Support Board
Date/Time: Tue, 26 Nov 2024 04:36:08 +0000
Time and sales Bid/Ask/Price accessed by ACSIL are by factor 100 larger
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| [2024-01-09 18:04:05] |
| User569373 - Posts: 14 |
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Hello Last year I wrote an ACSIL study which collects some time and sales data. This study does no longer work correctly. It seems something happened to the time and sales data accessed by ACSIL. The prices of Bid/Ask/Price for the symbol ESZ23_FUT are by a factor of 100 larger. Instead being 4405.50 it is 440550.00. The prices in the time and sales window are correct. Software version: 2580 64-bit c_SCTimeAndSalesArray time_sales; sc.GetTimeAndSales(time_sales); for (int ts_index = 0; ts_index < time_sales.Size(); ++ts_index) { double Price{ time_sales[ts_index].Price }; double Bid{ time_sales[ts_index].Bid }; double Ask{ time_sales[ts_index].Ask }; sc_log.Format("ts_index: %d, Price: %f, Bid: %f, Ask: %f", ts_index, Price, Bid, Ask); sc.AddMessageToLog(sc_log, 0); } Output: Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3999, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3975, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3976, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3977, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3978, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3979, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3980, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3981, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3982, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3983, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3984, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3985, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3986, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3987, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000 |
 Visual Studio Debug window.png / V - Attached On 2024-01-09 17:59:46 UTC - Size: 1.13 MB - 47 views TS-Window.png / V - Attached On 2024-01-09 17:59:52 UTC - Size: 5.4 KB - 47 views |
| [2024-01-09 18:36:02] |
| Sierra_Chart Engineering - Posts: 17179 |
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Yes that does make sense. The data is unadjusted with some services like Teton order routing since the native exchange prices are used. You need to solve it like this: s_TimeAndSales TimeAndSalesRecord = TimeSales[TSIndex];
TimeAndSalesRecord *= sc.RealTimePriceMultiplier; 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: 2024-01-09 18:36:34
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