Support Board
Date/Time: Fri, 27 Dec 2024 01:42:34 +0000
Post From: Live data versus replay data problem
[2016-02-18 02:18:13] |
Sierra Chart Engineering - Posts: 104368 |
The time and Sales records that contain trades are as follows: SC_TS_BID // Trade is considered to have occurred at Bid price or lower SC_TS_ASK // Trade is considered to have occurred at Ask price or higher s_TimeAndSales::Price contains the trade price and would be considered the "last" trade price at each trade. We will put together a code example to iterate through the time and sales data that the study has not yet examined. 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 |