Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 19 Apr 2024 18:30:02 +0000
Post From: Millisecond timestamps on TICK-NASDAQ
| [2014-05-25 01:02:50] |
| graggy - Posts: 15 |
|
1. First, a quibble about the statement in the documentation. TICK-NASDAQ, when being charted live, often is updated more than twice a second. For example in the attached file (TICK-NASDAQ-1.png) you can see that it was updated more than 100 times at 9:30:02 on 2014-05-23. Of course, the opening is an extreme case. But very often during the day the O, H, L and C of a 1 second bar are different values, indicating that the instrument must have been updated more than twice (see TICK-NASDAQ-2.png). Would it not be useful (and correct) to have the actual algorithm for live updating be described in the documentation? 2. Given that SC has collected live data with millisecond timestamps that occur more than twice per second; and given that all these distinct ticks appear on a chart, even after the chart book (or even SC) is closed and reopened, it seems inconsistent for the "Export Intraday Data to Text file" function to write out the data as 1 second O, H, L, C bars, as it seems to do for me. If this function will not be changed, will all the requisite information be available in ACSIL so that I may write my own export function that accurately shows all the different tick values that were captured in a particular second? |
Attachment Deleted.  TICK-NASDAQ-1.png / V - Attached On 2014-05-25 00:45:22 UTC - Size: 25.35 KB - 478 views TICK-NASDAQ-2.png / V - Attached On 2014-05-25 00:54:14 UTC - Size: 28.71 KB - 411 views |