Support Board
Date/Time: Mon, 25 Nov 2024 11:54:19 +0000
Post From: Order of data received by sc.GetTimeAndSales()
| [2024-03-12 23:46:54] |
| Sierra_Chart Engineering - Posts: 17172 |
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In the array of Time and Sales records, all Bid/Ask records and Trade records are all in the correct order. This is definite. There is definitively no problem with the ordering. This conclusion is not accurate: d. Within the same millisecond, all quote data is sequenced first, then all trade data is sequenced after, irrespective of the true order of the quotes and trades within that millisecond.
You cannot look at the timestamps to determine the order. The data is already in the correct order regardless of what a timestamp is indicating. 1. No this does not happen. The highest microseconds go is 999. 2, 3, 4. This has already been answered above. The data is already in correct order. This is guaranteed. 5. The time and sales data actually could contain trades after the current market depth state. We can provide a timestamp in ACSIL of the latest market depth data. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-03-12 23:47:35
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