Support Board
Date/Time: Sun, 24 Nov 2024 23:13:02 +0000
the record rules for the current version of the intraday tick data file is changed?
View Count: 154
| [2024-05-05 09:34:14] |
| d9e5c763 - Posts: 108 |
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currently, the data in intraday tick data file transmitted to sierrachart via the dtc "MarketDataUpdateTradeWithUnbundledIndicator2" message, looks like this: Position: 914313936, SCIDDateTime: 3924062532094000 Open: 0.0, High: 0.0, Low: 0.0, Close: 40.869998931884766, NumTrades: 1, TotalVolume: 1, BidVolume: 0, AskVolume: 1 this differs from what is described in the documentation: "In the case where the data record holds 1 tick/trade of data, the High will be equal to Ask price at the time of the trade." And "In the case where the data record holds 1 tick/trade of data, the Low will be equal to Bid price at the time of the trade." can I safely record the data for high and low price as float 0.0 when recording intraday tick data files generated by myself? (the rules for BidVolume and AskVolume remain consistent with the documentation) furthermore, this raises a related question: if recording as 0.0 is permissible, can the "OpenPrice," "HighPrice," and "LowPrice" fields of the dtc "HistoricalPriceDataRecordResponse" message type also be transmitted as double 0.0? Date Time Of Last Edit: 2024-05-05 09:46:40
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| [2024-05-05 13:07:04] |
| Sierra_Chart Engineering - Posts: 17163 |
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Yes this will mean the Bid and Ask prices are considered 0: can I safely record the data for high and low price as float 0.0 when recording intraday tick data files generated by myself?
Yes of course: furthermore, this raises a related question: if recording as 0.0 is permissible, can the "OpenPrice," "HighPrice," and "LowPrice" fields of the dtc "HistoricalPriceDataRecordResponse" message type also be transmitted as double 0.0? 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 |
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