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Date/Time: Sun, 28 Apr 2024 18:18:35 +0000



s_SCTradeOrder::EntryDateTime add support for MS timestamps

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[2018-08-20 17:45:33]
onnb - Posts: 660
For the following, orders are originating from SC - always.

We are trying to map an order to a bar on the chart properly. (I can give more context if needed, just let me know).

I think s_SCTradeOrder::EntryDateTime is set using the computer time.
Is it possible to tell SC to use LatestDateTimeForLastBar and to have MS granularity? Is that something you might at all consider adding?
[2018-08-20 23:57:58]
Sierra Chart Engineering - Posts: 104368
EntryDateTime already does have millisecond precision. Setting this from the chart has potential complications that we want to avoid for the time being.

We recommended the computer just has the computer clock accurately set. And periodically updated.
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
[2018-08-21 01:00:41]
onnb - Posts: 660
Understood on the complications and avoiding for time being.

Just to complete the description of the challenge

Assume accurate timestamps from the computer

In our case there are two studies involved. One study places orders. The second study detects that and needs to know on which bar on the chart it was placed.

Currently, we take the EntryDateTime which has second level precision
We then use GetContainingIndexForSCDateTime to get a bar index

User is using range bars.
If you have several range bars in one second you can see how that will not work well, yes?
Date Time Of Last Edit: 2018-08-21 01:01:55
[2018-08-21 02:31:21]
Sierra Chart Engineering - Posts: 104368
EntryDateTime definitively has millisecond precision. You can get the milliseconds on it.
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
[2018-08-21 06:58:52]
onnb - Posts: 660
Great
But as I understand the MS I get from EntryDateTime will be from the computer clock? So they will be true MS time.
The MS in the bar timestamps are a tick count

Yes?
[2018-08-21 23:03:48]
Sierra Chart Engineering - Posts: 104368
Yes it is a true millisecond. We understand the difference but thinking about it, this is actually one reason why we cannot change it. Before the end of the year charts themselves will use the true milliseconds, so that will resolve the problem as well.

Follow-up with us in about three months in regards to true millisecond time stamping for charts.
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: 2018-08-21 23:04:05

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