Login Page - Create Account

Support Board


Date/Time: Sun, 02 Feb 2025 22:54:10 +0000



Post From: data in market data historical graph is out of sync

[2018-12-18 01:29:54]
Andy Sureway - Posts: 93
Hello,

Today I recorded the market data, and in the afternoon I found out that the market data historical graph is out of sync with the ask/bid data and the tick data. Attached please find a screen shot, where the various red colors represent the ask orders, and various green colors represent the bid orders. This is a 1-tick chart, with each bar representing one tick.

Here is my setup. I have an IB account without subscribing to its data feed. I 100% use SC real time data. I believe my internet connection is not very good. It constantly drops data, at least several times a day (terrible service from Spectrum. AT&T is the only other possible choice which is even worse).

Here are my questions:

1. Whether the out of sync is due to the data dropping?

2. How does SC transmit the market data? A series of limit orders?

3. For the .depth data, I noticed that their last modified time are constantly hours behind. Is that normal?


Thanks!

Best regards,

Sureway
imageScreen Shot 2018-12-17 at 5.12.38 PM.png / V - Attached On 2018-12-18 01:14:43 UTC - Size: 441.44 KB - 320 views
Attachment Deleted.