Support Board
Date/Time: Wed, 15 Jan 2025 08:36:07 +0000
Post From: sc.BaseDateTimeIn question
| [2017-06-04 16:24:44] |
| Merlin - Posts: 83 |
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More on this, from Intraday Data File Format: s_IntradayRecord Structure Member Descriptions "When writing tick by tick data to an Intraday data file, where each tick is a single record in the file, and multiple ticks/trades have the same timestamp, then it is acceptable for the Date-Time of the record to be the same timestamp as prior records. What Sierra Chart itself does in this case, is increment the millisecond portion of the Date-Time to create unique timestamps for each trade within a second." Sierra has stated elsewhere that they do intend to start supporting real millisecond timestamps some time this year. Even 10ths of a second would be an improvement! But clearly it's a big project technically. Merlin |