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Date/Time: Tue, 25 Feb 2025 17:20:09 +0000



Post From: Stacking numbers large values

[2021-04-19 00:59:02]
Sierra Chart Engineering - Posts: 104368
Inherently this type of calculation is not very easily done. The calculation really has to be done at the end of each batch of depth updates from the exchange. The Denali data feed does provide an indication of the end of a batch of updates. Make sure you are running the current version of Sierra Chart.

If a batch of updates spans more than one exchange feed packet, then the calculation is done at the end of each packet.

There are a lot of technical challenges to do this right and with the Denali feed it is correct. It is not something that you can just do with any data feed.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-04-19 01:41:12