Support Board
Date/Time: Sun, 24 Nov 2024 17:20:05 +0000
Accessing market depth in ACSIL between study calls
View Count: 459
| [2024-05-08 09:54:44] |
| satori - Posts: 2 |
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I'm looking to programatically access market depth data every 250-500ms in quiet market conditions, where a trade may occur every 5-10 seconds. A current call to sc.GetBidMarketDepthEntryAtLevel() is compared to a previous call. I have read through Arrays and Looping and Time and Sales and I must be misunderstanding the documentation somewhere. I read that a study call takes place as bid/ask data is received (among other things). I interpret that as when I see limits updating every 100ms or so on the DOM. But my study only calls when a trade occurs say every 5 seconds. I also read that sc.GetTimeAndSales can be used between calls. But if a trade triggers a study call, I understand that to mean study call and T&S would be called at same interval, since a trade would trigger both. That would mean there is no between calls. I hope this makes sense and can you tell me where I'm not understanding this correctly? The core question is, how do I run study to access market depth without waiting for the next trade? Possibly relevant details: My study is applied to a trading DOM. Global chart update interval at 10ms, and chart interval for UpdateAlways at 10ms. Auto-looping. Function intervals are controlled with time elapses stored in persistent integers. Thank you. Date Time Of Last Edit: 2024-05-08 09:56:29
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| [2024-05-08 12:16:29] |
| Sierra_Chart Engineering - Posts: 17156 |
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Refer to this ACSIL variable: ACSIL Interface Members - Variables and Arrays: sc.UpdateAlways 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 |
| [2024-05-08 21:52:02] |
| satori - Posts: 2 |
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Ah my mistake. The issue was not a chart/ACSIL setting. My testing function calls every 2 seconds based on: if (CurrentTime > LastCheckTime + 2000) {
// do function But CurrentTime was assigned from sc.BaseDataEndDateTime, which stores time of last trade. I instead assign from sc.CurrentDateTimeForReplay or sc.CurrentSystemDateTime, and now it's a very consistent 2sec interval. Thanks again. Date Time Of Last Edit: 2024-05-09 09:05:34
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