn happens later |
| Price / Fill Price | Requested price (Price) and actual fill price (Fill Price) | The difference between Price and Fill Price is your slippage — Sierra Chart is the only retail platform that records both columns natively |
| Status | Filled, Cancelled, Modified, Rejected, Pending | You typically want Status = Filled only for P&L work. The Modified rows are noise unless you're auditing your bracket discipline |
| Internal Order ID | Sierra Chart's internal sequential ID for the order chain | Use this to group entry + modifies + exit into a round-turn. Two rows with the same Internal Order ID are the same logical order |
| Parent Internal Order ID | If the row is a child of a bracket / OCO, points to the parent order | This is how you reconstruct attached-order groups (entry + stop + target) into single round-turns |
Status = Filled and sum (signed) Quantity by Symbol. The result should be zero for every Symbol on a day you closed flat. If it isn't, you either have open positions, your filter is wrong, or the export is missing rows.
Most "my Sierra Chart numbers don't match my journal" tickets trace back to one of these three.
Sierra Chart uses CQG-style symbols: root + month code + 2-digit year + exchange — ESM26-CME, ESU26-CME, ESZ26-CME, etc. (M=Jun, U=Sep, Z=Dec, H=Mar). Every quarter your ES trading splits into a new symbol row, and if your journal groups by full symbol string rather than root, your equity curve looks like four small histories instead of one continuous one.
ES[M/U/Z/H]NN-CME symbol to the root ES. Same for NQ, MES, MNQ, RTY, CL, GC, etc. Aurafy does this automatically — Sierra Chart's CQG-style format is the canonical futures symbol convention and most journals understand it. If you're scripting in Excel, a regex strip of [MUZH]\d{2}-[A-Z]+ from the right gives you the root.
Sierra Chart has a global Trade > Trade Simulation Mode On toggle that redirects every order in the current workspace to its built-in simulator instead of your live broker. The toggle lives in the workspace state, not on the account — so you can have a "Live" Rithmic account configured and still be in simulation mode without realizing it. The Trade Activity Log records both states identically; nothing in the row labels a fill as sim vs live.
Sierra Chart records every order action as a separate row in the Trade Activity Log — every stop trail, every target adjustment, every limit re-price. A single round-turn that you ratchet a stop on five times shows as 12+ rows in the export. Naive journals that count rows as "trades" report your trade count and win rate completely wrong.
Status = Filled before any trade-count or P&L math, and pair fills into round-turns using Internal Order ID + Parent Internal Order ID. A round-turn is the entry-side fill plus the exit-side fill(s) under the same parent. Aurafy's Sierra Chart import does this automatically; if you're scripting it yourself, group by Parent Internal Order ID and sum signed Quantity to detect flat exits.
Sierra Chart's text-file exports go in noisier than NinjaTrader's Trades grid because they're action-level, not round-turn-level. These cleanup steps pay off whether you're scripting, exporting into Notion / Sheets, or moving between journals:
Status = Filled. Drop every Modified / Cancelled / Rejected / Pending row before any P&L analysis. They're useful for bracket-discipline audits but they're noise for journaling.2026-06-02T13:30:00-05:00). Check Sierra Chart's Global Settings > General Settings > Time Zone for the configured zone before assuming.root column derived from the symbol (ESM26-CME → ES). All cross-quarter analysis groups by root.Logs/ folder is your safety net.Aurafy's Sierra Chart importer reads the Trade Activity Log text file (tab or comma), filters to Filled status only, pairs fills into round-turns using Parent Internal Order ID, normalizes the timezone, maps CQG-style symbols to roots, and overlays the round-turn on the chart you traded — with prop-firm trailing-drawdown and consistency-rule tracking layered on. Drag the file into your account, pick the timezone if asked, and your trades land grouped with R-multiples and rule headroom already computed. Free tier — 1 account, 30 days of history, no card required.
Start importing free More on Aurafy + Sierra ChartOnce your Sierra Chart trades are in a journal, a few free Aurafy tools layer prop-firm rule math on top of any trade history — no signup required:
Trade Statistics (one of the tabs in the Trade Activity Log window) gives you basic metrics — win rate, average win, average loss, profit factor — but it tags nothing (no setup labels, no playbook column, no chart screenshots tied to trades), it doesn't compute R-multiples, and it doesn't track prop-firm rules. For execution monitoring it's fine; for learning your edge across months, you'll outgrow it.
Package 3 and above (Package 3 is the minimum that supports live trading and the Trade Activity Log). Package 5+ adds the orderflow tools — footprint, numbers bars, T&S DOM — which is what most prop-firm orderflow traders run. The export path is the same across Packages 3 through 12; only the chart-side features differ.
Yes — ACSIL has read access to the trade activity records and you can write a custom study that dumps any column layout to disk. For one-off journal exports this is overkill; right-click → Save Trade Activity to file takes ten seconds. For automated nightly exports into a long-term database, ACSIL or reading the on-disk TradeActivityLog.YYYY-MM-DD.txt directly is the right path. Aurafy and most journals import the standard text export, not custom ACSIL output, so the two flows don't compete.
Three reasons usually. First: prop-firm dashboards compute P&L net of the firm's commissions + exchange-fee schedule, which Sierra Chart's Trade Activity Log doesn't natively include (Sierra Chart's Trade Statistics tab does, but the export usually doesn't). Second: the canonical P&L source for funded accounts is the firm's dashboard (Apex, MFFU, Tradeify, TPT) — Sierra Chart's record can trail the firm's by minutes. Third: if you were in Trade Simulation Mode for any of the rows, they aren't real P&L at all and shouldn't be in the analysis.
Topstep no longer routes through Rithmic for new accounts — Topstep funded accounts run on either TopstepX (web platform) or NinjaTrader 8 with the TopstepX DLL. Sierra Chart is not a Topstep-supported execution platform for funded accounts as of 2026. You can still chart Sierra Chart and execute in TopstepX or NT8 alongside, but the Sierra Chart Trade Activity Log won't see those fills. See our Sierra Chart journal guide for the multi-platform workflow and the Topstep landmine.
Yes — every order action is logged, including Cancelled and Rejected. Filter to Status = Filled for P&L work. The cancelled and rejected rows are useful for bracket-discipline audits (how often does your stop get cancelled before filling?) but mixing them into trade-count or win-rate math gives you garbage.
No. Sierra Chart's Trade Activity Log export is column data only — no screenshots, no chart annotations, no ACSIL variables. If you need screenshots tied to trades, capture them outside Sierra Chart (Aurafy's recorder is one path) and key them by entry timestamp in your journal.
The export path is identical — the Data/Trade Service only changes the live ticks and the order-routing destination, not how the Trade Activity Log records them. Where it does matter: with Rithmic-routed accounts, the multi-firm-on-one-Rithmic-login workflow lets you trade Apex + Bulenox + MFFU under one Sierra Chart install, and each shows up as its own Account row in the export. See our Rithmic journal guide for the multi-firm workflow.
Aurafy imports the standard Sierra Chart Trade Activity export, pairs fills into round-turns using Parent Internal Order ID, maps CQG-style symbols to roots, filters sim from live where Sierra Chart marked them, normalizes the configured timezone, computes R-multiples per round-turn, and overlays everything on the chart at the time of the trade. Apex / MFFU / TPT / Tradeify / Bulenox / Earn2Trade rule tracking included. Free tier — 1 account, 30 days history, no card.
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