Support Board
Date/Time: Thu, 13 Mar 2025 23:42:27 +0000
Intraday SCID Data: handling out-of-order timestamps
View Count: 510
| [2022-06-03 18:25:45] |
| homestar - Posts: 21 |
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Inspecting .scid files, I sometimes see out-of-order timestamps. Here is an example that came up when inspecting ESU21.scid: ... (3834901046258000, -1.999001e37, 4283.75, 4283.5, 4283.75, 1, 1, 0, 1), (3834901046258001, -1.999002e37, 4283.75, 4283.5, 4283.75, 1, 3, 0, 3), (3834299750838560, 0.000000e00, 4284.0, 4283.75, 4283.75, 1, 1, 1, 0), (3834901046263000, -1.999001e37, 4283.75, 4283.5, 4283.5, 1, 1, 1, 0), (3834901046263001, 0.000000e00, 4283.75, 4283.5, 4283.5, 1, 1, 1, 0), ... Here's another example: ... (3834901040302008, 0.000000e00, 4285.75, 4285.5, 4285.75, 1, 1, 0, 1), (3834901040302009, 0.000000e00, 4285.75, 4285.5, 4285.75, 1, 1, 0, 1), (3834226730436538, -1.999002e37, 4285.75, 4285.5, 4285.75, 1, 1, 0, 1), (3834901040365000, -1.999001e37, 4286.0, 4285.75, 4286.0, 1, 116, 0, 2), (3834901040365001, -1.999002e37, 4286.0, 4285.75, 4286.0, 1, 2, 0, 2), ... How should I handle out-of-order timestamps programmatically? Here are a few options I've considered: - Use a stable sort to sort all the records by timestamp. - Drop the records that appear to be out-of-order. - Change the timestamp of the out-of-order record so it equals the timestamp of the previous record. What would you recommend? Thanks. |
| [2022-06-03 19:47:46] |
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There really should not be out of order timestamps. We do not know the source of that data. We would need to know the exact timestamp and time zone and we will look at that. You definitely do not want to do any sorting. This does not make sense. . If the timestamp is wrong it does not mean, the data needs to be put in a different order. The ordering is already correct. 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 |
| [2022-06-03 20:19:40] |
| homestar - Posts: 21 |
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If the timestamp is wrong it does not mean, the data needs to be put in a different order. The ordering is already correct.
Ok, good to know. Thanks. We would need to know the exact timestamp and time zone and we will look at that.
The examples above are from the ESU21.scid file, downloaded via Denali. I have not modified any timezone settings. I'll be happy to supply more examples if it is useful to you. Date Time Of Last Edit: 2022-06-03 20:20:43
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