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Date/Time: Sun, 22 Dec 2024 11:17:40 +0000



Post From: Data stream delay with Interactive Brokers

[2015-02-18 07:29:33]
Nazar - Posts: 6
Hi,

I'm using SierraChart in conjunction with Interactive Broker's TWS. I'm trading WTI Crude Oil futures on NYMEX (symbol name in TWS is CL). If I open TWS chart and SierraChart chart side-by-side, I can see that there is a slight delay between those chart. Sierra's chart is always behind, maybe 500ms. It can be easily seen especially on the new bars: new bar in SierraChart always appears later than in TWS. Also, I've noticed that sometimes bar's closing price in TWS and SierraChart is different, specifically if bar was closed on the highly volatile move.

Thanks