Support Board
Date/Time: Tue, 04 Mar 2025 14:59:36 +0000
sc.GetTimeAndSales() condition codes
View Count: 912
| [2021-11-29 08:25:21] |
| User860785 - Posts: 11 |
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Hi Team - I am looking to understand your Time and Sales CTS feed. I reviewed chart >> open time and sales window >> settings and also sc.GetTimeAndSales() in sierrachart.h. Does your T&S CTS provider supply you with Condition codes (ref pp 118 of the CTS specification https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf) and if so can you allow conditions codes to be referenced in ASCIL and your Time and sales window? For NYSE stock I would like to have an alert triggered when sales print with condition code 'O' is received which is when the DMM 'MARKET CENTER OPENING TRADE' for a symbol is sent on the CTS. This is relevant for NYSE stocks where there is an opening imbalance and the security is opened post 9:30 ET trading. Thank you |
| [2021-11-30 08:27:21] |
| Sierra_Chart Engineering - Posts: 18641 |
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The Quote Board does support a Trade Indicator: field: Getting Quotes: Field Descriptions This is not available in the Time and Sales window or data structure. 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 Date Time Of Last Edit: 2021-11-30 08:27:46
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| [2021-11-30 21:20:19] |
| User860785 - Posts: 11 |
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Thank you Engineering. Can I request a feature request for consideration. I'm focused on US equities. My main use case is NYSE stock code O and Q DMM symbol opening print and market open. 1/ Expose trade indicator in the data structure so ASCIL alerts can be generated. 2/ Add Trade indicator as a column option in Time and Sales 3/ Add single letter exchange codes (from CTS specification) as an column option in the T&S window to reduce real estate footprint 4/ Add in trade indicator and exchange in the 'Input filtering' block Thank you for your consideration |
| [2021-12-17 13:10:14] |
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There are no plans for this.
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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