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Date/Time: Mon, 06 May 2024 14:02:51 +0000



scid - intraday format for -ALL

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[2015-03-16 04:38:45]
ejtrader - Posts: 688
SC Team - are there any additional fields that are part of "-ALL" related scid files compared to regular scid files?

http://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php#DataRecordingSuffixes

Based on the documentation:
-ALL
The Bid, Ask, and Last trade prices are used.


Wondering what fields are the corresponding additional fields compared to regular scid files.

PS: This is in reference to the other post - Time & Sales and Historic Bid Ask | Post: 54854 - wanted to see if there is a way to get "bid & ask" sizes(level 1 - best Bid and best Ask) when a trade occurs.

Thanks
Date Time Of Last Edit: 2015-03-16 04:42:39
[2015-03-16 05:42:17]
Sierra Chart Engineering - Posts: 104368
When the Bid and Ask prices are also recorded, it is if they are like Last trade prices and effect the OHLC fields of the data record.
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
[2015-03-16 05:52:32]
ejtrader - Posts: 688
Thanks SC team.

I was actually "hoping" for bid x ask sizes(level 1 - order quantity) and not bid x ask prices at the time of trade.

I guess looks like there is no work around.

Thanks anyway.


[2015-03-16 06:11:03]
Sierra Chart Engineering - Posts: 104368
No, no workaround.
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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