Support Board
Date/Time: Mon, 25 Nov 2024 23:36:50 +0000
Post From: Version 1047: Millisecond time stamping
| [2013-12-01 15:22:18] |
| jesslinn - Posts: 108 |
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Supporting external millisecond time stamping only defeats the purpose of the reason milliseconds are being used in Sierra Chart, and will be hard to support.
I do not understand how anything is defeated. Presumably, the "reason milliseconds are being used in Sierra Chart" is as a sequence number to make sure that each tick for a given symbol has a different timestamp. How is this affected by supporting milliseconds? If you really want to encode a sequence number inside a time you can still do it and support external milliseconds. If sequential ticks come in during the same millisecond just increment by 1/100th of a millisecond. Even with the unfortunate implementation of time that SC has, there is room for that. It is also not easy to guess why it would be hard to support. The only place that need be affected is the place where the timestamp with counter is created. Everywhere else is ignoring all those wasted bits anyway but they would get written to the files for our use.Somewhere in this discussion was the suggestion of time-stamping on arrival at the platform. This is not useful for measuring probable delays from exchanges and vendors but it would actually be better for reconstructing the datafeed from the individual scid files, which would be very nice for back-testing. In any case, it is much easier and better to measure datafeed delays before the ticks ever come to the charts and strategies. |