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Direct MessagesDate/Time: Fri, 19 Apr 2024 22:20:33 +0000
sc.GetTimeAndSales empty during replay
View Count: 1330
| [2014-03-10 09:04:32] |
| Perseus - Posts: 30 |
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I am getting an empty array when using sc.GetTimeAndSales during chart replay. Is there any way to replay tick data so that sc.GetTimeAndSales also gets updated? If not are there any plans to make this possible in the near future? Thanks. |
| [2014-03-12 09:21:27] |
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We see what the problem is. This will be resolved in the next release.
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 |
| [2014-03-12 11:19:25] |
| Perseus - Posts: 30 |
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Thanks, SC. I appreciate the update. Any ETA on that next release (I did not see any change in 1107 so I assume it is the release after 1107)? FYI, as a work-around, I was attempting to match two charts by the millisecond (using sc.GetChartDateTimeArray and sc.GetExactMatchForSCDateTime) but was unsuccessful. Looking at data received from sc.GetChartDateTimeArray it looks like it is not possible to use GetMilliSecond (I am always getting a value of 500). I am not going to spend more time on this given the update mentioned above, so it is just an FYI that there might be an issue with sc.GetChartDateTimeArray if one needs millisecond accuracy. |
| [2014-03-12 22:02:08] |
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This will be out today or tomorrow. For help with milliseconds, refer to: https://www.sierrachart.com/index.php?l=doc/doc_ACSILProgrammingConcepts.html#AccessingMilliseconds Not quite sure why you would always get 500 for the milliseconds. Chart bars based upon a fixed period of time, like 1 Minute, will not have a millisecond component. 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 Date Time Of Last Edit: 2014-03-13 00:44:46
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| [2014-03-12 22:10:12] |
| ejtrader - Posts: 688 |
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sc team - does this mean - for historical bars - you are going to generate the T&S records from the scid file ? Apologize - if this context is different. Thanks Date Time Of Last Edit: 2014-03-13 01:28:50
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| [2014-03-13 00:45:07] |
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Yes, this has been in existence now for probably more than a year.
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 |
| [2014-03-13 01:18:49] |
| ejtrader - Posts: 688 |
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Wow .. Didn't know this. Thank you. That makes it easier on couple of tasks that I have been working on. Was always under impression that T&S would work only realtime trades :)
Date Time Of Last Edit: 2014-03-13 01:20:16
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| [2014-03-13 07:56:51] |
| Perseus - Posts: 30 |
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Thanks SC, I look forward to the update. Regarding milliseconds, the problem I was having was not with the use of the function. I am using SCDateTime::GetMilliSecond() and it is working just fine when used with sc.BaseDateTimeIn[sc.Index] for example. It is only when using the function like below that I am not getting the correct millisecond value (all charts based on the same symbol): sc.GetChartDateTimeArray(5,TimeArray); SCDateTime dt2 = (float)TimeArray[RefChartIndex]; dt2.GetMilliSecond(); Only mS are missing from dt2. Hours, minutes, seconds etc are retrieved without any problems. |
| [2014-03-13 07:58:49] |
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What is the timeframe of the chart bars you are getting the Date-Time array from? Are they variable or fixed?
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 |
| [2014-03-13 08:02:12] |
| Perseus - Posts: 30 |
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In the above example, chart 5 is a 1 Trade/Tick chart. The main chart could be a range or a contract/volume chart.
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| [2014-03-14 03:51:26] |
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Go to the chart you are getting the Date-Time array from and use the Chart Values Tool and look in the Tool Values Window. As you go to each bar, you should see a millisecond component of the Date-Time displayed. Do you? Here is the documentation for that: https://www.sierrachart.com/index.php?l=doc/doc_Tools.html#ChartValues 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 |
| [2014-03-14 07:34:56] |
| Perseus - Posts: 30 |
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Yes, I see the mS values but I also see multiple trades with the same timestamp. For example: 08:29:09 - Multiple trades (ie. same timestamp but V, BV and AV are changing) 08:29:09:001 - Multiple trades 08:29:09:002 - Multiple trades This is for live data. If I select 'Delete And Download Data', I get the correct timestamps. |
| [2014-03-15 02:58:15] |
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This will be reviewed.
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 |
| [2014-03-21 23:09:24] |
| ejtrader - Posts: 688 |
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Would be curious to know the result of this :)
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| [2014-03-27 03:18:00] |
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We do see a problem with this. And it will be resolved. The problem with real-time time stamping involving milliseconds clearly is a problem that arose recently.
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 Date Time Of Last Edit: 2014-03-27 03:18:32
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| [2014-03-28 03:19:48] |
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This has been resolved in 1112. The problem arose when write caching was implemented for Intraday chart 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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