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Direct MessagesDate/Time: Sun, 28 Apr 2024 17:58:18 +0000
[Locked] - True Millisecond/Microsecond Time Stamping and ACSIL
View Count: 9479
| [2019-02-03 13:43:06] |
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Update 2020-05-23: Important update at post #14 below. ---- We are gradually starting to work on support for true millisecond and microsecond time stamping. Milliseconds will be used where available. Microseconds will act as a counter for multiple trades within the same millisecond. The SCDateTime format is documented here: Working with the SCDateTime Variables and Values: Introduction The internal format is going to be changed to the time since the UNIX epic time of January 1, 1970 UTC. It will represent the number of microseconds since that time and hold only integer values but still be a double type. This is going to cause compatibility issues with ACSIL studies that use the SCDateTime type and they will have to be recompiled for the version that is released that has the new internal format for SCDateTime. This is not likely to be for about two months. Our thought is that in order to make the transition as easy as possible that we would support custom study DLL files for older and newer versions of Sierra Chart at the same time. If the transition to this new format occurs at version 1900 then a 64-bit DLL will have this naming format: [DLL name]_1900_64.dll This file can also exist with [DLL name]_64.dll So a DLL that has _1900_ in its file name would be compatible with that version and any version higher. The number 1900 will be a fixed number. So no matter what version a user is running of Sierra Chart, the appropriate DLL will exist assuming they have a _1900_ version. 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: 2020-05-24 10:54:10
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| [2019-02-03 14:57:38] |
| Sawtooth - Posts: 3980 |
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The internal format is going to be changed to the time since the UNIX epic time of January 1, 1970 UTC
What will be the discrepancy between Sierra Chart and Excel for those of us who export data from the Trade Activity Log and from spreadsheets?Spreadsheet Functions: Serial DateTime Values |
| [2019-02-03 19:03:13] |
| ganz - Posts: 1048 |
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SC Support The internal format is going to be changed to the time since the UNIX epic time of January 1, 1970 UTC
Finally! :)This is the good news! Thnx. |
| [2019-02-03 19:24:37] |
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What will be the discrepancy between Sierra Chart and Excel for those of us who export data from the Trade Activity Log and from spreadsheets? There will be none because the SCDateTime class will still support the old integer (day) and fractional (time) format. And will still return the old format by default unless specifically asking for the UNIX integer format.
Spreadsheet Functions: Serial DateTime Values 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 |
| [2019-02-04 08:51:56] |
| Merlin - Posts: 81 |
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What will be the availability for millisecond-accurate market data? I'm specifically interested in historical and current CME data through the Sierra data feed, but also the Sierra market statistics, especially Tick for the various indexes. Are your data servers already capturing and storing the true millisecond data from the exchange? Or will that only happen once this is ready for release? I'm also thinking about potential backtesting issues if there is a crossover point, where all data up to a certain date is in the old format with false milliseconds, and then suddenly one day the data shows true milliseconds. Also, it would be great to have the Replay functionality extended to provide smooth, accurate sub-second playback once millisecond data is available. These days it seems that more and more market action takes place within a single second. |
| [2019-02-04 09:36:41] |
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These questions will be answered later. This thread is now locked. 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 |
| [2019-10-20 20:16:16] |
| caligola - Posts: 116 |
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In Eurex charts I see milliseconds time stamp as a counter for multiple trades within the same second. When it will become a true millisecond time stamp? Do I have to change some settings to show true millisecond time stamp in SC 1997? thanks in advance |
| [2019-10-20 20:56:53] |
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Yes this development is still in progress. There is a lot involved in 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 |
| [2020-01-28 06:25:35] |
| User106180 - Posts: 88 |
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Hi SC. I appreciate that my account has expired but am interested in reactivating if this will be implemented soon. How is this progressing? You have mentioned elsewhere that this has been implemented for market depth data. When it is implemented will all data be true millisecond time stamped (going back several years), or will it only be from the time of implementation? Thanks. |
| [2020-01-28 17:43:05] |
| Sierra_Chart Engineering - Posts: 14121 |
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Yes millisecond time stamping has been implemented for market depth data. The underlying work for millisecond time stamping for trades has been done. We expect to be continuing work in the next month or so. And finishing 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-01-28 22:46:03] |
| User106180 - Posts: 88 |
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Thank you SC. Will the tick by tick data from Sierra Chart Historical Data Service (from 2011 for CME Group) have true millisecond time stamping when this implemented in the next month or so? |
| [2020-01-28 23:08:18] |
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No existing data will not be affected. And we would start on the work in about a month or so. It will not be available in a month. It would still be three or more months 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 Date Time Of Last Edit: 2020-01-28 23:08:57
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| [2020-05-19 22:40:31] |
| j4ytr4der_ - Posts: 918 |
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Just checking in, any news on this feature?
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| [2020-05-24 10:53:44] |
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We are now getting back to this thread after a long time. We are going to be releasing a new version of SCDateTime where the internal storage uses a 64-bit integer and the epoch is still the same at 1899-12-30 00:00:00. This has support for microsecond precision and is completely accurate without any floating-point error and is high-performance. When we released this, compatibility with existing custom studies is going to be "broken" and studies will need to be recompiled for the version that supports this. There is no way for us to maintain back compatibility. That is far too complicated and problematic. A simple recompile will be all that is needed for custom studies to work on the version that supports this new Date-Time format. Also the "naming format" mentioned in post #1 will be implemented. Spreadsheets will not be affected in any way. We expect the release will happen in June 2020. The reason is has taken a long time is because in part we are just very busy with so many different things and can only spend so much time on it and also, there is a lot of development and testing related to this, and changes throughout Sierra Chart to ensure performance is maintained and actually improved when working with Date-Time values and there are no unexpected problems. 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: 2020-05-24 11:33:01
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| [2020-05-24 10:57:59] |
| binaryduke - Posts: 360 |
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Could we have pre-warning of this becoming the live version please in order that clients of commercial indicators are not left in a position where they need to roll back? This will allow commercial indicators to co-ordinate an update around your own.
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| [2020-05-24 11:17:56] |
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Yes we will post a message here and certainly this will be a prerelease for an extended time. We can also just make it a release which is accessible only by specifying its version number through the installer. Actually as we think about this some more, the naming format mentioned in the first post really is something that we need to be implementing. So we will be implementing that. 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: 2020-05-24 11:22:55
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| [2020-06-13 18:11:05] |
| ejtrader - Posts: 688 |
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SC Team - Is it safe enough now to stop using SCDateTimeMS and just use SCDateTime or still need to use SCDateTimeMS to support milliseconds. thanks Date Time Of Last Edit: 2020-06-13 18:13:39
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| [2020-06-13 20:52:13] |
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No and we do not know how you come to that conclusion. We never said anything like this. When we make reference to SCDateTime which is the base class of SCDateTimeMS, we are referring to both types. SCDateTimeMS is documented here: Working with the SCDateTime Variables and Values: SCDateTimeMS Variables 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: 2020-06-13 20:52:51
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| [2020-06-28 13:25:22] |
| User355030 - Posts: 163 |
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Is MS time stamps now available?
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| [2020-06-29 04:07:09] |
| Sierra_Chart Engineering - Posts: 14121 |
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Not yet. We are getting close to this. We are working on the final implementation but this is still probably 2 to 3 weeks away. And this is going to be very disruptive when released because it will break compatibility with all custom studies and they will all have to be recompiled. And also all writing Date-Time values to files will be done as integers rather than as doubles. New versions of Sierra Chart can handle both integers and doubles when reading these Date-Time values from files. That has already been released. So it is important that users keep up-to-date to minimize any impact from the change if they want to rollback. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-07-27 04:06:16] |
| ejtrader - Posts: 688 |
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SCTeam - From prior post it appears like you are going to store Date as Integer value - Which is a good news. Is there any function available to convert from current SCDateTime Value to an integer and vice Versa? Edit - Noticed the following functions for this. Could you please confirm? time_t TestDateUnix = SCDateTimeToUNIXTime(sc.BaseDateTimeIn[sc.ArraySize-1]); SCDateTime TestDate = UNIXTimeToSCDateTime(TestDateUnix); Thanks Date Time Of Last Edit: 2020-07-27 04:18:57
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| [2020-07-27 18:59:25] |
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This is not relevant now but this function will be what you would want to use: SCDateTime::ValidateAsCorrectDateTime Or at least have a look at the internal code of that function. But in general you should never have a need to do 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 Date Time Of Last Edit: 2020-07-27 18:59:42
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| [2020-08-04 12:41:47] |
| User355030 - Posts: 163 |
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Really excited about this functionality, is there a set date for the release?
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| [2020-08-05 19:06:33] |
| User355030 - Posts: 163 |
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@SCE What's the ETA?
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