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Direct MessagesDate/Time: Wed, 24 Apr 2024 14:39:13 +0000
Clarification needed related to T&S records
View Count: 1049
| [2013-12-07 15:12:04] |
| ejtrader - Posts: 688 |
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SC Team - Trying to process T&S records and have couple of questions in this space(with autoloop=1). 1 - Is it safe to assume TimeSales[TimeSales.GetArraySize() - 1] - would always belong to the the last bar on any type of chart? ( I mean - Can I be assured - this record would always belong to the bar pointed by sc.Index ). Wanted to ensure - Chart Update Frequency(even if I have 1000ms) wouldn't play any role in this. 2 - Once the feed is started - can I safely assume TimeSales[].Sequence would always be incremental and when a specific sequence is processed, I can simply ignore the T&S records with Sequence <= the previously processed sequence? Basically trying to find a "reliable" way to tie a specific T&S record to a bar as well as avoid processing "same" T&S record multiple times for efficiency reasons. Figured I might be able to use TimeSales[].Sequence for this purpose and during next iterations, thinking of simply ignoring all TimeSales[] records with sequence number less than previously processed Sequence. Appreciate your valuable input on this. Thanks Date Time Of Last Edit: 2013-12-07 15:42:38
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| [2013-12-09 18:42:43] |
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1. Yes. As long as the Session Times settings do not exclude any data in the chart. 2. Refer to the ACSIL documentation for getting the Time and Sales data. It explains the subject very well. 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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