Support Board
Date/Time: Wed, 27 Nov 2024 10:48:19 +0000
[Programming Help] - Time and Sales Window - Market Replay - SC_TS_BIDASKVALUES not shown
View Count: 587
| [2023-02-11 05:21:59] |
| User907967 - Posts: 54 |
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Hi team. I tried to do as much homework as possible before posting this. When I use Market Replay, I cannot see SC_TS_BIDASKVALUES in the T&S window. - I've also printed T&S data using ACSIL (c_SCTimeAndSalesArray and sc.GetTimeAndSales) to test, and I cannot see SC_TS_BIDASKVALUES record types during Market Replay. In real-time, everything works as it should. In Market Replay, I primarily see record types 1 and 2. - I have one tick as default here https://www.sierrachart.com/index.php?page=doc/TickbyTickDataConfiguration.php. - I have "show bid and ask records" ticked in time and sales window settings. - If I stop Market Replay and scroll back on the chart to the time I wish to replay, I see market depth data (I have used the Market Depth study to ensure I am pulling the data). What am I missing here? |
| [2023-02-11 10:08:40] |
| BenjFlame - Posts: 324 |
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I confirm I have no depth when replaying.
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| [2023-02-11 11:55:16] |
| User431178 - Posts: 544 |
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I cannot see SC_TS_BIDASKVALUES in the T&S window
You would only see those values if the data was recorded using BID_ASK_TRADE_SYNC mode, otherwise Bid/Ask updates are not recorded. Data Recording Modes: -BID_ASK_TRADE_SYNC Also, those records do not relate to market depth, they are Bid/Ask price updates that is all. Market depth is not shown in T&S window during replay, it makes no difference that you have recorded depth data. Time and Sales Window: Time and Sales Data During a Replay |
| [2023-02-11 13:19:11] |
| User907967 - Posts: 54 |
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This is very helpful; thank you. I will look into it. I was unaware of the suffix element. I am doing all this to pull the SC_TS_BIDASKVALUES via ACSIL (c_SCTimeAndSalesArray and sc.GetTimeAndSales). I want to see when one market participant is repeatedly reloading at a specific level and when the other participant continues to buy/sell into what is repeatedly being reloaded. Some might call this 'absorption'. In my view and from what I have read so far, sc.GetTimeAndSales is the best protocol for this. 1. Would you agree that using sc.GetTimeAndSales is the best route, or would you suggest other means? 2. Is my understanding correct that appending the suffix "-BID_ASK_TRADE_SYNC" to the symbol as per this link: "Data Recording Modes: -BID_ASK_TRADE_SYNC" will make SC_TS_BIDASKVALUES records available via sc.GetTimeAndSales? It's not the T&S window that interests me. I am really after being able to pull SC_TS_BIDASKVALUES records via ACSIL, one way or another. Thoughts? |
| [2023-08-14 18:40:54] |
| rc_camilo - Posts: 5 |
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HI User129034, Where you able to find a solution to your problem? I am having the same issue you reported in your original post. I am trying to get all the SC_TS_BIDASKVALUES during a replay, but as you reported, I only get types 1 and 2. Thanks, |
| [2023-08-24 14:08:03] |
| User907967 - Posts: 54 |
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Hi, rc_camilo, I did not.
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