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Direct MessagesDate/Time: Fri, 10 May 2024 01:24:59 +0000
Time & Sales Time Format
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| [2014-03-03 02:18:54] |
| Profile Trader - Posts: 168 |
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Is there any documentation either on SC site or Barcharts that gives the breakdown of what the Time column represents in time and sales for the SC CME data feed? Specifically as is common practice you will see the hour:minute:second.... but with SC feed you also get an additional field which I assume is a millisecond field?? or is this a breakdown of a block trade that was executed in pieces on the other side? Is there a way to determine if it was a 100 lot seller into 40 different buy orders to complete the transaction? Thanks, Doug |
| [2014-03-03 04:53:20] |
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This is now documented here: https://www.sierrachart.com/index.php?l=doc/doc_TimeandSalesWindow.html#ColumnDescriptions 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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