Support Board

int64_t& LastProcessedSequence = sc.GetPersistentInt64(1);

//reset the sequence number on a full recalculation so we start fresh for each full recalculation.
if (sc.IsFullRecalculation && sc.Index == 0)
LastProcessedSequence = 0;

// Get the Time and Sales
c_SCTimeAndSalesArray TimeSales;
sc.GetTimeAndSales(TimeSales);
if (TimeSales.Size() == 0)
return; // No Time and Sales data available for the symbol

//Set the initial sequence number
if (LastProcessedSequence == 0) {
LastProcessedSequence = TimeSales[TimeSales.Size() - 1].Sequence;
return;
}


const int threshold = Threshold.GetInt();

// Loop through the Time and Sales.
for (int TSIndex = 0; TSIndex < TimeSales.Size(); ++TSIndex)
{

    s_TimeAndSales Record = TimeSales[TSIndex];
    Record *= sc.RealTimePriceMultiplier;

//do not reprocess previously processed sequence numbers.
if (Record.Sequence <= LastProcessedSequence)
continue;
    LastProcessedSequence = Record.Sequence;