Login Page - Create Account

Support Board


Date/Time: Fri, 27 Dec 2024 01:32:13 +0000



Post From: Live data versus replay data problem

[2016-02-16 22:04:30]
Sierra Chart Engineering - Posts: 104368
What is the LAST price actually using - the bid, the ask, or some combination? That will be very helpful to know here.
The last price is the last price. Not the Bid or Ask.


How can I get my study to be called the same way / frequency as the replay behaves when set to 1 tick data collection on accurate mode?
The proper solution in all cases whether during a replay or real-time updating, is that when the study function is called, iterate through the Time and Sales data:
https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Functions.html#scGetTimeAndSales

This is the proper and only solution to use. All of your other questions and analysis relating to what you want to do are either irrelevant or off course.

Do not use:
sc.OnExternalDataImmediateStudyCall

It is impossible for us to say what "infrequently" is. There are too many variables. You just have to observe this and see what it is.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2016-02-16 22:06:35