Support Board
Date/Time: Tue, 28 Jul 2026 22:58:51 +0000
[Programming Help] - UnbundledTradeIndicator
View Count: 28
| [2026-07-28 19:55:10] |
| coachted - Posts: 533 |
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On UnbundledTradeIndicator itself Does s_TimeSales::UnbundledTradeIndicator populate a Denali CME futures feed, or only on Rithmic? Are there symbol/exchange restrictions on which instruments report this field? Is UnbundledTradeIndicator populated automatically, or does it require 'Combine Trades Into Original Summary Trade' to be enabled first? Are these two settings independent or dependent on each other? For a trade flagged FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE, is it guaranteed that all subsequent sub-trades of that same parent will appear consecutively in the Time & Sales sequence with no unrelated trades interleaved between the first and last flag? Or can sub-trades from a different, unrelated trade interleave in the array? Is there a maximum time span or sequence-number gap between the first and last sub-trade of an unbundled trade, or could a parent trade theoretically remain 'open' indefinitely if the final flagged record is dropped or delayed? Date Time Of Last Edit: 2026-07-28 21:12:45
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| [2026-07-28 21:51:09] |
| User719512 - Posts: 448 |
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include\scconstants.h enum UnbundledTradeIndicatorEnum : int16_t { UNBUNDLED_TRADE_NONE = 0, FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE = 1, LAST_SUB_TRADE_OF_UNBUNDLED_TRADE = 2 }; My experience is that when you are in a subtrade (FIRST), it remains till it ends (LAST). |
| [2026-07-28 22:19:11] |
| Sierra_Chart Engineering - Posts: 24328 |
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Does s_TimeSales::UnbundledTradeIndicator populate a Denali CME futures feed, or only on Rithmic?
This is up to the data feed that Rithmic provides. Although it is doubtful, that their data feed would provide this data into Sierra Chart.Are there symbol/exchange restrictions on which instruments report this field? Is UnbundledTradeIndicator populated automatically, or does it require 'Combine Trades Into Original Summary Trade' to be enabled first? Are these two settings independent or dependent on each other?
Combine Trades Into Original Summary Trade has no effect on this Time and Sales field. For a trade flagged FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE, is it guaranteed that all subsequent sub-trades of that same parent will appear consecutively in the Time & Sales sequence with no unrelated trades interleaved between the first and last flag? Or can sub-trades from a different, unrelated trade interleave in the array? Should not be the case.Is there a maximum time span or sequence-number gap between the first and last sub-trade of an unbundled trade, or could a parent trade theoretically remain 'open' indefinitely if the final flagged record is dropped or delayed?
There is no maximum time span that we control but it will always be very small, within milliseconds.
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: 2026-07-28 22:20:44
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