Support Board
Date/Time: Mon, 23 Dec 2024 02:32:54 +0000
Post From: Missing timestamps
| [2015-09-02 07:40:19] |
| User713273 - Posts: 409 |
|
Thank you for your response. Here is the unfiltered data I get from IBs C++ API. As you can see there is a difference, am I missing a configuration in Sierra Charts? Here is how I set it up in C++: reqHistoricalData(tick_container_.GetTickAccum(tick)->req_id, temp_tick->contract, "20150901 09:24:00", //buff, "9960 S", "5 secs", "TRADES", 1, 2, temp_tv); We set the exchange to "SMART" and get data for only regular trading hours for US Equities. Time: Tue Sep 1 09:18:45 2015 reqid=0 time=1441124325 open=113.240000 high=113.240000 low=113.240000 close=113.240000 volume=6 barcount=6 wap=113.240000 gaps=0 Time: Tue Sep 1 09:18:50 2015 reqid=0 time=1441124330 open=113.220000 high=113.230000 low=113.220000 close=113.230000 volume=14 barcount=7 wap=113.227000 gaps=0 Time: Tue Sep 1 09:18:55 2015 reqid=0 time=1441124335 open=113.220000 high=113.220000 low=113.160000 close=113.180000 volume=142 barcount=49 wap=113.191000 gaps=0 Time: Tue Sep 1 09:19:00 2015 reqid=0 time=1441124340 open=113.160000 high=113.160000 low=113.140000 close=113.160000 volume=53 barcount=29 wap=113.151000 gaps=0 Time: Tue Sep 1 09:19:05 2015 reqid=0 time=1441124345 open=113.170000 high=113.170000 low=113.160000 close=113.160000 volume=11 barcount=5 wap=113.165000 gaps=0 Time: Tue Sep 1 09:19:10 2015 reqid=0 time=1441124350 open=113.170000 high=113.190000 low=113.170000 close=113.180000 volume=122 barcount=51 wap=113.186000 gaps=0 Time: Tue Sep 1 09:19:15 2015 reqid=0 time=1441124355 open=113.180000 high=113.200000 low=113.180000 close=113.180000 volume=15 barcount=15 wap=113.184000 gaps=0 Time: Tue Sep 1 09:19:20 2015 reqid=0 time=1441124360 open=113.190000 high=113.190000 low=113.180000 close=113.180000 volume=2 barcount=2 wap=113.185000 gaps=0 Time: Tue Sep 1 09:19:25 2015 reqid=0 time=1441124365 open=113.190000 high=113.190000 low=113.190000 close=113.190000 volume=9 barcount=5 wap=113.190000 gaps=0 Time: Tue Sep 1 09:19:30 2015 reqid=0 time=1441124370 open=113.200000 high=113.220000 low=113.200000 close=113.220000 volume=39 barcount=23 wap=113.208000 gaps=0 Time: Tue Sep 1 09:19:35 2015 reqid=0 time=1441124375 open=113.230000 high=113.240000 low=113.230000 close=113.240000 volume=21 barcount=16 wap=113.236000 gaps=0 Time: Tue Sep 1 09:19:40 2015 reqid=0 time=1441124380 open=113.240000 high=113.240000 low=113.230000 close=113.240000 volume=0 barcount=0 wap=113.240000 gaps=0 Time: Tue Sep 1 09:19:45 2015 reqid=0 time=1441124385 open=113.240000 high=113.240000 low=113.230000 close=113.240000 volume=0 barcount=0 wap=113.240000 gaps=0 Time: Tue Sep 1 09:19:50 2015 reqid=0 time=1441124390 open=113.250000 high=113.310000 low=113.250000 close=113.300000 volume=80 barcount=41 wap=113.283000 gaps=0 Time: Tue Sep 1 09:19:55 2015 reqid=0 time=1441124395 open=113.300000 high=113.300000 low=113.290000 close=113.290000 volume=5 barcount=4 wap=113.294000 gaps=0 Time: Tue Sep 1 09:20:00 2015 reqid=0 time=1441124400 open=113.280000 high=113.280000 low=113.270000 close=113.270000 volume=6 barcount=5 wap=113.278000 gaps=0 Time: Tue Sep 1 09:20:05 2015 reqid=0 time=1441124405 open=113.270000 high=113.300000 low=113.270000 close=113.290000 volume=11 barcount=4 wap=113.287000 gaps=0 Time: Tue Sep 1 09:20:10 2015 reqid=0 time=1441124410 open=113.310000 high=113.310000 low=113.310000 close=113.310000 volume=9 barcount=3 wap=113.310000 gaps=0 Time: Tue Sep 1 09:20:15 2015 reqid=0 time=1441124415 open=113.300000 high=113.300000 low=113.270000 close=113.280000 volume=3 barcount=2 wap=113.293000 gaps=0 Time: Tue Sep 1 09:20:20 2015 reqid=0 time=1441124420 open=113.270000 high=113.270000 low=113.270000 close=113.270000 volume=1 barcount=1 wap=113.270000 gaps=0 Time: Tue Sep 1 09:20:25 2015 reqid=0 time=1441124425 open=113.270000 high=113.270000 low=113.270000 close=113.270000 volume=0 barcount=0 wap=113.270000 gaps=0 Time: Tue Sep 1 09:20:30 2015 reqid=0 time=1441124430 open=113.280000 high=113.290000 low=113.280000 close=113.290000 volume=22 barcount=16 wap=113.283000 gaps=0 Time: Tue Sep 1 09:20:35 2015 reqid=0 time=1441124435 open=113.260000 high=113.260000 low=113.260000 close=113.260000 volume=3 barcount=1 wap=113.260000 gaps=0 Time: Tue Sep 1 09:20:40 2015 reqid=0 time=1441124440 open=113.260000 high=113.260000 low=113.260000 close=113.260000 volume=0 barcount=0 wap=113.260000 gaps=0 Time: Tue Sep 1 09:20:45 2015 reqid=0 time=1441124445 open=113.260000 high=113.260000 low=113.260000 close=113.260000 volume=0 barcount=0 wap=113.260000 gaps=0 Time: Tue Sep 1 09:20:50 2015 reqid=0 time=1441124450 open=113.270000 high=113.280000 low=113.270000 close=113.280000 volume=5 barcount=4 wap=113.274000 gaps=0 Time: Tue Sep 1 09:20:55 2015 reqid=0 time=1441124455 open=113.280000 high=113.280000 low=113.260000 close=113.260000 volume=25 barcount=15 wap=113.278000 gaps=0 Time: Tue Sep 1 09:21:00 2015 reqid=0 time=1441124460 open=113.260000 high=113.260000 low=113.240000 close=113.240000 volume=5 barcount=5 wap=113.250000 gaps=0 Time: Tue Sep 1 09:21:05 2015 reqid=0 time=1441124465 open=113.230000 high=113.240000 low=113.230000 close=113.230000 volume=5 barcount=5 wap=113.232000 gaps=0 Time: Tue Sep 1 09:21:10 2015 reqid=0 time=1441124470 open=113.230000 high=113.240000 low=113.230000 close=113.230000 volume=0 barcount=0 wap=113.230000 gaps=0 Time: Tue Sep 1 09:21:15 2015 reqid=0 time=1441124475 open=113.230000 high=113.230000 low=113.230000 close=113.230000 volume=1 barcount=1 wap=113.230000 gaps=0 Time: Tue Sep 1 09:21:20 2015 reqid=0 time=1441124480 open=113.220000 high=113.260000 low=113.220000 close=113.260000 volume=9 barcount=8 wap=113.243000 gaps=0 Time: Tue Sep 1 09:21:25 2015 reqid=0 time=1441124485 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=2 barcount=2 wap=113.250000 gaps=0 Time: Tue Sep 1 09:21:30 2015 reqid=0 time=1441124490 open=113.240000 high=113.240000 low=113.230000 close=113.230000 volume=28 barcount=9 wap=113.231000 gaps=0 Time: Tue Sep 1 09:21:35 2015 reqid=0 time=1441124495 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=2 barcount=2 wap=113.250000 gaps=0 Time: Tue Sep 1 09:21:40 2015 reqid=0 time=1441124500 open=113.230000 high=113.240000 low=113.230000 close=113.240000 volume=3 barcount=2 wap=113.237000 gaps=0 Time: Tue Sep 1 09:21:45 2015 reqid=0 time=1441124505 open=113.240000 high=113.240000 low=113.240000 close=113.240000 volume=0 barcount=0 wap=113.240000 gaps=0 Time: Tue Sep 1 09:21:50 2015 reqid=0 time=1441124510 open=113.230000 high=113.230000 low=113.230000 close=113.230000 volume=1 barcount=1 wap=113.230000 gaps=0 Time: Tue Sep 1 09:21:55 2015 reqid=0 time=1441124515 open=113.240000 high=113.240000 low=113.230000 close=113.230000 volume=4 barcount=2 wap=113.235000 gaps=0 Time: Tue Sep 1 09:22:00 2015 reqid=0 time=1441124520 open=113.230000 high=113.240000 low=113.230000 close=113.230000 volume=0 barcount=0 wap=113.230000 gaps=0 Time: Tue Sep 1 09:22:05 2015 reqid=0 time=1441124525 open=113.230000 high=113.240000 low=113.230000 close=113.230000 volume=0 barcount=0 wap=113.230000 gaps=0 Time: Tue Sep 1 09:22:10 2015 reqid=0 time=1441124530 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=11 barcount=5 wap=113.250000 gaps=0 Time: Tue Sep 1 09:22:15 2015 reqid=0 time=1441124535 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=0 barcount=0 wap=113.250000 gaps=0 Time: Tue Sep 1 09:22:20 2015 reqid=0 time=1441124540 open=113.250000 high=113.250000 low=113.250000 close=113.250000 volume=2 barcount=1 wap=113.250000 gaps=0 Time: Tue Sep 1 09:22:25 2015 reqid=0 time=1441124545 open=113.250000 high=113.250000 low=113.230000 close=113.230000 volume=7 barcount=7 wap=113.243000 gaps=0 Time: Tue Sep 1 09:22:30 2015 reqid=0 time=1441124550 open=113.230000 high=113.230000 low=113.210000 close=113.220000 volume=7 barcount=5 wap=113.216000 gaps=0 |