Support Board
Date/Time: Thu, 12 Jun 2025 08:31:08 +0000
time and sale.
View Count: 576
| [2022-11-05 17:49:21] |
| User591166 - Posts: 9 |
|
bonjour je souhaiterais afficher mon Bund "time and sale" au format chart. je dispose de l'option 12 sur l'eurex et le time and sale m'affiche correctement les ordres combinés avec le nb de trades associés. combine records = combine into exchange reported original summary trade la solution proposée dans la doc sierra avec un chart en (bar period / Number of trade per bar = 1) ne reprend pas l'agregation des ordres iceberg. de plus la couleur des barres volumes ne semble parfois pas correspondre a l'ordre passé mais plutot a celle de l'evolution du prix y a t'il un moyen d'exporter le streaming du tape vers un study spreadsheet dedié en recuperant ( nb de trades + vol total ) pour chaque ordre combiné ou connaissez vous un autre moyen pour y parvenir. une solution via ACSIL est elle envisageable mais dans ce cas ou est documenté le parametrage du flux de streaming du time and sale. (le fichier dly ne contient pas les elements necessaires) cordialement |
| [2022-11-06 15:58:33] |
| Sierra_Chart Engineering - Posts: 19895 |
|
Translation: I would like to display my "Time and Sale" bund in Chart format.
I have option 12 on the Eurex and the Time and Sale correctly displayed me the combined orders with the associated trades NB. Records combination = Combine Into Exchange Reported Original Summary Trade The solution proposed in Doc Sierra with a chart in (Bar Period / Number of Trade Per Bar = 1) does not take up the Agregation of Iceberg orders. In addition, the color of the volume bars does not sometimes seem to correspond to the past order but rather that of the price evolution Is there a way to export the streaming of the tape to a Study Spreadsheet dedicated by recuperating (nb of trades + total flight) for each combined order or do you know another way to achieve it. A solution via ACSIL is possible but in this case where the appetite of the streaming flow of Time and Sale is documented. For what you want to do, use this setting: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: