Support Board
Date/Time: Fri, 13 Jun 2025 08:40:40 +0000
Post From: time and sale.
| [2022-11-06 15:58:33] |
| Sierra_Chart Engineering - Posts: 19909 |
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Translation: I would like to display my "Time and Sale" bund in Chart format.
I have option 12 on the Eurex and the Time and Sale correctly displayed me the combined orders with the associated trades NB. Records combination = Combine Into Exchange Reported Original Summary Trade The solution proposed in Doc Sierra with a chart in (Bar Period / Number of Trade Per Bar = 1) does not take up the Agregation of Iceberg orders. In addition, the color of the volume bars does not sometimes seem to correspond to the past order but rather that of the price evolution Is there a way to export the streaming of the tape to a Study Spreadsheet dedicated by recuperating (nb of trades + total flight) for each combined order or do you know another way to achieve it. A solution via ACSIL is possible but in this case where the appetite of the streaming flow of Time and Sale is documented. For what you want to do, use this setting: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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, use the Teton service: Sierra Chart Teton Futures Order Routing |