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Date/Time: Sat, 04 May 2024 23:45:10 +0000

Post From: DTC & Combine Trades Into Original Summary

[2018-06-10 02:52:58] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The beginning and ending trade of a summary trade is specified through the Open field of the Intraday file record. The following are the values: const float c_IntradayFile::s_IntradayRecord::SINGLE_TRADE_WITH_BID_ASK = 0.0F; const float c_IntradayFile::s_IntradayRecord::FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE = -1.99900095e+37F; const float c_IntradayFile::s_IntradayRecord::LAST_SUB_TRADE_OF_UNBUNDLED_TRADE = -1.99900197e+37F; To request these particular values be set, when making a historical data request you need to set: HistoricalPriceDataRequest.Flag_1 \|= DTC_HISTORICAL_PRICE_DATA_REQUEST_SUPPORT_UNBUNDLED_TRADES; const unsigned int DTC_HISTORICAL_PRICE_DATA_REQUEST_SUPPORT_UNBUNDLED_TRADES = 0x8; 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-06-10 03:44:23