Support Board
Date/Time: Sat, 21 Dec 2024 18:34:18 +0000
scid - intraday format for -ALL
View Count: 968
| [2015-03-16 04:38:45] |
| ejtrader - Posts: 688 |
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SC Team - are there any additional fields that are part of "-ALL" related scid files compared to regular scid files? http://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php#DataRecordingSuffixes Based on the documentation: -ALL The Bid, Ask, and Last trade prices are used. Wondering what fields are the corresponding additional fields compared to regular scid files. PS: This is in reference to the other post - Time & Sales and Historic Bid Ask | Post: 54854 - wanted to see if there is a way to get "bid & ask" sizes(level 1 - best Bid and best Ask) when a trade occurs. Thanks Date Time Of Last Edit: 2015-03-16 04:42:39
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| [2015-03-16 05:42:17] |
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When the Bid and Ask prices are also recorded, it is if they are like Last trade prices and effect the OHLC fields of the data record.
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 |
| [2015-03-16 05:52:32] |
| ejtrader - Posts: 688 |
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Thanks SC team. I was actually "hoping" for bid x ask sizes(level 1 - order quantity) and not bid x ask prices at the time of trade. I guess looks like there is no work around. Thanks anyway. |
| [2015-03-16 06:11:03] |
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No, no workaround.
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 |
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