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Direct MessagesDate/Time: Sat, 04 May 2024 03:00:57 +0000
Time and Sales Data Sequence Jumps
View Count: 909
| [2020-04-12 05:30:18] |
| yellowandy - Posts: 20 |
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Hello, I have a study that is analyzing T&S data and noticed a big jump in sequence numbers while it was iterating over the array. The backtest was run with mode "Calculate at Every Tick/Trade" and the code for accessing the T&S was taken from the examples provided (and very straight forward). When I look at the T&S window itself it appears to be displaying everything correctly but hard to verify since I can't see the sequence number there and compare. Can this happen or am I perhaps missing data? Running version 2021 and doesn't seem to happen frequently but once in a while (at the same place though which is good). c_SCTimeAndSalesArray TimeSales; sc.GetTimeAndSales(TimeSales); int TimeSalesSize = TimeSales.Size(); if (TimeSalesSize == 0) return; // No Time and Sales data available for the symbol // Loop through the Time and Sales int OutputArrayIndex = sc.ArraySize; DebugMessage.Format("Total Time and Sales To Process %i", TimeSalesSize); sc.AddMessageToLog(DebugMessage, 0); s_TimeAndSales PreviousTimeAndSalesRecord; s_TimeAndSales LatestTimeAndSalesRecord; for (int TSIndex = TimeSalesSize - 1; TSIndex >= 0; --TSIndex) { //Doing some comparison here... |
| [2020-04-12 06:08:02] |
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If you notice this is during a continuous back test and there has been no restarting of the back test, then it would indicate that there are more records being added, which exceed this setting: Data/Trade Service Settings: Number of Stored Time and Sales Records (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) in between study function calls. 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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