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Date/Time: Thu, 21 Nov 2024 23:05:57 +0000



Post From: Version 2151 Available: Foundation For Millisecond/Microsecond Timestamping

[2020-08-12 06:21:12]
Sierra_Chart Engineering - Posts: 17139
We have released version 2151 which contains a completely new implementation of the SCDateTime class within Sierra Chart which uses an integer rather than a double for the storage of Date-Time values.

This new implementation allows precise representation of microsecond timestamps without any floating-point error.

The epoch of this is not the standard UNIX epoch. It remains as December 31, 1899 so as to not cause confusion and potential issues with conversions between the old double format and the new integer format.


This version does not yet support true millisecond time stamping. We want to get this version out and ensure that there are no problems and then we will begin the changes to support millisecond time stamping and update all of our market data infrastructure. This second part should not take more than two weeks, once we begin which may not be for about 10 days or so.

Although extensive testing has already been done by us. We do not anticipate any issues.

We finally have gotten this major step completed.

You can install this version by following the procedure here:
Software Download: Fast Update

As of this writing, the current version is now 2156. So the current version now supports the updated date-time functionality.


The most important thing to understand is that this version breaks compatibility with existing compiled custom studies. Custom studies have to be rebuilt on 2155 or higher to use them with 2155 or higher. Although the change occurred at version 2151, there were subsequent changes and now ACSIL custom studies have to be recompiled using Sierra Chart version 2155 or higher.

This is nothing more than a simple recompile. Instructions:
How to Build an Advanced Custom Study from Source Code

However, this thread documents changes that may need to be made to a custom study:
Required SCDateTime Changes for ACSIL

If you have the source code for your custom studies you can do the recompile yourself. If you do not have the source code, then you need to contact the developer of the custom studies and ask them to recompile them on version 2155 or higher.

If you are providing custom studies to other users or you want to have two versions of your custom studies file supporting both 2151 and higher and 2148 and earlier, we have developed an easy strategy to support this.

The strategy to support this is that custom studies files that support 2151 or higher need to have this file format name:
[custom study file name]_2151.dll (32-bit)
[custom study file name]_2151_64.dll (64-bit)


The above format has been changed in version 2152 and now includes an _ character before the version number. Be sure to use the new above format.

This naming format is optional. It is not required.

Custom studies that support version 2148 and earlier just have the standard naming format without "_2151" in the filename.

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If you are a custom studies developer providing studies to other users, then be sure to install this version and rebuild your custom studies and use _2151 in the file name (as shown above) and upload them here:
https://www.sierrachart.com/UserControlPanel.php?page=SetFileGroupsForCustomStudies

You will need to manually change the file name, _2151 is not going to be automatically added.

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When updating to this version or higher it is a good idea that you are already running version 2110 or higher. If you go back to a prior version you will need to go back to a version greater or equal to 2110 because Date-Time values will be written as integers to files and you need that version or later for Sierra Chart to be able to read integer Date-Time values.

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Finally we want to say that while this is very long overdue it did take a lot of work to make all the necessary changes in Sierra Chart and go through the testing especially with our very busy schedule, to support the new SCDateTime class which uses an integer.

The integer based class provides very stable and consistent Date-Time calculations and comparisons unlike when working with a double. Once we start getting into the microsecond resolution, we start running into issues and that was why it was difficult for us all of this time to support the true milliseconds which also required microsecond resolution in order to ensure there is always a unique timestamp per trade.
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

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Date Time Of Last Edit: 2020-08-25 06:12:47