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Date/Time: Tue, 26 Nov 2024 04:28:36 +0000



Post From: Time and sales Bid/Ask/Price accessed by ACSIL are by factor 100 larger

[2024-01-09 18:04:05]
User569373 - Posts: 14
Hello

Last year I wrote an ACSIL study which collects some time and sales data. This study does no longer work correctly. It seems something happened to the time and sales data accessed by ACSIL. The prices of Bid/Ask/Price for the symbol ESZ23_FUT are by a factor of 100 larger. Instead being 4405.50 it is 440550.00.

The prices in the time and sales window are correct.

Software version: 2580 64-bit


c_SCTimeAndSalesArray time_sales;
sc.GetTimeAndSales(time_sales);

for (int ts_index = 0; ts_index < time_sales.Size(); ++ts_index) {
double Price{ time_sales[ts_index].Price };
double Bid{ time_sales[ts_index].Bid };
double Ask{ time_sales[ts_index].Ask };

sc_log.Format("ts_index: %d, Price: %f, Bid: %f, Ask: %f", ts_index, Price, Bid, Ask);
sc.AddMessageToLog(sc_log, 0);
}

Output:
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3999, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3975, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3976, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3977, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3978, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3979, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3980, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3981, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3982, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3983, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3984, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3985, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3986, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
Chart: Replay 1.00X: ESZ23_FUT_CME [C] 1.25 Range #1 | Study: TSP-Sentiment | ts_index: 3987, Price: 440575.000000, Bid: 440550.000000, Ask: 440575.000000
imageVisual Studio Debug window.png / V - Attached On 2024-01-09 17:59:46 UTC - Size: 1.13 MB - 47 views
imageTS-Window.png / V - Attached On 2024-01-09 17:59:52 UTC - Size: 5.4 KB - 47 views