Posted By: AndrewAMD
Plugin writing: Historical data gaps - 02/21/18 12:32
jcl,
In my Sierra Chart plugin, I request M1 historical data for an asset with low volume.
It outputs only M1 ticks with volume > 0, so there would automatically be historical gaps in the midst of a day session.
I assume that there is no need for me to inject blank volume = 0 M1 ticks to the plugin output. Is my assumption correct?
Posted By: jcl
Re: Plugin writing: Historical data gaps - 02/22/18 07:22
Yes, artificial ticks are not needed. Almost all price history has gaps - that's normal.
Posted By: Zheka
Re: Plugin writing: Historical data gaps - 02/25/18 23:03
I think volume=0 does not automatically mean such a bar has to be skipped.
As long as there is size behind bid and an offer, there is a market, even if no transaction took place.
On the other hand, "missing" bars might be a headache to handle for a user (e.g. to correctly construct frames).
Posted By: AndrewAMD
Re: Plugin writing: Historical data gaps - 02/26/18 00:14
Actually the output might be just CQG’s feed. Regardless, my plugin will simply output whatever it gets from Sierra Chart, no filters, no artificial ticks.
Posted By: Zheka
Re: Plugin writing: Historical data gaps - 02/26/18 00:35
..And in SC one can then choose which type of data to receive - can be trade prices, or can be bid-ask, etc...correct?
Posted By: AndrewAMD
Re: Plugin writing: Historical data gaps - 02/26/18 01:04
I was planning on implementing SET_PRICETYPE if that’s what you’re asking.
Posted By: Zheka
Re: Plugin writing: Historical data gaps - 02/26/18 12:50
No really
But cool to know!
I just wanted to better understand how the DTC client-server interaction will be working,
and whether it willcan be influenced by settings in SC (e.g. in Relay server mode?)
Posted By: AndrewAMD
Re: Plugin writing: Historical data gaps - 02/26/18 17:03
No idea. You might be able to determine some of this experimentally by making one Sierra Chart instance a client of another instance and see how changing the host settings affects the client. Or by asking SC.
Posted By: Zheka
Re: Plugin writing: Historical data gaps - 02/26/18 18:01
I meant communication between your plug-in (as a DTC client) and SC -as DTC server.
Posted By: AndrewAMD
Re: Plugin writing: Historical data gaps - 02/26/18 18:19
I know what you mean. I am saying you can simulate that relationship using Sierra Chart itself.