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Direct MessagesDate/Time: Sun, 19 May 2024 23:12:42 +0000
ACSIL TS Sequence during replay
View Count: 1374
| [2015-11-18 16:19:11] |
| ejtrader - Posts: 688 |
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SC Team - At present - during replay - SCTimeAndSalesArray::Sequence seems to be 1 for all the records. Would it be possible to implement an incremental sequence to these TS records - only if it is not too much of an effort - If not would use some other work around. Sequence can technically start from the moment of replay. PS: Please don't mark as user discussion - just "yes" or "no" is good enough. Thanks Date Time Of Last Edit: 2015-11-18 16:24:26
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| [2015-11-18 17:51:43] |
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We will check on this.
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 |
| [2015-11-19 04:16:46] |
| ejtrader - Posts: 688 |
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SC Team - On the similar topic - found an issue with latest version ( 1328) - where one of the T&S record being accounted incorrectly. It appears like - 22:04:55.000 - record is being accounted in 22:05:00 bar - which should technically belong to prior bar. For reference - you can use the total volume. For the last bar (22:05 - bar - the volume should have been 30 based on T&S records - where as in number bars as well as Compact Values - the volume shows up as 34 ). screencast.com/t/UvJAvPXJig Don't recall this issue in the past and - It appears like there seem to be a bug introduced recently related to this. Would you please review? PS: I have tick data stored as well - no "combine option" in T&S data. on one more occassion today - with this latest version - Noticed 0x0 for one of the records ( don't recall this issue in the past as well ). screencast.com/t/0jbty2opb4 Thanks Date Time Of Last Edit: 2015-11-19 04:20:22
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| [2015-11-19 04:34:33] |
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This problem cannot possibly exist: SCTimeAndSalesArray::Sequence seems to be 1 for all the records.
The sequence number is set and it increments every Time and Sales record. However, it resets back to 1 whenever the chart is reloaded and there is a replay occurring. 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 |
| [2015-11-19 04:36:47] |
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Regarding post #3 we highly doubt there is any problem with any of that. It is not something that we have time to review now. Nothing has changed with any of that functionality.
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 |
| [2015-11-19 05:06:15] |
| ejtrader - Posts: 688 |
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Thanks SC Team. However, it resets back to 1 whenever the chart is reloaded and there is a replay occurring.
I would take it as - it's not possible to increment the sequence during replay ( my original request ) - Which is fine. Would use some other work around. I was trying to use some other work arounds and came to know the other reported issues as something was not lining up :) Regarding post #3 we highly doubt there is any problem with any of that. It is not something that we have time to review now. Nothing has changed with any of that functionality.
I have checked with 1201 as well. So it doesn't look like introduced recently. As no one else has pointed out this issue - you can probably review only when your time permits (not a priority item).. but certainly seems very odd to me. Thanks Date Time Of Last Edit: 2015-11-19 05:07:06
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| [2015-11-19 05:13:44] |
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it's not possible to increment the sequence during replay ( my original request )
The sequence number does increment during a replay. We did confirm that. There definitely could not be a problem with this.I suppose we could prevent the reset when the chart is reloaded but then again in the case of a replay because there is a probability of going back in time, the reset of the sequence number probably is a logical thing to do anyway. So thinking about it at this moment, it is not likely we would take the reset out. 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 |
| [2015-11-19 14:04:24] |
| ejtrader - Posts: 688 |
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The sequence number does increment during a replay. We did confirm that. There definitely could not be a problem with this.
Agreed. This works fine as expected. Thank you. Now coming to the other issue I have described - Though you have mentioned - you might not be able to review at this time - whenever your time permits any time in the future - would you please review. There seem to be a small disconnect some where with the way T&S records are tied to the bar. As per the attached review - at price - 85.50 - the T&S first record - "volume 1" at bid trade - and the number bar starts with "volume 2" at bid trade. This is certainly inexplicable as far as I can see. Only reason I can think of - prior record might not have been displayed in T&S but is accounted in the bar ( that would bring up the other in-line issue I have mentioned in earlier images). screencast.com/t/o9RgjNaqTOyZ PS: All I am trying to determine the very "first TS record" - which is part of the latest bar - consistently - when the chart is loaded/reloaded. Have tried enough to use various alternatives, but somehow unable get this consistently. I have tried to use Sequence/DateTime and even SCID file - but running into some inconsistent behavior. At this point - Just wanted to check on built-in bar formation with T&S records and noticed similar issue with one of the T&S records being made part of current bar - which should technically belong to prior bar(based on it's timestamp) and is this quest. I understand this is out of regular support and am sure to find an alternate way some or other way - but something doesn't sound right. Thanks Date Time Of Last Edit: 2015-11-19 17:30:16
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| [2015-11-19 19:31:39] |
| ejtrader - Posts: 688 |
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Also adding the video - for clear reference. Thanks |
 SC_TS_issue_demonstration.mp4 - Attached On 2015-11-19 19:31:15 UTC - Size: 1.14 MB - 286 views |
| [2015-11-20 13:46:55] |
| ejtrader - Posts: 688 |
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SC Team - Got it to match up for realtime bar. All seems to be good at this time. Would check further if I still run into any issues. screencast.com/t/qKzNfQ4VM4R A big Thank you for a wonderful product. Thanks |
| [2015-11-20 19:44:20] |
| ejtrader - Posts: 688 |
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Only one small issue remains - to make the custom study - replay compatible. It works fine for the real time bar but when replay is initiated for a historical bar - it's not reliable as it depends on the T&S records and for the first bar from which the replay is started few of the first couple of records are missed from T&S. If somehow you can populate all T&S records that makes up the very last bar during replay - that would take care of other small issues I am running into in the related studies. screencast.com/t/waEiqHfcuX As you can see in the image - when the replay is initiated - T&S is missing couple of first few records that makes up the current bar from which the replay started. Is there "any" possibility for you to include the first record as well into T&S data? If it is too much of a change on your side - Then I would use some other work around to read the data from SCID file - which is not an elegant option but certainly a possible work around. Thanks Date Time Of Last Edit: 2015-11-20 20:25:29
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| [2015-11-21 16:04:09] |
| ejtrader - Posts: 688 |
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SC team - Update on this: On a second thought - If there is a larger bar - T&S data might not be sufficient to fill the real time bar when there is a reload. So have implemented a hybrid (SCID + TS records) approach and all is good for what I wanted to do. No further help is needed on this. screencast.com/t/ZXPhjExVyTj -- Historical replay mode screencast.com/t/aCcMM5EkQ -- real time bar However to make SC better in this space Would suggest the following. It would be your decision in the end whether to implement or not :) - T&S records - start to populate from very first tick of the latest bar from the moment replay is started (very useful one) - an ACSIL function to detect "forward/reverse" button press. (nice to have) - Include "Sequence" as available T&S window column. (somewhat nice to have) Thanks Date Time Of Last Edit: 2015-11-21 18:12:45
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| [2015-11-21 18:13:25] |
| ejtrader - Posts: 688 |
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Updated post #12.
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