Support Board
Date/Time: Fri, 07 Feb 2025 04:57:45 +0000
Notice: Transact Data Feed Invalid Bid/Ask data
View Count: 683
| [2020-05-24 22:39:46] |
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We have been having many reports lately, of invalid bid and ask values from users who are using the Transact data feed. This is a data feed provided by Transact. Recently, Transact made some changes the to this data feed to transmit the market data using a base 64 encoded binary structure in order to improve latency and performance. Bid and ask prices, are transmitted as offsets from the last trade price and not as actual prices. So these offsets theoretically can be negative at times. Not just positive values. In the older pure JSON encoding Transact was using, Sierra Chart would process these offsets as signed values which can have negative values. So Sierra Chart was always handling the processing of these offsets correctly and we used the very same code base to process the new binary data structure from Transact. We now have noticed, that these bid and ask price offsets in that structure as provided by Transact, are declared by Transact as unsigned values. This is where the problem is. We are changing the types to signed values and this should resolve the problem. This will be out in version 2110. 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 |
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