Support Board
Date/Time: Wed, 27 Nov 2024 00:29:37 +0000
Time Stamp Accuracy
View Count: 455
| [2023-10-16 18:08:00] |
| AndyB - Posts: 101 |
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Out of the three methods, which of these has the most accurate time stamp for CME? I'll use a 1 trade chart ES as an example. -ESZ23_FUT_CME-BID_ASK_TRADE_SYNC recording mode -ESZ23_FUT_CME with the "Combine Trades into Original Summary Trade" option enabled -ESZ23_FUT_CME chart with no trade combining from my understanding, anything sub 1ms is stamped to microseconds but as a "counter" function, not true microseconds. so that begs the question, which of the three WOULD be most accurate? unfortunately the "Combine Trades into Original Summary" does not work at all with the -BID_ASK_TRADE_SYNC extension, which isn't all that surprising since I guess it's just raw data coming into the chart (though the option if possible, would be nice) Thanks in advance. |
| [2023-10-16 18:12:28] |
| Sierra_Chart Engineering - Posts: 17187 |
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These two options will give you the accurate Timestamp to the millisecond for trades: -ESZ23_FUT_CME with the "Combine Trades into Original Summary Trade" option enabled -ESZ23_FUT_CME chart with no trade combining 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 |
| [2023-10-16 18:58:55] |
| AndyB - Posts: 101 |
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According to my chart here, within a sub millisecond interval, they both line up with BID_ASK_TRADE_SYNC trades. Beyond that though?
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