Support Board
Date/Time: Sun, 24 Nov 2024 22:53:22 +0000
Post From: the record rules for the current version of the intraday tick data file is changed?
| [2024-05-05 09:34:14] |
| d9e5c763 - Posts: 108 |
|
currently, the data in intraday tick data file transmitted to sierrachart via the dtc "MarketDataUpdateTradeWithUnbundledIndicator2" message, looks like this: Position: 914313936, SCIDDateTime: 3924062532094000 Open: 0.0, High: 0.0, Low: 0.0, Close: 40.869998931884766, NumTrades: 1, TotalVolume: 1, BidVolume: 0, AskVolume: 1 this differs from what is described in the documentation: "In the case where the data record holds 1 tick/trade of data, the High will be equal to Ask price at the time of the trade." And "In the case where the data record holds 1 tick/trade of data, the Low will be equal to Bid price at the time of the trade." can I safely record the data for high and low price as float 0.0 when recording intraday tick data files generated by myself? (the rules for BidVolume and AskVolume remain consistent with the documentation) furthermore, this raises a related question: if recording as 0.0 is permissible, can the "OpenPrice," "HighPrice," and "LowPrice" fields of the dtc "HistoricalPriceDataRecordResponse" message type also be transmitted as double 0.0? Date Time Of Last Edit: 2024-05-05 09:46:40
|