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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

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