Support Board
Date/Time: Sat, 23 Nov 2024 03:05:32 +0000
Time and Sales Do Not Combine
View Count: 218
| [2024-09-05 18:23:34] |
| User137062 - Posts: 5 |
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Hello, I have a script which loops through time and sales and sums up the bid and ask sizes, and volumes at prices. If I combine them, how will this affect my study and how it calculates things? When I combine them and when I do not, the time and sales chart looks totally different, and this could affect my study adversely. How do I know which data my study is calculating, the do not combine or when I choose a combine method? In real time chart mode, which mode is the time and sales raw data? Also, the chart is delayed, so how will this affect the study as when it's real time? Thanks |
| [2024-09-05 20:32:30] |
| John - SC Support - Posts: 36238 |
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We can not possibly tell you how combining Time and Sales will affect your study, as we know nothing about your study. This is something you need to figure out. The information on what Time and Sales information is accessed, refer to the following: sc.GetTimeAndSales() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-06 00:08:06] |
| User137062 - Posts: 5 |
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Thanks, I guess a better question is does this option affect how the time and sales come into a study? When you change the settings of the time and sales, will the study see what I'm seeing, or will the time and sales data come in as do not combine? This is important that I understand the difference because it will greatly affect how I design this strategy. Thank you.
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| [2024-09-06 12:18:24] |
| Sierra_Chart Engineering - Posts: 17145 |
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No, changing the setting of the Time and Sales window does not affect the data received within the chart itself or for studies.
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 Date Time Of Last Edit: 2024-09-06 12:18:29
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| [2024-09-06 17:50:19] |
| User137062 - Posts: 5 |
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Thanks but still not clear one thing. Originally, far as Sierra Chart, how is the time and sales received, as far as what my chart study will see? Since you said no, then how is this data received, meaning is the data raw do not combine? Again, I ask because based on the setting you use, what you see in time and sales will be very different, so I need to know for sure what my study is seeing. Thanks
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| [2024-09-06 20:00:11] |
| John - SC Support - Posts: 36238 |
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Your study will see what the Time and Sales shows if you do not combine any records. The information for this is at the following link: sc.GetTimeAndSales() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-12 12:57:44] |
| User137062 - Posts: 5 |
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Yes, but it does not show the correct volume when I do combine the records, it still shows the volume as Do Not Combine, is there a way to fix this? Because this little difference makes a huge effect on how my strategy works. Thanks
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| [2024-09-12 15:45:50] |
| John - SC Support - Posts: 36238 |
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There is not a way to change this. The Time and Sales information you are seeing in your study are always the Unbundled records. You would have to perform whatever bundling you are wanting to do within your study. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-12 16:45:24] |
| User137062 - Posts: 5 |
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Not sure how to even start with that, or what it even entails but thank you for the clarity
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