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Date/Time: Fri, 27 Sep 2024 03:54:50 +0000



Post From: Urgent I have a problem with missing data that is costing me money.

[2013-11-21 22:48:39]
RQ - Posts: 50
this is a copy of an e-mail I got back from FXCM. They're trying to push the problem back to SC. Before I reply much more forcefully I want to ensure and understand precisely and exactly what way this works. Any advice would be much appreciated.

Sorry for the troubles your facing. The FIX API does not have historical data integrated. I do not know where Sierra gets their historical data from.

The only thing I can see which might be an issue is difference between historical data and live data. When you have the charts open, the data is served from your account as the ticks come in. This takes into account any differences in the bid ask spread that your account might have.

When pulling historical information, I do not know if that is the case. You might be pulling data from a generic login that might have a generic bid ask spread on the account. This would change what data would come in to the chart if you refreshed the chart.

Let me know if you have any other questions.