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Date/Time: Thu, 16 Jan 2025 06:10:53 +0000



Time & Sales Combine Record Function

View Count: 1240

[2017-10-05 05:11:55]
User379884 - Posts: 45
Hi,

Would it be possible to consider having the fixed 1 second combine record function to be user adjusted and defined with the ability to go down to a decisecond or millisecond?

For example, I could define that records received in 50 millisecond increments be combined by bid and ask.

If not possible that's ok. It would be a great little feature if it could though.

Thanks.
[2017-10-09 19:09:21]
Sierra Chart Engineering - Posts: 104368
This is not possible.

But if you use the Sierra Chart Exchange Data Feed it is possible to combine the trades into the original summary trade. This is supported for the CME.

Although this combining is only done within the chart at this time and not the Time and Sales window.


Refer to:
Sierra Chart Exchange Data Feed
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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