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Direct MessagesDate/Time: Fri, 03 May 2024 06:24:53 +0000
Post From: Symbols with -ASK (to record ASK prices) generate duplicate time bars & out of order bars
| [2019-08-20 08:57:58] |
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We did spend the time to look into the issue with the CQG time stamping and we finally realized how CQG is doing the time stamping and why there has been some issues with this. Although part of the problem we suspect is that your computer's clock may not be set accurately. This may or may not be the problem though. But there is no longer a dependency on the local computer clock for CQG data. The problem with CQG time stamping is now fully resolved in version 1977, at least we think so. There are many quotes in a CQG message, some of which have timestamps and some do not. When there is not one, we will use the prior timestamp for the last trade price but this was not always technically the correct thing to do. We now always use the latest quote timestamp, as they occur within the message no matter what the datatype is. So apparently what they do is they send one timestamp in the first quote within the message and then do not send it again until there is a change. This generally was being processed properly, but there were some issues with how we were handling it. Part of the problem is they provide no documentation for their data feed. So it was not completely clear how it was even working. CQG time stamping is something that has always concerned us, and we were planning to go through it again soon anyway. 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: 2019-08-20 15:30:54
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