Support Board

msg.Format("Trade @ %.2f, size=%d, g_CumLastVol=%d", tradePrice, tradeSize, g_CumLastVol);
sc.AddMessageToLog(msg, 1);

#include "sierrachart.h"
#include <array>

SCSFExport scsf_TimeAndSalesSymbols(SCStudyInterfaceRef sc)
{
  if (sc.SetDefaults)
  {
    sc.GraphName = "T&S for Symbols";
    sc.AutoLoop = 0;
    sc.GraphRegion = 0;

    sc.Input[0].Name = "Symbol #1";
    sc.Input[0].SetSymbol("");

    sc.Input[1].Name = "Symbol #2";
    sc.Input[1].SetSymbol("");

    sc.Input[2].Name = "Symbol #3";
    sc.Input[2].SetSymbol("");

    return;
  }

  auto& r_Count = sc.GetPersistentInt(0);

  if (sc.UpdateStartIndex == 0)
    r_Count = 0;

  if (r_Count >= 10)
    return;

  auto symbols = std::array<SCString, 4>{};

  symbols[0] = sc.Symbol;
  symbols[1] = sc.Input[0].GetSymbol();
  symbols[2] = sc.Input[1].GetSymbol();
  symbols[3] = sc.Input[2].GetSymbol();

  auto ts = c_SCTimeAndSalesArray{};

  sc.GetTimeAndSales(ts);

  if (ts.Size() > 0)
  {
    for (auto i = ts.Size() - 1; i >= 0 && i >= ts.Size() - 3; --i)
    {
      const auto& record = ts[i];

      auto msg = SCString{};

      msg.Format("Symbol: %s, DateTime: %s, Price: %.2f, Volume: %u, Type: %d"
            , sc.Symbol.GetChars()
            , sc.FormatDateTime(record.DateTime).GetChars()
            , record.Price * sc.RealTimePriceMultiplier
            , record.Volume
            , record.Type);

      sc.AddMessageToLog(msg, 0);
    }
  }

  for (auto s = 1; s < symbols.size(); ++s)
  {
    if (symbols[s].GetLength() == 0)
      continue;

    auto tss = c_SCTimeAndSalesArray{};

    sc.GetTimeAndSalesForSymbol(symbols[s], tss);

    if (tss.Size() > 0)
    {
      for (auto i = tss.Size() - 1; i >= 0 && i >= tss.Size() - 3; --i)
      {
        const auto& record = tss[i];
        auto msg = SCString{};
        msg.Format("Symbol: %s, DateTime: %s, Price: %.2f, Volume: %u, Type: %d"
              , symbols[s].GetChars()
              , sc.FormatDateTime(record.DateTime).GetChars()
              , record.Price * sc.RealTimePriceMultiplier
              , record.Volume
              , record.Type);

        sc.AddMessageToLog(msg, 0);
      }
    }
    else
    {
      auto msg = SCString{};
      msg.Format("Symbol: %s, No T&S data, subscribing to symbol data feed", symbols[s].GetChars());
      sc.AddMessageToLog(msg, 0);

      const auto val = sc.GetSymbolDataValue(SymbolDataValuesEnum::SYMBOL_DATA_LAST_TRADE_PRICE
                          , symbols[s]
                          , true
                          , false);
    }
  }

  r_Count++;
}

SCSFExport scsf_VAPInLabel(SCStudyInterfaceRef sc)
{



SCInputRef i_FontSize = sc.Input[0];
SCInputRef i_BoldFont = sc.Input[1];
SCInputRef i_TextColor = sc.Input[2];
SCInputRef i_Background = sc.Input[3];
SCInputRef i_xOffset = sc.Input[4];
SCInputRef i_yOffset = sc.Input[5];
SCInputRef i_NumDigits = sc.Input[6];
SCInputRef i_LastTradeFg = sc.Input[7];
SCInputRef i_LastTradeBg = sc.Input[8];
SCInputRef i_TargetColumn = sc.Input[9];
SCInputRef i_GridlineColor = sc.Input[10];
SCInputRef i_OverallYOffset= sc.Input[11];
SCInputRef i_LastFontSize = sc.Input[12];
SCInputRef i_LastBold = sc.Input[13];
  SCInputRef i_Symbol = sc.Input[14];

if (sc.SetDefaults)
{
sc.GraphName = "SVAP";
sc.GraphRegion = 0;

i_FontSize.Name = "Font Size"; i_FontSize.SetInt(18);
i_BoldFont.Name = "Bold"; i_BoldFont.SetYesNo(0);
i_TextColor.Name = "Text Color"; i_TextColor.SetColor(RGB(0,0,0));
i_Background.Name = "Default Background"; i_Background.SetColor(RGB(240,240,240));
i_xOffset.Name = "X Offset"; i_xOffset.SetInt(8);
i_yOffset.Name = "Y Offset"; i_yOffset.SetInt(0);
i_NumDigits.Name = "Digits"; i_NumDigits.SetInt(0);
i_LastTradeFg.Name = "Last Trade Text"; i_LastTradeFg.SetColor(RGB(0,0,0));
i_LastTradeBg.Name = "Last Trade Neutral Background"; i_LastTradeBg.SetColor(RGB(200,200,200));
i_TargetColumn.Name = "Target Column";
i_TargetColumn.SetCustomInputStrings("Label;General Purpose 1;General Purpose 2;");
i_TargetColumn.SetCustomInputIndex(0);
i_GridlineColor.Name = "Gridline"; i_GridlineColor.SetColor(RGB(192,192,192));
i_OverallYOffset.Name = "Overall Y-Offset"; i_OverallYOffset.SetInt(15);
i_LastFontSize.Name = "Last Trade Font Size"; i_LastFontSize.SetInt(20);
i_LastBold.Name = "Last Trade Bold"; i_LastBold.SetYesNo(1);
  i_Symbol.Name = "Symbol"; i_Symbol.SetString("ESZ25-CME");
return;
}



SCString Symbol = sc.Input[14].GetString();


c_SCTimeAndSalesArray TSArray;
sc.GetTimeAndSalesForSymbol(Symbol, TSArray);

for (int i = 0; i < TSArray.Size(); ++i)
{
const s_TimeAndSales& ts = TSArray[i];
if (ts.Sequence <= g_LastProcessedSeq)
continue;

if (ts.Type == SC_TS_BID || ts.Type == SC_TS_ASK)
{
double tradePrice = sc.RoundToTickSize(ts.Price * sc.RealTimePriceMultiplier, sc.TickSize);
int tradeSize = (int)ts.Volume;

VolumeAtPrice& vap = g_VolumeAtPrice[tradePrice];
if (ts.Type == SC_TS_BID)
vap.BidVol += tradeSize;
else
vap.AskVol += tradeSize;


if (tradePrice != g_LastPrice)
{
g_PreviousLastPrice = g_LastPrice;
g_LastPrice = tradePrice;
g_CumLastVol = tradeSize;
        g_IsFirstTradeAtNewPrice = true;
}
else
{
g_CumLastVol += tradeSize;
        g_IsFirstTradeAtNewPrice = false;
}
      
      SCString msg;
      msg.Format("Trade @ %.2f, size=%d, g_CumLastVol=%d", tradePrice, tradeSize, g_CumLastVol);
      sc.AddMessageToLog(msg, 1);
}

g_LastProcessedSeq = ts.Sequence;
    
    
}

sc.p_GDIFunction = DrawToChart;
}