Support Board
Date/Time: Thu, 30 Jan 2025 05:47:48 +0000
Non-sequential microsecond in Time and Sales Data
View Count: 64
| [2025-01-28 04:37:00] |
| User875356 - Posts: 2 |
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Hello, I am currently evaluating Sierra Chart, and I am noticing what appear to be data anomalies in the T&S data. I have marked up a screenshot of the T&S window along with the settings I am using. If you look at the entries marked by the yellow rectangle, you will notice they share the same millisecond and price values, but the microsecond values are non-sequential and do not start from 0. I am wondering if there are any missing data, e.g. 22:35:26.441000, -001, -003, -004, etc. The entries in the orange rectangle (and the entries in between the 2 rectangles for that matter) are also non-sequential. I have seen this on both Bid and Ask Type trades. From researching the documentation, I am aware that for Data Recording Suffixes: There is also a microsecond component to timestamps. The microsecond component is incremented by 1 anytime there a new record which has a duplicate timestamp as compared to the prior timestamp in the file. This microsecond component as described is also used even with the normal default recording mode for trades.
...though I am not sure this applies to T&S. Another issue (albeit less critical) is that although I have changed the T&S background color settings, you will note that some rows still have the default coloring. Again, I have seen this on both Bid and Ask Type trades. Is this a known issue? My global settings store 1 tick data. Please let me know if there are any other relevant system settings, and thank you in advance for reading this and for the wonderfully powerful platform! (Sorry for not using the chart image upload system, as I could not figure out how to mark up the T&S window within Sierra Chart) |
Attachment Deleted.  TS_screenshot.jpg / V - Attached On 2025-01-28 04:26:14 UTC - Size: 486.08 KB - 25 views |
| [2025-01-28 08:35:34] |
| Sierra_Chart Engineering - Posts: 18187 |
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The reason for the nonsequential microseconds is because you have added Volume Filtering so you are filtering out data. Yes there is missing data based on the filtering. Regarding the color question, check the colors of the Time and Sales Above Ask and Below Bid color settings. 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 |
| [2025-01-28 19:49:56] |
| User875356 - Posts: 2 |
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Both issues resolved thanks to your response. Thanks a bunch!
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