Support Board
Date/Time: Sat, 19 Sep 2026 14:23:03 +0000
Custom studi not working after- Market Data feed Changes, Required Update in December 2026
View Count: 36
| [2026-09-19 10:02:57] |
| User877866 - Posts: 26 |
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Hello, After updating Sierra Chart to the lastest version, my ACSIL study that reads Time and Sales no longer processes any trades in Chart Replay. The same study, same source code, works correctly when I roll back to the older version. Versions - Working: [2891] - Not working: [2953] - DLL rebuilt on the new version: [ NO]. Setup - Chart Replay, speed 120X, symbol: SNDK, chart: 390 Min bars - Study is manual looping (sc.AutoLoop = 0) with sc.UpdateAlways = 1 What the study does Every call it does this: c_SCTimeAndSalesArray TimeAndSales; sc.GetTimeAndSales(TimeAndSales); for (int i = 0; i < TimeAndSales.Size(); i++) { const s_TimeAndSales& Record = TimeAndSales; if (Record.Sequence <= LastSequence) continue; // persistent double LastSequence = Record.Sequence; if (Record.Type != SC_TS_BID && Record.Type != SC_TS_ASK) continue; double Dollars = (double)Record.Price * (double)Record.Volume; // accumulate Dollars, and count Ask prints above a threshold } The persistent state is reset when sc.IsFullRecalculation is true. Problem On the new version, the running dollar volume stays at exactly $0.0M even though the replay clock is well past the market open (13:18). No trades are being accumulated at all. On the old version, the same study accumulates normally. Questions 1. Did anything change in the newer versions about how sc.GetTimeAndSales returns data during Chart Replay (Sequence numbering, record Type, Volume or Price types, DateTime, or the number of records returned)? 2. Is there something I now need to do differently, for example use sc.MultiplierFromVolumeValueFormat() for Volume, or handle Sequence differently? 3. If this is not intended, is it a bug in the newer version? Note, this issue is also present with my studies that analyse market dept_MBO Thank you. |
| [2026-09-19 10:06:24] |
| User877866 - Posts: 26 |
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Symbol is NASDAQ-listed (SNDK). Replaying data from Sep 17, recorded after the NASDAQ TotalView switch to the new DTC market data messages on Aug 26. Could the new US equities trade indicators or the new messages affect the Type or Volume of s_TimeAndSales records?
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| [2026-09-19 11:07:25] |
| User431178 - Posts: 907 |
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- DLL rebuilt on the new version: [ NO].
This is the problem, you need to rebuild the dll. https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer2895 Note, this issue is also present with my studies that analyse market dept_MBO
Same problem, you need to rebuild the dll. https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer2911 It's all listed in the change log. |
| [2026-09-19 11:39:20] |
| User877866 - Posts: 26 |
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Best service ever! This worked, i rebuilt dll and restarted SC and it worked |
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