Support Board
Date/Time: Mon, 08 Sep 2025 16:22:09 +0000
create an indicator
View Count: 198
| [2025-07-31 18:00:16] |
| liabsolucap - Posts: 3 |
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Hello, I’m in the process of hiring a software developer to build indicators, and I have a question to see whether your platform can meet our needs. Assuming we will be using the API, is there a way to build an indicator that takes into account whether an order was executed at the bid or at the ask? In other words, would it be possible to collect tape data, order by order, and more importantly, to know for each order whether it was executed at the bid or the ask? This is essentially what the cumulative delta does, but I’ve understood from other platform providers that the data is often consolidated. However, we really need to know, for every line printed in the tape, whether the order was executed at the bid or the ask, and of course be able to extract that data to build specific indicators. Looking forward to hearing from you. Best regards. |
| [2025-07-31 18:27:54] |
| John - SC Support - Posts: 41659 |
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Our interface is called ACSIL and is not really an API, as it uses standard C++ for the interface. Refer to the following: Advanced Custom Study Interface and Language (ACSIL): Introduction ACSIL does allow you to access either the Time and Sale data or the stored trade data and, in either case, you can see if the trade was done at the bid or the ask, as long as you are getting the data from our Denali Exchange Data Feed (as this is per tick data). Refer to the following function as a start/example: ACSIL Interface Members - Functions: sc.GetTimeAndSales() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-08-01 16:21:51] |
| liabsolucap - Posts: 3 |
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Thanks. Does that mean we don't have access to the history with the function sc.GetTimeAndSales() ? So our indicator will only appear based on the data collected since the platform was opened ? |
| [2025-08-01 17:38:01] |
| John - SC Support - Posts: 41659 |
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With Time and Sales, this is the case. Additionally, the amount of Time and Sales data stored is controlled through the following: Data/Trade Service Settings: Number of Stored Time and Sales Records (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) If you are needing long-term history, then you will need to get the information from the stored intraday data. We just pointed you to the Time And Sales as a starting point to look into the ACSIL information. You can either dig into the Intraday files directly, or you can use ACSIL and have a 1 tick chart to get the individual trade information from that chart. In this latter case, refer to the following: ACSIL Interface Members - sc.Subgraph Array For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-08-04 13:23:29] |
| liabsolucap - Posts: 3 |
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Ok. Thank you !
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