Support Board
Date/Time: Tue, 07 Apr 2026 21:55:14 +0000
Post From: GetTimeAndSales & ReadIntradayFileRecordAtIndex discrepancy
| [2026-02-19 16:01:53] |
| Asad1939 - Posts: 17 |
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Apologies maybe I am not being clear. I don't think there is anything wrong with either function. I am just asking about their usage. I use the recommend examples to get all the ticks/trades from ReadIntradayFileRecordForBarIndexAndSubIndex for a given bar. While the Bar is forming I collect all ticks with GetTimeAndSales - filtering for SC_TS_BID and SC_TS_ASK and the timestamp on the start and end time of a bar, and processing the sequence number as in the Studies5.cpp example. The problem is the two sets of trade lists I get is very different. I trust both are correct, but my understanding is lacking and I couldn't find anything in the help documents to clarify. I completely understand the trades returned by ReadIntradayFileRecordForBarIndexAndSubIndex (I'm using denali and I've cross referenced the trades with another feed). But I don't get why GetTimeAndSales is returning so many extra trades after I've applied the filter from the docs. Could you help clarify please? I can provide an example if needed. Date Time Of Last Edit: 2026-02-19 16:03:10
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