Support Board
Date/Time: Sat, 15 Mar 2025 16:17:26 +0000
Working with microseconds within T/S
View Count: 609
| [2022-07-20 12:48:05] |
| BillsSBC - Posts: 40 |
|
Hello, I’m trying to better understand the “Combine into Exchange Reported Original Summary Trade” feature on the T/S settings. It’s my understanding the millisecond portion represents a unique order that is then sequential on the microsecond should there be additional trades to satisfy that order. However, I’ve run into discrepancies as shown; the millisecond part of the trade is the same and the microsecond is sequential, but the trade falls on both the bid and ask. How can this behavior be interpreted? |
ts.png| [2022-07-20 13:10:29] |
| User431178 - Posts: 614 |
|
Some information here regarding millisecond timestamps - True Millisecond/Microsecond Time Stamping and ACSIL
|
| [2022-07-20 14:37:25] |
| BillsSBC - Posts: 40 |
|
Thanks I did review that thread along with the release thread here: Version 2151 Available: Foundation For Millisecond/Microsecond Timestamping The only thing I found relevant is the following statement which is what I understood: "Microseconds will act as a counter for multiple trades within the same millisecond" Is the assumption then, in my example, that the bid and ask trade actually did occur at the exact same millisecond. . .therefore counted/sequential but representing separate trades? Date Time Of Last Edit: 2022-07-20 14:51:09
|
| [2022-07-20 14:50:54] |
| User431178 - Posts: 614 |
|
Is the assumption then, in my example, that the bid and ask trade actually did occur at the exact same microsecond
No, microsecond is a counter only, you can only know that the trades occurred within the same millisecond.therefore counted/sequential but representing separate trades?
Yes, counted sequentially, each individual trade (whether bid or ask) increments the count, that is it.
|
| [2022-07-20 14:52:18] |
| BillsSBC - Posts: 40 |
|
Made the "microsecond" edit but you beat me to the post. OK, that's good to know, thank you for the help.
|
To post a message in this thread, you need to log in with your Sierra Chart account: