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Direct MessagesDate/Time: Tue, 23 Apr 2024 08:54:31 +0000
[Programming Help] - Reading each trade price
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| [2018-10-04 19:54:32] |
| User585949 - Posts: 2 |
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Hello I'm writing my own study in C++ and I need to analyse most detail price flow, so I need as short timeframe as possible. For now I'm using my study on 1 second chart, but sometimes there is a bar where it's close is between high and low. In this case I don't know if price was first on high or on low of this bar. How can I get every trade price in my study ? If Sierrachart study is not able to deliver to my study every trade price is there any other way to get this detail data ? Maybe you have any other data interface I can use in my trading program ? Best regards Tomasz Wilczynski |
| [2018-10-04 20:58:31] |
| ganz - Posts: 1048 |
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User585949 Intraday Data File Format |
| [2018-10-05 00:20:30] |
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There is a newer way to do this in Sierra Chart and that is to use this function: sc.ReadIntradayFileRecordForBarIndexAndSubIndex() 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 |
| [2018-10-07 13:37:27] |
| User585949 - Posts: 2 |
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I've added to my study function to read bar details ( TimeFrame = 1 sec). This function is called on bars where high > close and low < close. But starting Replay Chart for testing on every examining bar IntradayRecord is filled only once when SubIndex = 0. On next loop passing, when SubIndex = 1 ReadIntradayFileRecordForBarIndexAndSubIndex always returns 0 ( no success). Below is my code ( sc.MaintainAdditionalChartDataArrays = 1 in SetDefauls is added in main study function). Am I doing something wrong ? static void ReadBarDetails( SCStudyInterfaceRef sc, int Index ) { int ReadSuccess = true; bool FirstIteration = true; uint32_t TotalVolume = 0; int SubIndex = 0;//Start at first record within bar s_IntradayRecord IntradayRecord; while ( ReadSuccess ) { IntradayFileLockActionEnum IntradayFileLockAction = IFLA_NO_CHANGE; if ( FirstIteration ) { IntradayFileLockAction = IFLA_LOCK_READ_HOLD; FirstIteration = false; } ReadSuccess = sc.ReadIntradayFileRecordForBarIndexAndSubIndex( Index, SubIndex, IntradayRecord, IntradayFileLockAction ); if ( ReadSuccess ) { TotalVolume += IntradayRecord.TotalVolume; ++SubIndex; } } sc.ReadIntradayFileRecordForBarIndexAndSubIndex( -1, -1, IntradayRecord, IFLA_RELEASE_AFTER_READ ); SCString TotalVolumeString; TotalVolumeString.Format( "Total volume: %u", TotalVolume ); sc.AddMessageToLog( TotalVolumeString, 0 ); } Date Time Of Last Edit: 2018-10-08 08:50:45
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