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Date/Time: Sun, 24 Nov 2024 17:24:33 +0000



Post From: Notice: New Futures Real-Time Data Feed

[2013-11-15 00:52:38]
Sierra Chart Engineering - Posts: 104368
In response to post #136:

When you post images, they need to be of fixed time per bar. Not of a variable time like Range bars. It becomes next to impossible for us to match them up with our charts and to make definite analysis.

We can see no technical reason why the identification of whether a trade is at the bid or the ask would be different in real-time compared to historical data. The charts you have provided to show some minor discrepancies with that with the data received in real-time from the SC feed.

We will have to monitor for that. However, to rule out the market depth data as an issue, make sure you are using no market depth features on the symbol being monitored and you are providing charts of. For example, do not use the Market Depth window, the Trade DOM or the DOM Graph. Eventually we will track it down and we think it may have to do with a slight issue with market depth data at level 1.

We did do a comparison to IQ Feed comparing historical data downloaded from both services and we see a 100% match for the 6E. So this is good. This is an example of the kind of chart we use for comparison:
http://www.sierrachart.com/image.php?l=1384476751503.png


Provides for very easy bulk comparison.

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
Date Time Of Last Edit: 2013-11-15 00:53:49