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Date/Time: Tue, 26 Nov 2024 01:39:06 +0000



Post From: Version 1047: Millisecond time stamping

[2013-11-28 13:15:03]
TastyRisk - Posts: 119
ganz, quote:
Ticks just should be in the proper order. That's all we really need.

If that's all you need then fine but please don't try to assert what I and other users need.
I agree with you 100% that trying to compete with HFT is impossible using retail software and data feeds.
We are not trying to beat the HFTs to market.

What we're all trying to do is analyse past and current data in order to make decisions on the longer time frame. Basically that's the whole point of SierraChart software.

However; the problem is that, without high resolution time support, sierra chart can't be used to perform accurate calculations on tick data.

The problem is clearly shown in the attached image.

Chart#1 is ESZ3 - 1 Tick.
Chart#2 is ESZ3 - 1 Tick. (identical)

I then overlay chart#1 onto chart#2 and perform a difference study...

In my mind there should be no difference. It's clear that errors are being produced due to the lack of high resolution time support.




imageESvsES.png / V - Attached On 2013-11-28 13:14:58 UTC - Size: 115.17 KB - 565 views