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Date/Time: Sun, 19 May 2024 02:58:23 +0000



Post From: ACSIL - TimeAndSales

[2020-04-03 06:53:18]
ejtrader - Posts: 688
SC Team - Thank you for the reply.

Using Denali Feed:
- During live feed - able to get this information using T&S Structure
- during replay - Regular T&S (Open Time and sales window -> combine option) works. But the same ACSIL code which works during live T&S doesn't work during replay. All the trades gets marked as unbundled.

Is this expected behavior?

Thanks

Edit - Stand corrected - during replay this bundled option doesn't work even with regular T&S (issue is not specific to working with ACSIL).
Date Time Of Last Edit: 2020-04-03 12:12:25