Support Board
Date/Time: Tue, 04 Mar 2025 18:10:55 +0000
Post From: sc.GetTimeAndSales() condition codes
| [2021-11-29 08:25:21] |
| User860785 - Posts: 11 |
|
Hi Team - I am looking to understand your Time and Sales CTS feed. I reviewed chart >> open time and sales window >> settings and also sc.GetTimeAndSales() in sierrachart.h. Does your T&S CTS provider supply you with Condition codes (ref pp 118 of the CTS specification https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf) and if so can you allow conditions codes to be referenced in ASCIL and your Time and sales window? For NYSE stock I would like to have an alert triggered when sales print with condition code 'O' is received which is when the DMM 'MARKET CENTER OPENING TRADE' for a symbol is sent on the CTS. This is relevant for NYSE stocks where there is an opening imbalance and the security is opened post 9:30 ET trading. Thank you |