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Direct MessagesDate/Time: Fri, 03 May 2024 07:03:07 +0000
Post From: ReadIntradayFileRecordForBarIndexAndSubIndex() and Original Summary Trade imcompatibility
| [2018-10-11 04:28:11] |
| Andy Sureway - Posts: 93 |
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Thanks! Sierra Chart Exchange Data Feed Supports Reporting Original Summary Trades From CME | Post: 134721 In a post above you mentioned 2. The data is uncombined and you have the ability to combine them. There is a new structure member indicating the beginning trade and the ending trade.
Did you refer to the following functions of the s_IntradayRecord structure? bool IsSingleTradeWithBidAsk() const; bool IsFirstSubTradeOfUnbundledTrade() const; bool IsLastSubTradeOfUnbundledTrade() const; bool IsFirstOrLastSubTradeOfUnbundledTrade() const; Does IsFirstSubTradeOfUnbundledTrade returns true for market orders not split into multiple trades? Thanks! |