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Direct MessagesDate/Time: Fri, 18 Oct 2024 06:15:59 +0000
Missing several one-second bars
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| [2015-10-23 12:38:06] |
| wat - Posts: 67 |
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Hi, I am trying to get 1 second bars, but they are fairly often missing. Bar sequences often go 12:00:00 - 12:00:03 - 12:00:07 - 12:00:08 - 12:00:14. How can that happen? If the price would have not moved, the price should be quoted for each second at the same level, right? Or did CME not quote any price for several seconds? That would seem very unlikely to me. I am trying to understand that phenomenon and will appreciate any response. Thank you. Edit: I am using SC data feed. Date Time Of Last Edit: 2015-10-23 12:40:30
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| [2015-10-23 17:57:13] |
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We did see your other support request, so you may not be receiving the Sierra Chart Exchange Data Feed for a particular symbol. There may not be trading every second. That is not unusual. the price should be quoted for each second at the same level, right?
This is not correct. Refer to: https://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html#h7.6 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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