Support Board
Date/Time: Wed, 15 Jan 2025 17:36:06 +0000
[Programming Help] - ACSIL - Discrepencies in T&S Records Sequence Numbers Between 2 instances of Sierra Chart
View Count: 1063
[2017-07-14 07:38:32] |
Zosimus - Posts: 345 |
When I run a study that I wrote that processes T&S entries on 2 different machines simultaneously I see differences in the values generated by the study. In order to check what is wrong I ran this simple T&S iteration code on 2 different machines simultaneously and got totally different Sequence numbers. The results of both iterations are attached. Both instances of Sierra use Rithimic and are set to to hold 5000 records of T&S (and have the same update interval). The code I used for the iteration is: if (sc.SetDefaults)
{ sc.GraphName = "T&S_Test"; sc.FreeDLL = 1; sc.AutoLoop = 1; sc.GraphRegion = 0; sc.UpdateAlways = 1; return; } if(sc.Index == sc.ArraySize - 1){ SCTimeAndSalesArray TimeSales; sc.GetTimeAndSales(TimeSales); if (TimeSales.Size() == 0) return; int64_t& LastProcessedSequence = sc.GetPersistentInt64(1); SCString str; if (LastProcessedSequence != 0){ for (int TSIndex = 0; TSIndex < TimeSales.Size() ; ++TSIndex){ if(TimeSales[TSIndex].Sequence < LastProcessedSequence) continue; if (TimeSales[TSIndex].Type == SC_TS_BID || TimeSales[TSIndex].Type == SC_TS_ASK ){ int Sequnce = TimeSales[TSIndex].Sequence; str.Format("TTSIndex= %i Sequence = %i",TSIndex, Sequnce); sc.AddMessageToLog(str,0); } } } LastProcessedSequence = TimeSales[TimeSales.Size()-1 ].Sequence; } Date Time Of Last Edit: 2017-07-14 12:20:46
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SC_Log_1.PNG / V - Attached On 2017-07-14 07:33:25 UTC - Size: 149.15 KB - 305 views SC_Log_2.PNG / V - Attached On 2017-07-14 07:33:30 UTC - Size: 149.15 KB - 314 views |
[2017-07-14 12:37:13] |
Sierra Chart Engineering - Posts: 104368 |
Sequence numbers are calculated within Sierra Chart itself. They will be different between different instances of Sierra Chart.
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 |
[2017-07-14 13:31:16] |
Zosimus - Posts: 345 |
Another (probably stupid) question: If my SC stores 5000 records of Time and sales which record would hold the most recent data 0 or 4999 ? |
[2017-07-14 13:42:11] |
Sierra Chart Engineering - Posts: 104368 |
The last record 4999.
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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