Support Board
Date/Time: Sun, 02 Feb 2025 20:33:11 +0000
[Locked] - data in market data historical graph is out of sync
View Count: 927
| [2018-12-18 01:29:54] |
| Andy Sureway - Posts: 93 |
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Hello, Today I recorded the market data, and in the afternoon I found out that the market data historical graph is out of sync with the ask/bid data and the tick data. Attached please find a screen shot, where the various red colors represent the ask orders, and various green colors represent the bid orders. This is a 1-tick chart, with each bar representing one tick. Here is my setup. I have an IB account without subscribing to its data feed. I 100% use SC real time data. I believe my internet connection is not very good. It constantly drops data, at least several times a day (terrible service from Spectrum. AT&T is the only other possible choice which is even worse). Here are my questions: 1. Whether the out of sync is due to the data dropping? 2. How does SC transmit the market data? A series of limit orders? 3. For the .depth data, I noticed that their last modified time are constantly hours behind. Is that normal? Thanks! Best regards, Sureway |
 Screen Shot 2018-12-17 at 5.12.38 PM.png / V - Attached On 2018-12-18 01:14:43 UTC - Size: 441.44 KB - 320 views Attachment Deleted. |
| [2018-12-18 01:57:11] |
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There can be a couple of different reasons for this one of which has to do with the exchange data itself. There is nothing you can do it to make this better. There will be some improvement on our side but that is not likely to be complete for 6 months and this can still happen. You are never going to get a synchronization consistently like you want. Your other questions are totally not relevant and not within the scope of our support and we will not answer them. You also did not post an image according to these specifications: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image Sometimes we wonder if users are trying to play games with us without showing us a complete chart. And yes we mean that. 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: 2018-12-18 02:01:02
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| [2018-12-18 02:00:30] |
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Now the level of improvement from our side, would only be with misalignments that are less than a second in duration due to the fact that Sierra Chart timestamps market depth data and trades to the second. So for a 1 Trade chart, you are going to have some alignment imperfections when there are multiple bars with the same Date-Time to the second. This is a near-term priority for us and more than likely it should be resolved in about three months. 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: 2018-12-20 03:56:07
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| [2019-10-08 15:57:30] |
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In regards to post #3, this has now been completed in recent versions. In your screenshot, we do see chart columns where the market depth quantity values are the same across multiple columns but this can be because there just has not been any new market depth updates in those chart columns at those price levels. There has been changes related to this, in recent versions of Sierra Chart with the Market Depth Historical Graph study. 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: 2019-10-08 16:01:42
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