Support Board
Date/Time: Wed, 15 Jan 2025 08:55:25 +0000
sc.BaseDateTimeIn question
View Count: 1250
[2017-06-03 02:09:50] |
User103949 - Posts: 78 |
If I set the chart bar to be tick level, does sc.BaseDateTimeIn[sc.Index] contains millisecond for each tick?
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[2017-06-03 21:57:18] |
Sierra Chart Engineering - Posts: 104368 |
There are milliseconds, but the milliseconds just acts as a unique counter. Here is information about accessing milliseconds: ACSIL Programming Concepts: Accessing Milliseconds 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: 2017-06-05 20:32:13
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[2017-06-04 16:24:44] |
Merlin - Posts: 83 |
More on this, from Intraday Data File Format: s_IntradayRecord Structure Member Descriptions "When writing tick by tick data to an Intraday data file, where each tick is a single record in the file, and multiple ticks/trades have the same timestamp, then it is acceptable for the Date-Time of the record to be the same timestamp as prior records. What Sierra Chart itself does in this case, is increment the millisecond portion of the Date-Time to create unique timestamps for each trade within a second." Sierra has stated elsewhere that they do intend to start supporting real millisecond timestamps some time this year. Even 10ths of a second would be an improvement! But clearly it's a big project technically. Merlin |
[2017-06-05 20:33:27] |
Sierra Chart Engineering - Posts: 104368 |
It is not a big project, it just requires numerous small changes in many places and tremendous attention to various details and it has to be done just right.
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 |
[2017-06-05 21:32:16] |
Merlin - Posts: 83 |
Understood. I've actually developed some indicator code that makes use of the current Sierra false-millisecond timestamps. For example, by knowing the total # of trades that occur within a given second on a fast #-of-trades chart, I can synchronize an overlay market statistic chart with approximate sub-second accuracy. Obviously this will be better with genuine millisecond values - but I will have some work to do on this code when your millisecond-accurate timestamps go live. So it will be good to have some advance warning when this is coming! Question: will you be rolling out millisecond-accurate timestamps on the Sierra market statistics at the same time? Merlin |
[2017-06-06 05:30:27] |
User103949 - Posts: 78 |
thank you very much,merlin
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