Support Board
Date/Time: Wed, 27 Nov 2024 14:33:44 +0000
Time And Sales Same time and Type
View Count: 385
| [2023-07-31 13:22:16] |
| AndyB - Posts: 101 |
|
Hi SC support, Could you give a little more clarity to the way you are achieving "Same Time & Type" on time and sales? Your documentation states that it matches orders with the same time stamp down to the second and not much else. I pretty much accomplished this with spreadsheet formulas using "ISSAMETIMETOSECOND" function; however, when comparing to the actual time and sales, although its close, I am getting a lot more results - particularly at the close. Is there another constraint that I'm missing? For instance, do they need to be consecutive bid (or ask) trades to be considered for a summation of same time and type? |
| [2023-07-31 19:47:15] |
| Sierra_Chart Engineering - Posts: 17194 |
|
Yes the records absolutely have to be consecutive. As soon as there is a record that does not match, that would stop the combining.
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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