Support Board
Date/Time: Sat, 17 May 2025 10:18:22 +0000
AccumulatedLastTradeVolume
View Count: 330
| [2024-04-30 11:40:02] |
| Ichmalvier - Posts: 2 |
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Hello, I am using BasicSymbolData.AccumulatedLastTradeVolume in an ACSIL custom study and it works well in real time. However, I would like to perform a backtest with this study. With BasicSymbolData.AccumulatedLastTradeVolume I always get the current value and not that of the replay. Is there a way to get something like BasicSymbolData.AccumulatedLastTradeVolume for the current time point in the replay? Thank you! |
| [2024-05-01 02:14:17] |
| Sierra_Chart Engineering - Posts: 19618 |
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That volume value is definitely updated during a replay. So not sure why you would have any issue with this.
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 |
| [2024-05-01 15:56:06] |
| Ichmalvier - Posts: 2 |
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Thank you for your quick respond. I use a Chartbook with two orderbooks who are identically. On both is a custom study added, which adds a message to the Message Log containing the LTQ, given by BasicSymbolData.AccumulatedLastTradeVolume. When I replay one Orderbook while the other is not replayed, I allways get the same LTQ for both orderbooks. The LTQ displayed in the replayed orderbook seem to be correct. How can I access this value with ACSIL? The output is: 2024-05-01 17:32:42.212 | Chart: CLN24-NYMEX[M] #1 | Study: Test LTQ | LTQ: 6, Last Price: 79.06, Time: 17:20 * 2024-05-01 17:32:42.216 | Chart: Replay 1.00X: CLN24-NYMEX[M] #3 | Study: Test LTQ | LTQ: 6, Last Price: 80.28, Time: 15:50 * 2024-05-01 17:32:43.330 | Chart: CLN24-NYMEX[M] #1 | Study: Test LTQ | LTQ: 3, Last Price: 79.05, Time: 17:20 * 2024-05-01 17:32:43.334 | Chart: Replay 1.00X: CLN24-NYMEX[M] #3 | Study: Test LTQ | LTQ: 3, Last Price: 80.28, Time: 15:50 * 2024-05-01 17:32:44.105 | Chart: CLN24-NYMEX[M] #1 | Study: Test LTQ | LTQ: 1, Last Price: 79.04, Time: 17:20 * 2024-05-01 17:32:44.109 | Chart: Replay 1.00X: CLN24-NYMEX[M] #3 | Study: Test LTQ | LTQ: 1, Last Price: 80.28, Time: 15:50 * 2024-05-01 17:32:58.453 | Chart: CLN24-NYMEX[M] #1 | Study: Test LTQ | LTQ: 7, Last Price: 79.05, Time: 17:20 * 2024-05-01 17:32:58.456 | Chart: Replay 1.00X: CLN24-NYMEX[M] #3 | Study: Test LTQ | LTQ: 7, Last Price: 80.27, Time: 15:50 * 2024-05-01 17:33:00.104 | Chart: CLN24-NYMEX[M] #1 | Study: Test LTQ | LTQ: 9, Last Price: 79.05, Time: 17:20 * 2024-05-01 17:33:00.107 | Chart: Replay 1.00X: CLN24-NYMEX[M] #3 | Study: Test LTQ | LTQ: 9, Last Price: 80.26, Time: 15:50 * Date Time Of Last Edit: 2024-05-14 16:14:57
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