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Date/Time: Thu, 09 May 2024 08:37:37 +0000



Post From: Move to Breakeven Stop Issue

[2016-10-11 06:42:58]
Sierra Chart Engineering - Posts: 104368
We are not saying that data was delayed, we are noticing that the clock based upon what we see in the Trade Activity Log was off by more than 1.5 seconds.

However, all market data is delayed to some extent even if it is milliseconds. When the market moves several points in a single second, millisecond delays count.

According to this line:
Fill 2016-10-07 08:29:45.493 GC-201612-NYMEX IB order fill (execution) 24216 Limit 1 Sell Open 1265.0 1265.0 Filled

The order fills at 08:29:45.493, but the market did not reach the fill price of 1265 until 8:30:01. This is indisputable. so the clock must have been off by more than 1.5 seconds.



Record True Reak-Time Data in Intraday Charts = True (in Data/Trade Service Settings).
This definitely is most likely the reason for the problem because the data over the last five seconds is transmitted at the end of those five seconds and then there is also a slight delay after the five seconds. So therefore all of that five second data is being used in the move to breakeven processing.

If so, can you not use last traded price and Time & Sales data rather than chart bars as input for the breakeven functionality?
No because at the point where the data is being used it is not possible to distinguish the origin of it.

Consider using the Sierra Chart Exchange Data Feed:

Sierra Chart Exchange Data Feed
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:
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Date Time Of Last Edit: 2016-10-11 06:45:47