Support Board
Date/Time: Sat, 10 Oct 2026 01:00:53 +0000
Post From: QQQ_MBO / ACSIL: trade corrections, cancellations and sale-condition filtering
| [2026-10-09 21:46:03] |
| User261096 - Posts: 2 |
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For Sierra Chart 2950, using SC Data with QQQ_MBO and sc.GetTimeAndSales(): How are UTP trade cancellations and corrections handled in the streaming Time & Sales records and stored historical intraday data? Are original records removed or amended, are replacement records emitted, or are these messages handled only upstream? If ACSIL exposes a correction, how can a study identify the original trade and determine the corrected trade’s ordering position? Which documentation defines the sale-condition filtering applied before records reach ACSIL? |