Support Board
Date/Time: Sat, 04 Apr 2026 01:06:13 +0000
Post From: Intra-millisecond tick sequencing
| [2026-02-17 16:20:13] |
| skalaydzhiyski - Posts: 126 |
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Hmm, that is what I don't understand though, Sierra Chart is replaying market depth from the downloaded historical files and it's always perfectly consistent, i.e. if I run multiple replays with the same data at the exact same millisecond and I run the replay 1 tick at a time, I can clearly see that the orderbook is updating absolutely correctly and consistently, so internally there must be some algorithm for matching the .depth and the .scid at that time level. Can you please share that with me ? I can implement everything myself that's not a problem I just need to know what Sierra does behind the scenes in pseudo-code or explained in English... I need this so that my research environment is aligned with my production environment (Sierra). Date Time Of Last Edit: 2026-02-17 16:21:17
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