Support Board
Date/Time: Tue, 08 Sep 2026 02:07:40 +0000
Post From: Supported method for a read-only 30-second volatility meter on Range Bar charts
| [2026-09-08 00:26:54] |
| UserOOM90 - Posts: 1 |
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Hello Sierra Chart Support / Engineering, I need to create a compact, strictly read-only analytical study for NQ and ES Range Bar charts. It must calculate from executed trades: * Rolling 30-second high-to-low range * Cumulative absolute price movement during the last 30 seconds * Volume per second * Trade execution records per second * Ask Volume minus Bid Volume delta during the last 30 seconds * Comparisons against the preceding 1-minute and 5-minute periods The study must never submit, modify, cancel, manage, or close any simulated or live orders. Environment: * Sierra Chart Current Version 2947 * Integrated Sierra Chart with Advanced Features, Service Package 11 * Denali Exchange Data Feed with CME real-time data * Intraday Data Storage Time Unit: 1 Tick * NQ and ES futures * Range Bar charts I am not requesting programming or source code. I only need confirmation of the officially supported method: 1. Can these exact rolling wall-clock calculations be created using native Sierra Chart studies, independently of how long each Range Bar takes to form? 2. If a custom ACSIL study is required, is sc.GetTimeAndSales(), filtering only SC_TS_BID and SC_TS_ASK records and tracking s_TimeAndSales::Sequence, the correct supported method for processing all executed trades received between study calls? 3. For initialization after restarting Sierra Chart and for accurate Chart Replay, should the study read the 1-Tick SCID records using sc.ReadIntradayFileRecordForBarIndexAndSubIndex(), or is a separate chart configured as 1 Number of Trades Per Bar the preferred supported method? Please correct any part of this proposed architecture that is not officially supported and provide links to the applicable Sierra Chart documentation. Thank you. |