Support Board
Date/Time: Thu, 06 Feb 2025 05:18:58 +0000
Daily - # of trades difference between live & Delayed feed
View Count: 520
| [2020-04-15 21:45:07] |
| ejtrader - Posts: 688 |
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SC Team - So far under impression that there is no difference between delayed & live feeds except delayed is around 10 minutes delayed. Noticing the number of trades for a daily bar built with intraday data (1440 minutes) - differs in the number of trades between live & delayed(All the other parameters being the same - timezone / Session timings. For example (# of trades) - 4/15/20 - Live vs Delayed NQ: 366733 vs 366740 YM: 167206 vs 167215 ES: 1105826 vs 1105842 Any logical reason for this? If we do expect very subtle differences between the live/delayed feeds - it's OK as long as it is expected. But based on your description about delayed feed - it's same as live feed except for the delay - wondering about the reason for the discrepancies(very subtle though). Thanks |
| [2020-04-15 22:39:16] |
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We are aware of these minor discrepancies. This is an issue when connecting to the data feed, and it relates to not having true millisecond time stamping on trades, along with a sub trade identifier when there is the same millisecond. So we are fully aware of this. It will get resolved over the next couple of 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 |
| [2020-04-16 21:40:38] |
| ejtrader - Posts: 688 |
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SC Team - FYI - I had the live feed in one session and the delayed feed in one session ( both of them were connected over the weekend and no disconnects in between). The discrepancy is still there. Just thought of sharing this information - if it's going to be helpful to you to isolate the "when it is connected" as a non-issue potentially in my case. I noticed subtle differences today as well - when the connection was made 3 days ago - with no interruptions. Just an FYI. thanks Date Time Of Last Edit: 2020-04-16 21:42:03
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