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Direct MessagesDate/Time: Fri, 19 Apr 2024 09:30:21 +0000
TICK NYSE (and other market stats data) - whats the calculation interval?
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| [2014-11-24 13:10:12] |
| Corben - Posts: 4 |
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How often you recalculate TICK and other market stats? Could you please compile a simple table with the values and put it into the market stats help page? Currently if I step by 1 sec in a TICK chart replay I get 3 T&S records. does it mean you recalculate it 3 times a second or its just some replay subsystem hiccup? |
| [2014-11-24 22:44:01] |
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The update frequency is documented in the Introduction section here: https://www.sierrachart.com/index.php?page=doc/SCMarketStatistics.php#Intro For an understanding of time and sales data during a replay refer to this section here: https://www.sierrachart.com/index.php?page=doc/doc_TimeandSalesWindow.html#TimeSalesDataDuringReplay We did discover a problem with the calculation of volume for Trades which are derived from data records which are not 1 tick and that will be fixed in the next release. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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