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Date/Time: Fri, 29 Nov 2024 16:44:39 +0000
Post From: what does SC do with update trade message
| [2015-09-20 12:06:50] |
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What happens if Sierra Chart does an historical prices request, and then after this, an update trade msg is received for a trade that already been pushed through historical order updates? Do you mean the historical price data? In this case it will be included twice. However, this is not the usual problem. It is the opposite where after a historical price data response, the last historical trade received is lagging behind the real-time data and we have to fill in a few missing trades from the recently received real-time update trade messages. So if the web socket data feed is lagging, then this is a problem. It is possible for us to solve this with a simple flag for the service. Sierra Chart does have that capability. We will do that for your services. Date Time Of Last Edit: 2015-09-20 12:10:23
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