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Direct MessagesDate/Time: Mon, 06 May 2024 02:49:31 +0000
ACSIL - TimeAndSales
View Count: 1056
| [2020-04-01 12:24:20] |
| ejtrader - Posts: 688 |
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SC Team - I just started using Denali Exchange Data and it's really impressive from performance and accuracy point of view. Appreciate introducing this. This feed is supporting the Timeandsales to "Combine into Exchange reported Original Summary Trade" option. How to get this data in combined form when iterating this data using c_SCTimeAndSalesArray ? Thanks Date Time Of Last Edit: 2020-04-01 12:40:39
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| [2020-04-01 19:20:46] |
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That is not supported through ACSIL. You have to manually do it: ACSIL Programming Concepts: Combining Intraday Chart File Records into Original Summary Trade 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 |
| [2020-04-03 06:53:18] |
| ejtrader - Posts: 688 |
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SC Team - Thank you for the reply. Using Denali Feed: - During live feed - able to get this information using T&S Structure - during replay - Regular T&S (Open Time and sales window -> combine option) works. But the same ACSIL code which works during live T&S doesn't work during replay. All the trades gets marked as unbundled. Is this expected behavior? Thanks Edit - Stand corrected - during replay this bundled option doesn't work even with regular T&S (issue is not specific to working with ACSIL). Date Time Of Last Edit: 2020-04-03 12:12:25
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| [2020-04-03 10:52:50] |
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What you are saying is not clear for us.
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 |
| [2020-04-03 12:06:06] |
| ejtrader - Posts: 688 |
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Actually I stand corrected(it's not the ACSIL) but even regular T&S window doesn't combine into summary trade during replay. - During the replay T&S "Combine into Exchange Reported Original Summary Trade" doesn't work. The same works when replay is not running. First image - when replay is not running. (please notice the number of trades - as it is combining the trades). Second image - When replay is running - the combine doesn't work. Is this the expected behavior? Any possibility to get this option "Combine into Exchange Reported Original Summary Trade" working even during replay? Thanks Date Time Of Last Edit: 2020-04-03 12:08:24
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Attachment Deleted.  Sierra_SummaryTrade_WhenReplayNOTrunning.png / V - Attached On 2020-04-03 12:08:12 UTC - Size: 111.93 KB - 260 views Sierra_SummaryTrade_WhenReplay_running.png / V - Attached On 2020-04-03 12:08:18 UTC - Size: 86.32 KB - 253 views |
| [2020-04-04 08:49:48] |
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We looked into this and we updated the documentation here in regards to using the Combine into Original Summary Trade option for the Time and Sales window: Time and Sales Window 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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