Support Board
Date/Time: Thu, 12 Jun 2025 08:30:11 +0000
VAPElement at prices which are not traded/Missing documentation
View Count: 641
| [2022-10-18 10:37:35] |
| User255315 - Posts: 133 |
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Hi SC, I have observed sometimes when the numbers bars are formed there are price levels with total volume as zero. I am assuming these are the prices that were not traded in the bar. I also read the documentation for sc.VolumeAtPriceForBars and noticed a new member function for GetVAPElementAtPriceIfExists which would help me reconstruct the numbers bars for my custom study correctly. (ACSIL Interface Members - Variables and Arrays: sc.VolumeAtPriceForBars Member Function Descriptions) However there are no examples for this function and there is another parameter called insertion index which is not mentioned in the documentation. Could you help me with an example of the correct function usage or tell me what to pass as the insertionindex in the function, I would be much obliged. |
| [2022-10-19 14:49:44] |
| Sierra_Chart Engineering - Posts: 19895 |
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You can see how this function is used by looking at the /ACS_Source/VAPContainer.h file. Refer to this function: c_VAPContainerBase<t_VolumeAtPrice>::GetVAPElement We will prepare some documentation for the function. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-10-20 14:15:07] |
| Sierra_Chart Engineering - Posts: 19895 |
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The documentation has been updated for that function explaining the particular parameter in question.
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-10-20 14:15:16
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| [2022-11-09 11:02:25] |
| User255315 - Posts: 133 |
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Hi SC, I am using the other functions mentioned in the sc.VolumeatPriceforBars documentation like the GetVAPElementAtPrice, which returns the structure itself instead of a bool value. May I know what the comparison operator will be to check if the returned structure is empty (zeroVAP in the function defintion)? |
| [2022-11-09 13:54:00] |
| Sierra_Chart Engineering - Posts: 19895 |
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If the following members of the s_VolumeAtPriceV2 structure are 0, then it is considered empty: int PriceInTicks;
unsigned int Volume; 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-11-09 13:54:18
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