Support Board
Date/Time: Wed, 18 Feb 2026 03:28:05 +0000
GetTimeAndSales & ReadIntradayFileRecordAtIndex discrepancy
View Count: 34
| [2026-02-17 21:09:39] |
| Asad1939 - Posts: 13 |
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Hi From the docs: To access individual trades and bid/ask updates in between calls into the study function, use the following functions: sc.GetTimeAndSales sc.ReadIntradayFileRecordAtIndex I am wondering why data from these two functions is different. My understanding is that sc.ReadIntradayFileRecordAtIndex returns all trades that occurred within the start and end time of a bar. Theoretically we should be able to get these trades from GetTimeAndSales by filtering s_TimeAndSales::Type on SC_TS_BID and SC_TS_ASK and the timestamp on the start and end time of a bar. The problem is, I obtain two very different results. There are many more trades reported from GetTimeAndSales (almost double in some cases) than ReadIntradayFileRecordAtIndex. Can you confirm for me my understanding of these two functions is correct, that is they should return the same trade list? Or is there other filters that need to be applied to GetTimeAndSales so that it matches the result from ReadIntradayFileRecordAtIndex (aside from the 3 mentioned) Thanks Date Time Of Last Edit: 2026-02-17 21:12:05
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| [2026-02-17 22:37:21] |
| Sierra_Chart Engineering - Posts: 22894 |
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Before we begin to answer this, what is this setting set to?: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) 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: 2026-02-17 22:38:02
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| [2026-02-18 00:26:44] |
| Asad1939 - Posts: 13 |
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Intraday Data Storage Time Unit is set to 1 Tick
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