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Date/Time: Wed, 19 Feb 2025 07:57:29 +0000



Post From: Non-sequential microsecond in Time and Sales Data

[2025-01-28 04:37:00]
drinkcodejava - Posts: 7
Hello,

I am currently evaluating Sierra Chart, and I am noticing what appear to be data anomalies in the T&S data. I have marked up a screenshot of the T&S window along with the settings I am using. If you look at the entries marked by the yellow rectangle, you will notice they share the same millisecond and price values, but the microsecond values are non-sequential and do not start from 0. I am wondering if there are any missing data, e.g. 22:35:26.441000, -001, -003, -004, etc. The entries in the orange rectangle (and the entries in between the 2 rectangles for that matter) are also non-sequential. I have seen this on both Bid and Ask Type trades. From researching the documentation, I am aware that for Data Recording Suffixes:

There is also a microsecond component to timestamps. The microsecond component is incremented by 1 anytime there a new record which has a duplicate timestamp as compared to the prior timestamp in the file. This microsecond component as described is also used even with the normal default recording mode for trades.

...though I am not sure this applies to T&S.

Another issue (albeit less critical) is that although I have changed the T&S background color settings, you will note that some rows still have the default coloring. Again, I have seen this on both Bid and Ask Type trades. Is this a known issue?

My global settings store 1 tick data. Please let me know if there are any other relevant system settings, and thank you in advance for reading this and for the wonderfully powerful platform!

(Sorry for not using the chart image upload system, as I could not figure out how to mark up the T&S window within Sierra Chart)
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