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Date/Time: Sat, 04 May 2024 02:35:09 +0000



Post From: Announcement: New Sierra Chart Real-Time Futures Data Feed (CME, CBOT, NYMEX, COMEX data)

[2013-11-22 22:50:40]
Sierra Chart Engineering - Posts: 104368
Today's (2013-11-21) volume totals for the ES December futures

Sierra Chart CME data feed:
1224605

IQ Feed:
1224604

Ahead of IQ Feed by 1. We noticed packet loss during a single second today. This does not mean that there was missing data for that entire second, just that there was some packet loss during that one second timeframe.

The reason we make comparisons to IQ Feed, because it is a known good reference data feed. There is not an intent to take away business from IQ Feed. However, we do prefer that if the Sierra Chart data feed does meet your requirements that you do use what we provide rather than external services because it makes our job easier to support the software. This is the reason why we will promote it over any other data feed.

Edit: One thing we have learned is that the notion of a " known good reference" when it comes to delivering the financial market data, is not entirely accurate. The reason for this, is packet loss which we have been talking about. It does occur. And clearly IQ Feed must be experiencing it. Otherwise how could we have volume counts ahead of IQ feed at times? We could not. So they lose packets as well.

The day that we notice significant packet loss, we were nearly 4000 contracts behind on the ES compared IQ Feed. Not a good day. There will not be a repeat of that because we are on a much better network switch now receiving the data. This also goes to show, just how technically complex all of this can be.



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: 2013-11-22 23:39:40