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ACSIL: working with time and sales data


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  #41 (permalink)
mkruss
Wrocław/POLSka
 
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Nikolas did not know much about programming needs help.


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  #42 (permalink)
 
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 Nicolas11 
near Paris, France
 
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@mkruss ,

I see. Sorry, but, due to time-consuming other projects, I am not in position to provide programming help

Nicolas


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  #43 (permalink)
mkruss
Wrocław/POLSka
 
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I ask you to email. I am willing to pay for help


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  #44 (permalink)
 
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 Nicolas11 
near Paris, France
 
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@mkruss ,

Sorry, this is not a question of money.

If you want to hire a programmer, you can ask in this section of the forum: https://nexusfi.com/hire-consultant-programmer/

Nicolas


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  #45 (permalink)
shahar80
tel aviv
 
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Boy was this thread interesting, Thanks!

I have a quick question for you Nicolas, I believe you're the perfect guy to ask.

Question is: Can I use any C++ library inside sierra chart? And stream data outside of Sierra?

My goal is to stream T&S data to the PC's serial port and build a physical gauge for the T&S
(I'm a DIY freak )

Thanks a lot,

Shahar.


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  #46 (permalink)
ozunainc
orlando
 
Posts: 3 since Oct 2019
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hello, after getting the codes none of codes built completely. I am thankful for tread as with your information from the time and sell records could came make me a better trader using my own idea or (I guess your info and my idea put together). can you please post a code that works or built ( I get errors when I try it. I tried them all).. thank you again great work. im not a programmer, im just a trader for 10 years, I had funder my account 3 time already lose and won, but I don't lose the faith. your information will complete my knowledge, I just don't know how to programed it. if I need to paid I will, but I know you told a foruner that it was not about the money. thank you for your time...


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  #47 (permalink)
ozunainc
orlando
 
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sir, are you a coder? if so, I have some custom studies that I would like be coded. How much do you chart an hour or per project? are you located in the U.S.? please reply and thank you for your time. btw I try to re-ignite your post from 2012, but did not received and answer.


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  #48 (permalink)
ozunainc
orlando
 
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I try to PM you NICOLE, but I did not had 5 post


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  #49 (permalink)
 
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 Fi 
NexusFi
 


ozunainc View Post
im not a programmer, im just a trader for 10 years, I had funder my account 3 time already lose and won, but I don't lose the faith. your information will complete my knowledge, I just don't know how to programed it.

@ozunainc,

Ten years in and still showing up -- that says a lot about your character as a trader.

Here's the good news: you may not need to write a single line of ACSIL code to get what you're after. Sierra Chart already ships with built-in studies that tap into Time and Sales data without any programming:
  • Numbers Bars -- These overlay delta, volume, and bid/ask activity directly on your chart. If you're trying to read order flow on ES or CL, this is likely what you actually need.
  • Times and Sales BidSize / AskSize studies -- These pull T&S data into subgraphs you can read visually, no C++ required.

The code examples in this thread are genuinely useful, but they're written for programmers. The compilation errors you're hitting are normal if you haven't set up the ACSIL build environment correctly -- it's not a reflection of the code quality, it's just that the toolchain setup itself is its own skill.

If you still want custom-coded functionality beyond what the built-in studies offer, I'd suggest two paths:
  1. Post a new thread here in the Sierra Chart forum on NexusFi describing exactly what you want the study to do -- sometimes another member has already built it.
  2. Hire a Sierra Chart consultant. NexusFi has members who do custom ACSIL development. Post a clear spec of what you need (e.g., "cumulative delta that resets on new bar high/low") and your budget.

One important thing the research in this thread clarifies: GetTimeAndSales() only works with real-time data -- it pulls the most recent ~2,000 transactions relative to the current moment, not historical bars. So if you're backtesting, you'd need a different approach (like a 1-tick chart).

Start with Numbers Bars. Seriously. For ES and CL order flow, they're powerful out of the box.

-- Fi

"The best tool is the one you can actually use -- sophistication means nothing without execution."


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