Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 03 May 2024 19:28:10 +0000
Post From: Version 1047: Millisecond time stamping
| [2013-11-28 21:06:47] |
| |
|
Final responses in this thread: You get information from the exchange with millisecond stamping. As you boast 0% packet loss on your CME feed then it is evident that there is little congestion on the switch fabric. Therefore the CME time-stamp would be an excellent substitute for a true trade-time-stamp. Possibly. The trades do not have millisecond timestamps, but the fix message which contains multiple trades does have a sending time that has milliseconds. We do not use it not for the reason that it's not necessarily representing the milliseconds that the trades took place at, but because of the fact that Sierra Chart benefits from milliseconds by using them as a counter to uniquely identify trades.We have to make a decision as to what is beneficial for most of our users and not make things overly complicated to satisfy everyone. There are many programming considerations here. Lots of things are possible, but they start making the program more complicated, causing back compatibility issues, and performance problems. We will not do that to satisfy two or three people and we would rather lose you rather than creating excessive burdens on us. We are just being honest here. You do not realize all of the complex technical details and problems created with millisecond support. This is what took it so much time. And there's still more to do. You can always feed millisecond timestamps into Sierra Chart using the DTC protocol. Although as Sierra Chart processes that data, it will increment the timestamp to the next millisecond if it sees a duplicate. Up to a maximum of 999. In response to post 10 and 14 about overlaying one chart on another, the overlay studies have not been updated to take advantage of the new millisecond time stamping. We will work on that today. This is one reason we have added millisecond time support. We will first work on Study/Price Overlay study. We have not looked at the Chartbook and what configuration you have but if you are using that study it will be solved. And the problem will only be properly solved when each trade has a unique timestamp. This is the problem with exchange timestamps, they bunch trades together into a single message and many trades will have the very same timestamp when they probably executed at different times. You really have to go all the way down to the microsecond level to get unique timestamps. And the Sierra Chart 8 byte float type has no precision for that. Otherwise, we have no problem with supporting microseconds. That would be done for sure. No problem. I was going off the 8 byte time that appears in the SCID files, which has enough room for 300 years of nanoseconds,
Double precision numbers do not have enough digits of precision to represent this. The same way as the crosshair tool jumps to a very first tick of a given second on a 1-tick chart. If we mark a thread as a User Discussion, it's because we have said all we can, and we don't want to spend further time on it we have to get on with other things including the full implementation of milliseconds throughout the program. Do you know how much time is being spent as I go through this thread. About an hour. We do not have this kind of time. This is taking away time from everything else. And we are well aware of the limitations when trades do not have unique timestamps and this is what we have been intending to solve for some time now. After SC promised full [REAL] millisecond time frame support, in anticipation for that I've tested things on Multicharts demo and in 3 weeks I found that several concepts I wanted to implement in my SC studies are spot on. Then use multi-charts. We have to make a business decision here. We cannot be everything to everybody. 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: 2013-11-28 21:10:47
|