Support Board
Date/Time: Mon, 25 Nov 2024 01:35:58 +0000
Post From: Sierra Chart with CTS T4 data during inactive market
| [2013-12-18 15:12:03] |
| jagoankita - Posts: 24 |
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Hi, I got response from CTS as follows: "In Fast Trade mode (what you would use when charting), we deliver every single trade the moment it happens. There is no buffering. Our API provides historical chart data, and then it is your responsibility to keep it updated with the live trades coming off of our Fast Trade feed. (E.g. We have no way of giving you a 1 minute bar and then giving you an updated 1 minute bar after a trade occurs.) Your question refers to when bars are updated, however we don’t do that. We only provide the raw data coming from the exchange in real time. You will need to contact Sierra Chart to ask them how their software works." In very slow market it can reach several minutes without any single trade occur. May be the chart that will always graph every single bars (1 minute) synchrony with the computer clock should be based on mid price of the best bid and ask prices and not last trade. Date Time Of Last Edit: 2013-12-18 15:22:57
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