Login Page - Create Account

Support Board


Date/Time: Sat, 28 Dec 2024 23:02:33 +0000



millisecond math question

View Count: 1258

[2016-03-24 01:03:52]
onnb - Posts: 662

SCDateTimeMS latest_tick = sc.LatestDateTimeForLastBar;
SCDateTimeMS bar_ts = sc.BaseDateTimeIn[sc.ArraySize-1];

if (latest_tick - bar_ts >= MILLISECONDS * 500)
{
.....

}


Assume the feed is MS timestamps.
We want the "if" statement to evaluate to true when 500 MS have passed since the beginning of the last bar.

Does that look correct?
[2016-03-24 01:54:31]
Sierra Chart Engineering - Posts: 104368
At this time Sierra Chart does not make millisecond time resolution available from the data feed.

You really have to keep track of time within the study itself and use sc.UpdateAlways and have the study function called maybe every 100 ms.
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
[2016-04-29 20:02:41]
onnb - Posts: 662
I am confused seeing this post- Bid, Ask and Last driven chart. | Post: 88049
Does that post mean that SC does support MS timestamps if/when they come in on a feed? Or is it specific to importing from a text file?
[2016-04-29 20:18:57]
Sierra Chart Engineering - Posts: 104368
Does that post mean that SC does support MS timestamps if/when they come in on a feed?

This is only specific when importing from a text file.


Sierra Chart does not support milliseconds from the data feed at this time.

Update:
We checked, and this is actually not correct:
Although if you use milliseconds in a DTC market data update trade message, then Sierra Chart will store the milliseconds as given.

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: 2016-04-29 21:14:17
[2016-04-29 20:28:41]
onnb - Posts: 662
Got it - so just to confirm a few things.

1. I can almost swear that SC did once support ms timestamps from the data feed - is that correct?
2. Are there any immediate plans to support this?
[2016-04-29 21:11:52]
Sierra Chart Engineering - Posts: 104368
1. Only mistakenly. Unless properly implemented it causes subtle issues with downloading of historical tick data and certain functions within the program.

Actually you cannot use milliseconds in a DTC message. The millisecond portion is truncated off.

2. Not immediate. It is something that requires a lot of small changes and widespread code review to make sure it is implemented properly.
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: 2016-04-29 21:13:24
[2016-04-29 21:13:30]
Sierra Chart Engineering - Posts: 104368
The prior message has been updated.
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
[2016-05-02 20:00:52]
onnb - Posts: 662
2. Not immediate. It is something that requires a lot of small changes and widespread code review to make sure it is implemented properly.


Understood.

Please take note that the need for this functionality has come up a couple of times on two none related projects in the last 3 months. In both context it was a surprise not to have it as other platforms are supporting this and it is "expected" that SC is a leading technology when it comes to data and accuracy if you understand what I mean.

Obviously you have your view on things but thought to provide my 2 cents.
[2016-05-02 20:32:56]
Sierra Chart Engineering - Posts: 104368
What data feed is being used? If it is your own data feed through a DTC Server, then it is easy for us to support milliseconds from that data feed.


Just let us know and we will put this out in the next release.
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
[2016-05-02 21:06:15]
onnb - Posts: 662
In both instances mentioned above the data feed is DTN and do not involve DTC.
Now that you mention it, it did come up also in context of DTC but in that case SC was the server and was connected to CQG.

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account