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Direct MessagesDate/Time: Mon, 06 May 2024 23:55:34 +0000
tick data question
View Count: 824
| [2017-01-10 23:45:41] |
| User103949 - Posts: 78 |
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My stratrgy requires capturing all traded price in tick level, do i have to set sc.OnExternalDataImmediateStudyCall to be true in my study？ Thanks, |
| [2017-01-11 00:08:27] |
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That is not the method to do this. You just need to use the Time and Sales data to access all of the underlying ticks/trades in between chart updates: sc.GetTimeAndSales() 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 |
| [2017-01-11 00:44:37] |
| User103949 - Posts: 78 |
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My trading decision is depending on real time tick data, which means it can trigger at any timestamp. My understanding of this time and sales function is this can capture all the data afterwards. Say if the chart update interval is 5 second, which means i can capture all the data every 5 seconds, but my trading signal may happen in between, in that case it will be missed. Is my understanding of time and sales correct？
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| [2017-01-11 04:56:08] |
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Your understanding is correct, but you can set the Chart Update Interval down to 20 milliseconds individually for the chart: Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu) 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 |
| [2017-01-11 17:22:32] |
| User103949 - Posts: 78 |
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Is there any minimum requirement for computer hardware (cpu or memory) if I may keep track of multiple symbols in the study by setting Chart update interval to 20 milliseconds?
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| [2017-01-11 18:22:57] |
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There is no minimum. You have to make your own determinations on this. There is no way we can estimate what you will need. 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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