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Date/Time: Wed, 27 Nov 2024 15:53:49 +0000



Post From: Simulation accuracy

[2014-09-08 18:09:45]
Sierra Chart Engineering - Posts: 104368
We have looked into this.

And we have carefully analyzed the processing of the CME multicast data feed.

We make sure that before a trade is sent to Sierra Chart, that the market depth is up-to-date.

The Sierra Chart data feed is unfiltered. All market depth data is transmitted through including all trades.

We have observed what you see, and the only reasonable conclusion is that this is just the nature of the CL market and this is the actual data from the CME.
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: 2014-09-08 18:10:15