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Date/Time: Mon, 25 Nov 2024 18:35:58 +0000



Time & Sales Time Format

View Count: 1088

[2014-03-03 02:18:54]
Profile Trader - Posts: 174
Is there any documentation either on SC site or Barcharts that gives the breakdown of what the Time column represents in time and sales for the SC CME data feed?

Specifically as is common practice you will see the hour:minute:second.... but with SC feed you also get an additional field which I assume is a millisecond field?? or is this a breakdown of a block trade that was executed in pieces on the other side? Is there a way to determine if it was a 100 lot seller into 40 different buy orders to complete the transaction?

Thanks,

Doug
[2014-03-03 04:53:20]
Sierra Chart Engineering - Posts: 104368
This is now documented here:
https://www.sierrachart.com/index.php?l=doc/doc_TimeandSalesWindow.html#ColumnDescriptions
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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