Support Board
Date/Time: Sun, 24 Nov 2024 21:21:44 +0000
Post From: SC vs IQFeeD Data Feed
| [2013-11-27 17:58:07] |
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We are not quite sure how IQ Feed is doing it, but as the daily volume updates come through on the CME data feed, we do pass them immediately through to Sierra Chart. Additionally, as trades occur, we update the daily volume incrementally by the size of the trade. So if the daily volume message from the exchange is not provided at every trade, then you will still see the daily volume increment. There is what is called a snapshot data feed from the exchange that we only monitor every 15 minutes. So if the daily volume is updating more frequently there, then it will not be passed through more often than 15 minutes. As a practical matter, what does it matter if you notice it slightly behind another data feed? 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 |