Support Board
Date/Time: Sun, 22 Dec 2024 20:30:41 +0000
Post From: Understanding of Millisecond support
| [2015-01-21 23:01:28] |
| QnReally - Posts: 181 |
|
I have gone through a few Support Board posts and your own documentation on the current support for milliseconds. I understand my understanding may be out of date. I would appreciate some clarifications. First, here is my configuration: I am using the SC Real-Time Exchange data feed for NQH5 (CME Feed). My Intraday Data Storage Time Unit is 1 Tick. The number of stored Time and Sales records is 10000. I am using Open E Cry Fix connection for trades and Market Depth data. The "Allow Support for Sierra Chart Data Feeds" is unchecked. Questions regarding the millisecond support: 1) Using the technique in the following example I can retrieve the milliseconds part of the sc.BaseDateTimeIn but I believe the milliseconds will be a sequence number rather than the actual trade time, correct? ACSIL and Millisecond Timestamps Question | Post: 8109 2) Does the NQH5.scid file store the milliseconds part of the actual trade rather than the sequence number? If yes, what is the source of the time stamp in the scid file, the exchange or the SC data servers? 3) I assume the TimeSales as in sc.GetTimeAndSales(TimeSales) contains the sequence numbers for milliseconds. Please confirm. Thanks. |