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Plugin writing: Historical data gaps #471174
02/21/18 12:32
02/21/18 12:32
Joined: Feb 2017
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Chicago
AndrewAMD Online OP
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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?

Re: Plugin writing: Historical data gaps [Re: AndrewAMD] #471182
02/22/18 07:22
02/22/18 07:22
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Frankfurt
jcl Offline

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Yes, artificial ticks are not needed. Almost all price history has gaps - that's normal.

Re: Plugin writing: Historical data gaps [Re: jcl] #471268
02/25/18 23:03
02/25/18 23:03
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Zheka Offline
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Zheka  Offline
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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).

Re: Plugin writing: Historical data gaps [Re: Zheka] #471269
02/26/18 00:14
02/26/18 00:14
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Chicago
AndrewAMD Online OP
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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.

Re: Plugin writing: Historical data gaps [Re: AndrewAMD] #471270
02/26/18 00:35
02/26/18 00:35
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Zheka Offline
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..And in SC one can then choose which type of data to receive - can be trade prices, or can be bid-ask, etc...correct?

Re: Plugin writing: Historical data gaps [Re: Zheka] #471272
02/26/18 01:04
02/26/18 01:04
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AndrewAMD Online OP
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I was planning on implementing SET_PRICETYPE if that’s what you’re asking. laugh

Re: Plugin writing: Historical data gaps [Re: AndrewAMD] #471278
02/26/18 12:50
02/26/18 12:50
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Zheka Offline
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No really smile 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?)

Re: Plugin writing: Historical data gaps [Re: Zheka] #471287
02/26/18 17:03
02/26/18 17:03
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AndrewAMD Online OP
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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.

Re: Plugin writing: Historical data gaps [Re: AndrewAMD] #471291
02/26/18 18:01
02/26/18 18:01
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Zheka Offline
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I meant communication between your plug-in (as a DTC client) and SC -as DTC server.

Re: Plugin writing: Historical data gaps [Re: Zheka] #471292
02/26/18 18:19
02/26/18 18:19
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AndrewAMD Online OP
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I know what you mean. I am saying you can simulate that relationship using Sierra Chart itself.

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