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Direct MessagesDate/Time: Mon, 06 May 2024 05:32:43 +0000
Missing timestamps
View Count: 955
| [2015-09-02 07:07:43] |
| User713273 - Posts: 409 |
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Please reference uploaded file, some timestamps are missing from 5 sec data, thx for the help.
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 image (3).png / V - Attached On 2015-09-02 07:06:50 UTC - Size: 239.06 KB - 278 views |
| [2015-09-02 07:13:12] |
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That is to be completely expected. There is nothing unusual about this at all. If there is no trading going on, or the data is missing from Interactive Brokers, the data will not be there.
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 |
| [2015-09-02 07:40:19] |
| User713273 - Posts: 409 |
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Thank you for your response. Here is the unfiltered data I get from IBs C++ API. As you can see there is a difference, am I missing a configuration in Sierra Charts? Here is how I set it up in C++: reqHistoricalData(tick_container_.GetTickAccum(tick)->req_id, temp_tick->contract, "20150901 09:24:00", //buff, "9960 S", "5 secs", "TRADES", 1, 2, temp_tv); We set the exchange to "SMART" and get data for only regular trading hours for US Equities. Time: Tue Sep 1 09:18:45 2015 reqid=0 time=1441124325 open=113.240000 high=113.240000 low=113.240000 close=113.240000 volume=6 barcount=6 wap=113.240000 gaps=0 Time: Tue Sep 1 09:18:50 2015 reqid=0 time=1441124330 open=113.220000 high=113.230000 low=113.220000 close=113.230000 volume=14 barcount=7 wap=113.227000 gaps=0 Time: Tue Sep 1 09:18:55 2015 reqid=0 time=1441124335 open=113.220000 high=113.220000 low=113.160000 close=113.180000 volume=142 barcount=49 wap=113.191000 gaps=0 Time: Tue Sep 1 09:19:00 2015 reqid=0 time=1441124340 open=113.160000 high=113.160000 low=113.140000 close=113.160000 volume=53 barcount=29 wap=113.151000 gaps=0 Time: Tue Sep 1 09:19:05 2015 reqid=0 time=1441124345 open=113.170000 high=113.170000 low=113.160000 close=113.160000 volume=11 barcount=5 wap=113.165000 gaps=0 Time: Tue Sep 1 09:19:10 2015 reqid=0 time=1441124350 open=113.170000 high=113.190000 low=113.170000 close=113.180000 volume=122 barcount=51 wap=113.186000 gaps=0 Time: Tue Sep 1 09:19:15 2015 reqid=0 time=1441124355 open=113.180000 high=113.200000 low=113.180000 close=113.180000 volume=15 barcount=15 wap=113.184000 gaps=0 Time: Tue Sep 1 09:19:20 2015 reqid=0 time=1441124360 open=113.190000 high=113.190000 low=113.180000 close=113.180000 volume=2 barcount=2 wap=113.185000 gaps=0 Time: Tue Sep 1 09:19:25 2015 reqid=0 time=1441124365 open=113.190000 high=113.190000 low=113.190000 close=113.190000 volume=9 barcount=5 wap=113.190000 gaps=0 Time: Tue Sep 1 09:19:30 2015 reqid=0 time=1441124370 open=113.200000 high=113.220000 low=113.200000 close=113.220000 volume=39 barcount=23 wap=113.208000 gaps=0 Time: Tue Sep 1 09:19:35 2015 reqid=0 time=1441124375 open=113.230000 high=113.240000 low=113.230000 close=113.240000 volume=21 barcount=16 wap=113.236000 gaps=0 Time: Tue Sep 1 09:19:40 2015 reqid=0 time=1441124380 open=113.240000 high=113.240000 low=113.230000 close=113.240000 volume=0 barcount=0 wap=113.240000 gaps=0 Time: Tue Sep 1 09:19:45 2015 reqid=0 time=1441124385 open=113.240000 high=113.240000 low=113.230000 close=113.240000 volume=0 barcount=0 wap=113.240000 gaps=0 Time: Tue Sep 1 09:19:50 2015 reqid=0 time=1441124390 open=113.250000 high=113.310000 low=113.250000 close=113.300000 volume=80 barcount=41 wap=113.283000 gaps=0 Time: Tue Sep 1 09:19:55 2015 reqid=0 time=1441124395 open=113.300000 high=113.300000 low=113.290000 close=113.290000 volume=5 barcount=4 wap=113.294000 gaps=0 Time: Tue Sep 1 09:20:00 2015 reqid=0 time=1441124400 open=113.280000 high=113.280000 low=113.270000 close=113.270000 volume=6 barcount=5 wap=113.278000 gaps=0 Time: Tue Sep 1 09:20:05 2015 reqid=0 time=1441124405 open=113.270000 high=113.300000 low=113.270000 close=113.290000 volume=11 barcount=4 wap=113.287000 gaps=0 Time: Tue Sep 1 09:20:10 2015 reqid=0 time=1441124410 open=113.310000 high=113.310000 low=113.310000 close=113.310000 volume=9 barcount=3 wap=113.310000 gaps=0 Time: Tue Sep 1 09:20:15 2015 reqid=0 time=1441124415 open=113.300000 high=113.300000 low=113.270000 close=113.280000 volume=3 barcount=2 wap=113.293000 gaps=0 Time: Tue Sep 1 09:20:20 2015 reqid=0 time=1441124420 open=113.270000 high=113.270000 low=113.270000 close=113.270000 volume=1 barcount=1 wap=113.270000 gaps=0 Time: Tue Sep 1 09:20:25 2015 reqid=0 time=1441124425 open=113.270000 high=113.270000 low=113.270000 close=113.270000 volume=0 barcount=0 wap=113.270000 gaps=0 Time: Tue Sep 1 09:20:30 2015 reqid=0 time=1441124430 open=113.280000 high=113.290000 low=113.280000 close=113.290000 volume=22 barcount=16 wap=113.283000 gaps=0 Time: Tue Sep 1 09:20:35 2015 reqid=0 time=1441124435 open=113.260000 high=113.260000 low=113.260000 close=113.260000 volume=3 barcount=1 wap=113.260000 gaps=0 Time: Tue Sep 1 09:20:40 2015 reqid=0 time=1441124440 open=113.260000 high=113.260000 low=113.260000 close=113.260000 volume=0 barcount=0 wap=113.260000 gaps=0 Time: Tue Sep 1 09:20:45 2015 reqid=0 time=1441124445 open=113.260000 high=113.260000 low=113.260000 close=113.260000 volume=0 barcount=0 wap=113.260000 gaps=0 Time: Tue Sep 1 09:20:50 2015 reqid=0 time=1441124450 open=113.270000 high=113.280000 low=113.270000 close=113.280000 volume=5 barcount=4 wap=113.274000 gaps=0 Time: Tue Sep 1 09:20:55 2015 reqid=0 time=1441124455 open=113.280000 high=113.280000 low=113.260000 close=113.260000 volume=25 barcount=15 wap=113.278000 gaps=0 Time: Tue Sep 1 09:21:00 2015 reqid=0 time=1441124460 open=113.260000 high=113.260000 low=113.240000 close=113.240000 volume=5 barcount=5 wap=113.250000 gaps=0 Time: Tue Sep 1 09:21:05 2015 reqid=0 time=1441124465 open=113.230000 high=113.240000 low=113.230000 close=113.230000 volume=5 barcount=5 wap=113.232000 gaps=0 Time: Tue Sep 1 09:21:10 2015 reqid=0 time=1441124470 open=113.230000 high=113.240000 low=113.230000 close=113.230000 volume=0 barcount=0 wap=113.230000 gaps=0 Time: Tue Sep 1 09:21:15 2015 reqid=0 time=1441124475 open=113.230000 high=113.230000 low=113.230000 close=113.230000 volume=1 barcount=1 wap=113.230000 gaps=0 Time: Tue Sep 1 09:21:20 2015 reqid=0 time=1441124480 open=113.220000 high=113.260000 low=113.220000 close=113.260000 volume=9 barcount=8 wap=113.243000 gaps=0 Time: Tue Sep 1 09:21:25 2015 reqid=0 time=1441124485 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=2 barcount=2 wap=113.250000 gaps=0 Time: Tue Sep 1 09:21:30 2015 reqid=0 time=1441124490 open=113.240000 high=113.240000 low=113.230000 close=113.230000 volume=28 barcount=9 wap=113.231000 gaps=0 Time: Tue Sep 1 09:21:35 2015 reqid=0 time=1441124495 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=2 barcount=2 wap=113.250000 gaps=0 Time: Tue Sep 1 09:21:40 2015 reqid=0 time=1441124500 open=113.230000 high=113.240000 low=113.230000 close=113.240000 volume=3 barcount=2 wap=113.237000 gaps=0 Time: Tue Sep 1 09:21:45 2015 reqid=0 time=1441124505 open=113.240000 high=113.240000 low=113.240000 close=113.240000 volume=0 barcount=0 wap=113.240000 gaps=0 Time: Tue Sep 1 09:21:50 2015 reqid=0 time=1441124510 open=113.230000 high=113.230000 low=113.230000 close=113.230000 volume=1 barcount=1 wap=113.230000 gaps=0 Time: Tue Sep 1 09:21:55 2015 reqid=0 time=1441124515 open=113.240000 high=113.240000 low=113.230000 close=113.230000 volume=4 barcount=2 wap=113.235000 gaps=0 Time: Tue Sep 1 09:22:00 2015 reqid=0 time=1441124520 open=113.230000 high=113.240000 low=113.230000 close=113.230000 volume=0 barcount=0 wap=113.230000 gaps=0 Time: Tue Sep 1 09:22:05 2015 reqid=0 time=1441124525 open=113.230000 high=113.240000 low=113.230000 close=113.230000 volume=0 barcount=0 wap=113.230000 gaps=0 Time: Tue Sep 1 09:22:10 2015 reqid=0 time=1441124530 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=11 barcount=5 wap=113.250000 gaps=0 Time: Tue Sep 1 09:22:15 2015 reqid=0 time=1441124535 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=0 barcount=0 wap=113.250000 gaps=0 Time: Tue Sep 1 09:22:20 2015 reqid=0 time=1441124540 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=2 barcount=1 wap=113.250000 gaps=0 Time: Tue Sep 1 09:22:25 2015 reqid=0 time=1441124545 open=113.250000 high=113.250000 low=113.230000 close=113.230000 volume=7 barcount=7 wap=113.243000 gaps=0 Time: Tue Sep 1 09:22:30 2015 reqid=0 time=1441124550 open=113.230000 high=113.230000 low=113.210000 close=113.220000 volume=7 barcount=5 wap=113.216000 gaps=0 |
| [2015-09-02 07:55:40] |
| User713273 - Posts: 409 |
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Basically, we want to have a row every 5 seconds, even data isnt provided. We more or less want to price data, no rows should be skipped. Is there a simple input value in chart settings? There is a feature in studies that allows us to fill blanks with last value, we would want what is showed on the graph HLOC to be the close of the previous bar. Is there a way to do that?
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| [2015-09-02 08:02:53] |
| User713273 - Posts: 409 |
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Sry figured it our. Ignore previous post
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| [2015-09-02 08:11:22] |
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Basically, we want to have a row every 5 seconds,
You need to enable Chart >> Chart Settings >> Advanced Settings >> Include Columns with No Data
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 |
| [2015-09-02 08:19:44] |
| User713273 - Posts: 409 |
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Yes, we did that. The problem now seems to be extra data in columns. Can u advise on this? Thx again for the help
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| image (5).png / V - Attached On 2015-09-02 08:19:32 UTC - Size: 179.92 KB - 262 views |
| [2015-09-02 08:32:40] |
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Not totally sure what you are referring to. There may have been data in cells previously outputted, which are no longer being set based upon what studies are on the chart and the Number of Rows setting. So you have to manually delete that data. 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 |
| [2015-09-02 19:02:02] |
| User713273 - Posts: 409 |
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Still having issues with missing time segments. I havent yet subscribed to SC data feed, would that solve these issues as the only reasoning behind using 5 sec intervals is that is what IB offers as its lowest time intervals. Just looking for something consistent, been rather frustrating. I did opt into "include columns with no data" Thx again |
Attachment Deleted. image (6).png / V - Attached On 2015-09-02 18:58:36 UTC - Size: 224.35 KB - 265 views |
| [2015-09-02 19:48:20] |
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If you are not getting frustrated with Interactive Brokers data, this would be unusual. It does not appear that you have Include Columns With No Data enabled for the chart that is being outputted to that particular Sheet. Check the setting again. 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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