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Date/Time: Thu, 27 Feb 2025 12:38:45 +0000



Post From: Market Depth: How to handle out-of-order timestamps?

[2021-06-30 02:12:48]
Sierra Chart Engineering - Posts: 104368
What symbol is this for? And is this using one of the Sierra Chart data feeds?

When reconstructing the order book you just simply use each record in order as you read it without any regard to its timestamp . Why would the timestamp affect this?
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:
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Date Time Of Last Edit: 2021-06-30 02:13:20