Support Board
Date/Time: Sat, 15 Mar 2025 03:56:48 +0000
Question-Time & Sales - what type of orders displayed? Open positions or Open & Exit
View Count: 555
| [2022-07-05 17:32:43] |
| Radu Sirbu - Posts: 40 |
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Hello guys, What type of orders are shown in Time & Sales window? Only those referring to opening a positions or also to exit? If both type are shown, is there a way to filter them in order to show only new positions? Thanks, |
| [2022-07-05 19:30:54] |
| John - SC Support - Posts: 38678 |
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Refer to the information here for what is contained within the Time and Sales Window: Time and Sales Window There is no way to know whether a trade is opening or closing a position. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-05 19:39:33] |
| Radu Sirbu - Posts: 40 |
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I know CME tags every order with a unique ID. Using the MBO data and that unique ID couldn't be differentiated? |
| [2022-07-05 20:21:25] |
| John - SC Support - Posts: 38678 |
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We do not see how you could do this, but refer to the following for how to access that information programmatically: ACSIL Interface Members - Functions: sc.GetBidMarketLimitOrdersForPrice() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-06 07:31:52] |
| User907968 - Posts: 838 |
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I know CME tags every order with a unique ID.
Using the MBO data and that unique ID couldn't be differentiated? No, because there is no connection between the 'opening' and 'closing' orders. These are separate transactions with different IDs. |
| [2022-07-06 09:19:07] |
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is there a way to filter them in order to show only new positions? This is impossible and we do not see the logic in this. Because every trade involves both the buyer and the seller . One side could be opening a position and the other side closing a position , or both opening a position, or both closing a position.
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 |
| [2022-07-06 09:50:36] |
| Radu Sirbu - Posts: 40 |
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There is a perfect logic to this. I want to be able to differentiate between puke orders and new longs/shorts in the market. Basically, I want to know the reason behind the "aggressive" selling/buying. Date Time Of Last Edit: 2022-07-06 09:51:57
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