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Direct MessagesDate/Time: Mon, 16 Sep 2024 19:06:35 +0000
SierraChart realtime datafeed issues
View Count: 1474
| [2014-01-31 12:19:34] |
| Corefan - Posts: 13 |
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Dear SC Support I've noticed some critical issues using SC RTDF: CL (NYMEX) - there are asynchronous data in T&S: a time of a trade was inconsistent to BBO updates independently to market depth data was/not/ subscribed to . pls see the picture. 6E(CME) and GC(COMEX) - T&S looks good until market depth data was subscribed to (open a DOM window) after that there are asynchronous data in T&S: a time of a trade was inconsistent to BBO updates Also I suppose the update frequency for BBO is not so often as for other datafeeds (R/IQFeed). Some info will follow. Please check these issues. Thank you. |
VV.PNG| [2014-01-31 16:29:52] |
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1. For the CL, it does appear from the Time and Sales window, that market depth is subscribed to. There is rather clear evidence of this. You may not be aware that it is subscribed to. The only issue is that the timestamp for the Bid and Ask quote update is off. The reason this happens is because when market depth data is subscribed to, the depth updates do not contain a timestamp and instead your local computer clock is used. So this indicates your local computer clock is off. See help topic 38: Http://www.sierrachart.com/index.php?l=doc/helpdetails38.html We will see about adding a timestamp to those messages. But we hesitate because it takes space and increases bandwidth usage. 2. Same issue is #1. 3. This would be very surprising because the data comes straight from the exchange feed. Every bid and ask price change or size change is sent through. Sierra Chart really will be the best point of reference unless there is some mishandling of the data feed on the backend but this would be unlikely. Anyway, that is not too hard for us to determine. 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: 2014-01-31 16:30:54
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| [2014-01-31 16:43:00] |
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1, 2. We also want to explain that the time stamping issue does not create any kind of synchronization problem. It is merely just a timestamp display issue. This is all. And can be corrected easily on your side by correcting your computer's clock.
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 |
| [2014-01-31 17:03:17] |
| Corefan - Posts: 13 |
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Thank you. I will look. |
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