Support Board
Date/Time: Sat, 04 Apr 2026 01:04:42 +0000
Post From: Intra-millisecond tick sequencing
| [2026-02-16 23:18:26] |
| Sierra_Chart Engineering - Posts: 23427 |
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The ordering of trades within Intraday data files is exactly the same as provided by the exchange. This is guaranteed. There is no other possibility. In the case of market depth data, that is not an exact representation of the data from the exchange when it comes to ordering during a batch of market depth and order by order updates from the exchange. The updates that you see within a very short span of time, a millisecond, may not exactly represent the same order as from the exchange. It is too complex of a subject for us to be explaining here and now, regarding the market depth data. 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 Date Time Of Last Edit: 2026-02-17 00:03:40
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