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Date/Time: Sun, 24 Nov 2024 19:49:13 +0000



Post From: Announcement: New Sierra Chart Real-Time Futures Data Feed (CME, CBOT, NYMEX, COMEX data)

[2013-11-20 16:54:27]
Sierra Chart Engineering - Posts: 104368
Our observations are very interesting monitoring the market this morning. For the ES we are noticing higher volumes during some minutes compared IQ Feed and we have compared to a TT FIX adapter also showing the higher volumes compared IQ Feed. So IQ feed is dropping packets as well. And the loss we are noticing a substantial into the hundreds of contracts.

This only goes to show, how difficult it is to capture all the packets during fast market activity. Especially being the CME uses a UDP data feed which can and does drop messages.


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: 2013-11-20 16:56:03