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Date/Time: Sat, 18 May 2024 18:04:46 +0000



Post From: Sierra tick statistics - seconds with no data

[2017-09-26 17:18:39]
Sierra Chart Engineering - Posts: 104368
My understanding is that values for these statistics are meant to be transmitted at least twice each second, and often more frequently than that.

From documentation:
The update frequency is 250 milliseconds for all Sierra_Chart market statistics assuming there is trading activity in the underlying symbols. Otherwise, there is no data transmitted. Within each 250 millisecond timeframe, the high and low extremes within that timeframe are also transmitted. Therefore, there can be more than 4 updates per second.

It is not unusual to have the feed not active for a particular second.


For example, for the 1-minute time period beginning at 15:30 New York time today, I count 18 seconds (almost one-third of the 60 seconds within the minute) where no tick data appears.
This would indicate most likely a problem with the underlying data feed at that time.

We would expect this kind of issue not to occur once we change to the Barchart OpenFeed but we have not done that because we have seen packet loss issues with that feed. Once we have more confidence with it, then we will switch.
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

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