Support Board
Date/Time: Mon, 10 Feb 2025 14:35:06 +0000
ACSIL - sc.LatestDateTimeForLastBar - off by few milliseconds
View Count: 775
| [2020-04-11 17:39:49] |
| ejtrader - Posts: 688 |
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SC Team - As part of code troubleshooting - Noticed the sc.LatestDateTimeForLastBar to be off by few milliseconds. For example - Very last trade: Timezone: CST From Intraday file (as well as 1 trade chart) : 2020-04-09 15:59:59.004 | Close: 2787.00 From the variable - sc.LatestDateTimeForLastBar - 2020-04-09 15:59:59.001 Steps to check: - Open a 1 trade chart and look at the timestamp of that bar in chart values -- This is 2020-04-09 15:59:59.004 - Now print the value of sc.LatestDateTimeForLastBar -- This is 2020-04-09 15:59:59.001 Would you please review if there is a problem with the above variable? Edit - FYI - Checked in NQ/YM - instruments and this variable is fine. But it's off by 3 milliseconds for ES instrument - Date - 2020-04-09 - very last trade of the day. (Denali Datafeed). thanks Date Time Of Last Edit: 2020-04-12 21:30:24
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| [2020-04-14 03:08:11] |
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We do not want to spend any time on this now. We are getting close to releasing the true millisecond time stamping for trades. And we will examine this after that. But still allow us about 60 days.
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| [2020-04-14 03:32:55] |
| ejtrader - Posts: 688 |
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Thanks SC Team. Understandable. Just FYI - If there variable is used in any other critical areas of calculations(like replay/tradepositions etc) - it might be causing erratic behavior. I would use a workaround in the meantime without depending on this variable. thanks Date Time Of Last Edit: 2020-04-14 15:26:35
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| [2020-08-17 01:39:34] |
| ejtrader - Posts: 688 |
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SC Team - This is still an issue at present(Version 2151) and wondering if this is going to be addressed at some point or going to remain like this. Should I continue to use the workaround? Thanks Date Time Of Last Edit: 2020-08-17 01:39:50
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| [2020-08-17 11:53:07] |
| User90125 - Posts: 715 |
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@ejtrader Can you share your workaround for this? |
| [2020-08-17 13:00:47] |
| ejtrader - Posts: 688 |
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@User212764 - I am reading the data from T&S data. thanks Date Time Of Last Edit: 2020-08-17 13:16:57
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