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Date/Time: Wed, 05 Oct 2022 22:48:47 +0000



T&S order question

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[2013-05-23 21:52:06]
onnb - Posts: 641
hi all,

1. using the TimeSales, are the elements in the array in order?
2. Can I generally count on them being in the order received by the feed?
3. Are they in order in regards to timestamp?

Onn
[2013-05-23 23:04:05]
Sierra Chart Engineering - Posts: 104268
1. Yes they are when you use the standard method of accessing the array.


2. For sure.

3. Not necessarily if the timestamps are out of order from the source data feed. Sometimes they can be slightly out of order. It depends upon the service and the symbol.
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
[2013-05-23 23:21:00]
onnb - Posts: 641
follow up to this. pretty obvious from the examples but just to make sure I understand.

If I am looking for trade activity only, I can filter for SC_TS_ASK and SC_TS_BID levels and ignore all other levels?
[2013-05-23 23:42:26]
Sierra Chart Engineering - Posts: 104268
Both of these record types do indicate trades and just indicate whether the trade was at the ask or at the bid.
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
[2013-05-24 01:50:30]
onnb - Posts: 641
the time and sales array, I take it that it is the size of whatever is set in the data settings (1500 by default)?
does it start at zero size and grow or does it start at 1500?
does the sequence start at 1 or zero?
I also understand that there is an off chance that if I processed some Sequence # in one call to my study function, that sequence # might no longer be there on the next call - right?
[2013-05-24 02:04:46]
Sierra Chart Engineering - Posts: 104268
the time and sales array, I take it that it is the size of whatever is set in the data settings (1500 by default)?

Yes.

From your perspective it would start at a size of 0 and grow to a maximum of 1500.

The sequence number starts always at a value greater than 0. Not necessarily at 1.

I also understand that there is an off chance that if I processed some Sequence # in one call to my study function, that sequence # might no longer be there on the next call - right?
Yes.
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
Date Time Of Last Edit: 2013-05-24 02:05:15

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