Support Board
Date/Time: Sun, 06 Jul 2025 11:18:16 +0000
[Programming Help] - UnbundledTradeIndicator values for s_TimeAndSales
View Count: 69
| [2025-06-23 08:43:27] |
| n_x_b - Posts: 2 |
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Dear SC, From what I understand the UnbundledTradeIndicator can be relied upon for CME when using Sierra Chart data to combine into exchange reported summary trades. If that assumption is correct then can you please advise as to what would be set as UnbundledTradeIndicator values when I have the following trades A single trade, followed by a trade unbundled into 3 trades, followed by a single trade. Apologies if I have got my wires crossed somehow, but is this how the values would be set? 1. Single trade -> UNBUNDLED_TRADE_NONE 2. First(1 of 3) Un bundled trade -> FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE 3. Second(2 of 3) Un bundled trade -> ?? 4. Last(3 of 3) Un bundled trade -> LAST_SUB_TRADE_OF_UNBUNDLED_TRADE 5. Single trade -> UNBUNDLED_TRADE_NONE Thanks in advance nxb |
| [2025-06-23 13:36:08] |
| Sierra_Chart Engineering - Posts: 20092 |
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For information about how to process this, refer to: ACSIL Programming Concepts: Combining Intraday Chart File Records into Original Summary Trade This is all we can say. 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: 2025-06-23 13:36:52
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