Support Board
Date/Time: Tue, 11 Feb 2025 08:44:28 +0000
ACSIL - TS Data - Potential Bug
View Count: 676
| [2020-08-30 05:21:38] |
| ejtrader - Posts: 688 |
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SC Team - There seems to be some bug with TS Data available. For some reason the higher sequence number has the data repeated from prior time stamp. TSIndex: 3989 to 3991 - Looks good. 3992 - Older TS Date record (actual trade) is inserted 3993 - Data is repeated. Interestingly this erratic data doesn't get recorded in SCID file as well as NOT displayed in T&S window. This is only visible in ACSIL processing of T&S data. Could you please analyze and comment? This is Friday's T&S end of the day. Chart is in CST timezone. PS: SC Version 2159 - Denali feed. Thanks Date Time Of Last Edit: 2020-08-30 06:01:57
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Private File Private File |
| [2020-08-31 16:53:23] |
| ejtrader - Posts: 688 |
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SC Team - It's unfortunate that you marked it as user discussion thread. This was an opportunity for to review and see if this is really a bug. If it turns out to be a real bug - it's a serious bug. It does appear to be the case in current scenario as is. Please review again. FYI - This could be related to Market servers update I am not sure. I would still keep an eye for this as this appears to be the case after the friday's market close. would keep an eye if this also occurs during the session change. If it doesn't repeat for a week - I would probably link this to be market servers update. Thanks Date Time Of Last Edit: 2020-08-31 16:54:27
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| [2020-09-03 05:03:14] |
| Sierra_Chart Engineering - Posts: 18383 |
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It could not be a bug because ACSIL has access to the time and sales data array that is used for the Time and Sales window: Time and Sales Window It is no different. It is the very same array of data. And if the Time and Sales window does not show a problem, then the issue must be in your own code or a misunderstanding. Understand that you also have in the array bid/ask updates in addition to trades. We cannot allocate time to look at this. There simply is no evidence there is a problem. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-09-03 12:46:59] |
| ejtrader - Posts: 688 |
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SC Team - Thanks for the reply. I do understand the T&S window doesn't have the bid ask updates. I do process T&S records correctly taking into consideration whether it's an actual trade or a bid ask update. The point here is - There are records with a higher sequence number - that have lower timestamp than the previous records. Out of these records - One of them is actual trade record as well (Rest of them are bid ask records). If you don't want to spend time on this - it's fine but you might be ignoring underlying problem. As of now I am filtering these records in ACSIL processing by checking the timestamp if it is lower than the previous one - but this shouldn't be happening by design. This seems to happen only during the friday's session close. This has happened in 2 instances (both of them are main instances) and I have provided the T&S snapshot from both of them showing higher sequence numbers showing lower timestamps (just that I didn't had the microseconds captured during this round - but would be capturing next time when it happens). PS: This reminds me of the sticky thread you had couple of months ago where there was an incorrect Depth records at the start of session immediately after the weekend and you had to put a patch for it not to consider them only during the start of the session. Thanks Date Time Of Last Edit: 2020-09-03 13:29:11
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