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Date/Time: Wed, 27 Nov 2024 12:35:44 +0000



sc.GetTimeAndSales do not return record of type SC_TS_BIDASKVALUES when running in replay

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[2023-08-14 20:48:56]
rc_camilo - Posts: 5
Hi SC Support Team,

I have created an ACSIL study and I am using the sc.GetTimeAndSales function.

When I run the study live, the Time and Sales array contains record of types 1,2 and 6 (SC_TS_BIDASKVALUES).

When I am running in replay mode, I only get record of types 1 and 2.

Is this expected or am I doing something wrong which is preventing me to receive record of type 6?

Thanks,
[2023-08-14 22:16:51]
Sierra_Chart Engineering - Posts: 17191
Yes this does make sense. That data will not be available during a replay.

Although it might be available if you are replaying market depth data but we would have to check on that.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2023-08-14 22:17:12
[2023-08-15 01:39:44]
rc_camilo - Posts: 5
Thanks.

I am replaying market depth as well (I can see it on the Chart DOM, no problem there).

I would appreciate if you could check on that as it would help me a lot on some studies I am creating using the sc.GetTimeAndSales.

Thanks,

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