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Date/Time: Fri, 03 May 2024 15:52:43 +0000



Post From: Replay of long-term tick charts

[2020-02-06 14:59:42]
User462086 - Posts: 188
Hi, I'm struggling while replaying tick based chartbooks using the replay all charts in chartbook feature.

A few charts in each chartbook have as much as 2 years of data on them with studies requiring VAP calculations. These charts take a few minutes to load. Most clicks on the replay dialog box force reloading of the chartbook so documenting 3 trades can take over an hour (if you can believe it)...and it's amazingly mind numbing taking a screenshot after the first load, then waiting a few minutes for the chartbook to reload, then taking another screenshot, then waiting another few minutes for the chartbook to reload, etc.

Compressing intraday tick data to a time-based bar will result in a loss of precision for the VAP based studies. What do you suggest? Can scid files be created? If so, a study could be used to write out a new file implementing custom data compression. Alternately, since chart loading time seems to be spent mostly on the decompression of scid files, is there a way to decompress them once for a single session of Sierra Chart?

Many thanks!!