Support Board
Date/Time: Sat, 10 Oct 2026 01:01:41 +0000
QQQ_MBO / ACSIL: trade corrections, cancellations and sale-condition filtering
View Count: 30
| [2026-10-09 21:46:03] |
| User261096 - Posts: 2 |
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For Sierra Chart 2950, using SC Data with QQQ_MBO and sc.GetTimeAndSales(): How are UTP trade cancellations and corrections handled in the streaming Time & Sales records and stored historical intraday data? Are original records removed or amended, are replacement records emitted, or are these messages handled only upstream? If ACSIL exposes a correction, how can a study identify the original trade and determine the corrected trade’s ordering position? Which documentation defines the sale-condition filtering applied before records reach ACSIL? |
| [2026-10-09 22:40:14] |
| Sierra_Chart Engineering - Posts: 25123 |
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It has always been a very consistent, philosophy/policy, that market data trade cancellations and corrections are completely ignored across all data feeds. This has never changed. The only exception, it is order routing to an exchange where if they report a trade cancellation or correction, it definitely will be followed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-10-09 22:41:13
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| [2026-10-09 23:46:13] |
| User261096 - Posts: 2 |
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For QQQ_MBO using sc.GetTimeAndSales(), which UTP sale conditions are excluded before records reach ACSIL? Does this stream follow the chart's "Include Odd Lot Equity Trades" setting, or operate independently? Please point to the applicable documentation.
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