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Time and sales not displaying all trades

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[2022-12-05 19:20:29] #1 [Go To First Post]
the white rabbit - Posts: 22
I have 2 tapes , the left is TOS and the right is SC. they both have the same filters : Do not combine and volume >=15 as you can see the TOS shows some buy orders that SC's tape does not show. I wonder what causes this. Thank you


Screenshot (110).png / V - Attached On 2022-12-05 19:19:47 UTC - Size: 8.64 KB - 114 views

[2022-12-06 01:44:32] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17266
What symbol is this for? 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-12-06 07:42:35] #3 [Go To First Post]
the white rabbit - Posts: 22
it is for the ES I have the same discrepancy when comparing the SC's tape with Jigsaw . Thank you

[2022-12-06 14:42:21] #4 [Go To First Post]
the white rabbit - Posts: 22
This is a side by side comparison btw Jigsaw tape (left) and SC (Right) same filters Date Time Of Last Edit: 2022-12-06 14:44:12


Screenshot (111).png / V - Attached On 2022-12-06 14:44:03 UTC - Size: 26.92 KB - 114 views

[2022-12-06 15:25:35] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 17266
The first thing to do is to remove the filtering and then make sure you see all of the trades. The filtering definitely works correctly and the data feed cannot possibly be missing any data. That is impossible. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-01-06 18:54:35] #6 [Go To First Post]
User500207 - Posts: 5
TIME and SALES question With no filtering I see trades When I input More or equal to ex 90 do not combine I see maybee 4 or 5 trades cash open to cash close I am assuming I am doing something wrong compared to other apps showing 100+ thru out the day denali feed ES minis

[2023-01-10 22:57:22] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 17266
When I input More or equal to ex 90 do not combine I see maybee 4 or 5 trades cash open to cash close This could very well be correct. You probably will want to use this combining option (Combine Records into Exchange Reported Original Summary Trade): Time and Sales Window: Combine Records >> Do Not Combine 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-01-10 22:58:04

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