Support Board
Date/Time: Sun, 24 Nov 2024 05:48:07 +0000
Post From: Version 2695
| [2024-11-02 16:01:53] |
| Sierra_Chart Engineering - Posts: 17154 |
|
Input Filtering: Volume >= 50
Combined Filtering: Volume >= 200 These need to be set to the same value, not differently. Only when, the most recent Time and Sales record row is about to be moved to the second in the list from the top, is then there a check, to see if it needs to be removed based on filtering. If it does need to be filtered, then it will be removed at that time just before a new record is then listed at the top. This is fully controlled by the exchange: I just want to confirm that when using 'combine into exchange reported original summary trade' it is using the FIFO matching algorithm as documented by CME https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/46110273/Supported+Matching+Algorithms#SupportedMatchingAlgorithms-FIFOforImpliedOrders Sierra Chart is just simply combining the trades back into the original summary. This is all. And it is doing it accurately. The Sierra Chart data feed, does identify the beginning and ending, of a series of trades, which came from a larger summary trade. And they are simply combined back, correctly. 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: 2024-11-02 16:07:19
|