Support Board
Date/Time: Sat, 30 Nov 2024 06:47:10 +0000
Missing time and Sales Data
View Count: 405
| [2022-12-08 05:07:30] |
| User223498 - Posts: 10 |
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I'm trying to use the Combine Records option "With Same Time and Type". When I use this there are trades missing from time and sales that appear on the DOM. "Do not combine" & "Combine into Exchange Reported Original Summary Trade" options work properly. I noticed this while replaying a chart at reduced speed.
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| [2022-12-08 14:01:40] |
| John - SC Support - Posts: 36350 |
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There is not an equivalent setting for the data in the DOM. Therefore, you will see differences in the data when using that option. As you saw, there is the option to combine trades into the original summary trade within a chart, therefore you can align the data using that option, or without any combining.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-12-08 15:37:13] |
| User223498 - Posts: 10 |
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Hi John, Thank you for responding to my question. I understand the DOM will not be filtered. The values on the Tape however should add up to the raw numbers on the DOM even if they are combined. If you populate a tape with 10-15 unfiltered entries and pause it, then select the various combining options, they should all have the same total for a time period even if individual line amounts are different. "With Same Time and Tape" is clearly missing transactions. time and sales combine records T&S Settings - Same Time and Type - Vol Filtering not works |
| [2022-12-08 19:02:20] |
| Sierra_Chart Engineering - Posts: 17271 |
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Provide us the particular chart you are replaying, which also has the Time and Sales window, you are looking at, and we will check this. Instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart And tell us the particular time and time zone that this issue occurs at. 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 |
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