Support Board
Date/Time: Sun, 24 Nov 2024 06:02:36 +0000
Post From: Lag in Last Traded Price
| [2013-04-05 16:48:06] |
| QnReally - Posts: 181 |
|
Hi, I am using OEC live account with Sierra Chart v955 and a broker provided trading platform simultaneously to figure out why a lag happens with the last print relative to the DOM prices. This mostly happens when there is a quick move like with an important economic news announcement, etc. Other times Sierrachart and the broker's platform are in sync. I have created a video comparing the two platforms from this morning's 8:30 AM ET news announcement. My computer is 2 years old with 8 Gig RAM but it is high end. I have a lot more resources left on my computer to spare. The Sierra Chart instance has one chart of ESM3 with 2500v periodicity and no studies added to it. I can provide the video (about 60 MB) if you let me know your preferred way to upload it. Otherwise please see the attached images from the same frame of the video. My questions are as follows: 1) What is the root cause of the lag that I can see in the Sierrachart? Does it have anything to do with how OEC data quality? 2) What API calls or structures do I need to look at in ACSIL to attempt to plot the delay between the DOM updates and the Last Print updates? By the way my chart update interval is 50 ms. In the past I have tried up to 200 ms and got similar results. Thanks. |
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