Support Board
Date/Time: Thu, 13 Nov 2025 06:43:34 +0000
ACSIL Custom chart bars, combining records into original summary trade
View Count: 439
| [2025-09-11 16:00:06] |
| robrg2675 - Posts: 22 |
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When creating a custom chart bars study with ACSIL, is it possible to combine trade records into the original summary trade? I've seen the documentation explaining how this can be done for the sc.GetTimeAndSalesand the sc.ReadIntradayFileRecordForBarIndexAndSubIndex functions. I haven't found any similar documentation for custom chart bars. Is there a subgraph index that can be given to the GetChartBarValue(int SubgraphIndex, int BarIndex) function that returns a value indicating if a trade is the first or last order of a bundled trade? Thanks in advance.
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| [2025-09-15 16:01:16] |
| Sierra_Chart Engineering - Posts: 21380 |
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There is nothing the custom ACSIL bar building function needs to do. This will happen automatically when this is enabled for the chart: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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 |
| [2025-09-18 12:43:09] |
| robrg2675 - Posts: 22 |
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But is it possible to combine the trades programmatically from within the custom chart bar study? Alternatively, I tried using the 'Combine Trades into Original Summary Trade' setting on the chart, but it didn't work. I believe this would work if I were evaluating all trades when determining when to create a new bar (e.g., trades above a certain volume, be they single or bundled trades). But I want to only consider bundled trades. I tried applying a number of trades filter, assuming that when combined, bundled trades would have a number of trades higher than 1, like it shows up on the Time and Sales window, but this didn't work.
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| [2025-09-18 14:58:05] |
| Sierra_Chart Engineering - Posts: 21380 |
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You do have access to the underlying intraday record as individual trades are read from the intraday data: s_CustomChartBarInterface.NewFileRecord You can then follow the method described here to combine records yourself: ACSIL Programming Concepts: Combining Intraday Chart File Records into Original Summary Trade 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: 2025-09-18 14:59:02
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| [2025-09-18 21:26:12] |
| robrg2675 - Posts: 22 |
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Ok. And are the special values for the Open field the same when dealing with a custom chart bar study, to determine if it is the first or last trade of a bundled trade, -1.99900095e+37F and -1.99900197e+37F respectively? I have tried using these values (e.g., if(ChartBarInterface.NewFileRecord.Open == -1.99900095e+37F)) to filter and find the beginning and ends of a bundled trade, but it does not work. Through trial and error, it seems like the special values are a positive number. For example, if I use ChartBarInterface.NewFileRecord.Open > 1, it will generate a new bar when there is a bundled trade, although I can't distinguish whether it is the beginning or the end.
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| [2025-09-22 12:41:23] |
| Sierra_Chart Engineering - Posts: 21380 |
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We see that these special values are removed from the Open field, before the custom bar building function is called. We are going to add a new variable to access the original Open value from the Intraday file record.
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 |
| [2025-09-22 13:42:20] |
| robrg2675 - Posts: 22 |
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Ok. Thank you. Do you have an idea of when this will be implemented?
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| [2025-09-22 13:59:34] |
| Sierra_Chart Engineering - Posts: 21380 |
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We are doing this today. It should be out tomorrow.
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 |
| [2025-09-22 14:07:54] |
| robrg2675 - Posts: 22 |
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Great. Thanks again.
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| [2025-09-26 13:01:07] |
| robrg2675 - Posts: 22 |
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Following up on this, was the new variable implemented?
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| [2025-09-26 14:17:03] |
| Sierra_Chart Engineering - Posts: 21380 |
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Yes it is in the latest release, version 2798.
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 |
| [2025-09-29 20:02:58] |
| robrg2675 - Posts: 22 |
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Was documentation updated regarding this new feature? I couldn't find anything. Also, I'm still having the same issue as before. It seems like the Open field within the custom bar building function is still a value close to the price of the asset, not the special values that distinguish the first and last trades of a bundled trade. Should I be referencing a different variable or field, instead of the Open?
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| [2025-09-30 09:29:56] |
| User431178 - Posts: 808 |
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OriginalIntradayRecordOpenValue, you can see it in ACSILCustomChartBars.h
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| [2025-09-30 19:22:19] |
| Sierra_Chart Engineering - Posts: 21380 |
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Yes this is the variable to reference: s_CustomChartBarInterface::OriginalIntradayRecordOpenValue We will make sure it is documented. 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 |
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