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Direct MessagesDate/Time: Fri, 26 Apr 2024 09:08:13 +0000
[Locked] - Important Information About Timestamping (Date-Time) Change in Trade Activity Log
View Count: 1900
| [2022-02-19 13:55:35] |
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It has been an ongoing issue, that trading using delayed data, and also back testing can have Trade Activity Log entries, with Data-Times using the current time mixed with entries that are using the time of the delayed data at the time of the order activity, or the time of the current chart bar being replayed at the time of order activity in the case of a back test. When analyzing logs, this causes order activity to be out of order sometimes. And it is very frustrating to resolve this issue. We have not come up with a perfect solution to this. And the solutions we have tried, have other kinds of side effects. So the way the Trade Activity Log works in newer versions (we have to check on the exact version but approximately 2357+), is that every entry added to the Trade Activity Log, is time stamped according to your local computer clock. Your local computer time is adjusted to UTC. And there is a new field named in the Trade connectivity Log TransDateTime. This means Transaction Date-Time. You will see it in the far right, of the Trade Activity Log and you can drag it all the way to the left by performing a pointer drag operation on the header for that field. This Date-Time is going to be the actual time of the particular order or fill event according to either the real time, the delayed data time, or the back test time. For example, the time of the fill according to the delayed data or the current chart bar during a back test. Processing of order fills anywhere in Sierra Chart now uses the Transaction Date-Time. So in this way, the Trade Activity Log will always have the proper order of activity when viewing it but there is a separate field showing the actual transaction time. For proper support for all of this make sure you are running the latest prerelease which is version 2361 or higher. 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: 2022-02-20 10:19:25
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| [2022-02-23 01:40:22] |
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We are aware of the issues with this new method of time stamping for back testing and we are going to implement a solution to this now where with back testing, the time stamping will behave as it did before. We will have a new release out in about two hours. This will be version 2362. 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: 2022-02-23 01:41:06
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| [2022-02-24 17:29:41] |
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Update to version 2362 or higher to resolve the Trade Activity time stamping issue with replays. Instructions: Software Download: Fast Update 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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