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Direct MessagesDate/Time: Mon, 06 May 2024 02:59:32 +0000
Data import via .scid files
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| [2019-08-12 15:46:17] |
| User520470 - Posts: 1 |
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Hello. Some years ago I wrote software for tick data import via .scid files (those years there were no DTC yet, so import via .scid was the only option). I don't use it myself, but there are some people who use it. It seems all works fine for years, but there is a little question. Sometimes some brokers provide tick data in a wrong order. Suppose there are ticks at 10:30:01 already had written into the file and then several ticks at, say, 10:29:58 arrive. My software in such cases inserts those 'late' ticks into their right place in the .scid file. But the question: how SierraChart should behave in such case? I think it has no chance to determine what several last ticks was suddenly shifted to the right, so it seems SierraChart will work with wrong data. So the question: is there a way to signal SierraChart what it should reread .scid file(s) from some point? Or, as workaround, what if I'll shrink the file, flush it, and then rewrite the tail in the right order? And the same question on DTC, is there a way to 'cancel' some (last) data? As I know it's possible in FIX, but I can't find anything about this in DTC docs. |
| [2019-08-12 17:07:01] |
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I think it has no chance to determine what several last ticks was suddenly shifted to the right, so it seems SierraChart will work with wrong data. Yes this is the case. It will cause a problem.So the question: is there a way to signal SierraChart what it should reread .scid file(s) from some point? No there is not. Or, as workaround, what if I'll shrink the file, flush it, and then rewrite the tail in the right order? We do not think this will work properly either. There is no way to cancel market data using the DTC protocol. And we have never seen that in FIX either for market data. 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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