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Post From: Version 1047: Millisecond time stamping

[2013-11-27 16:49:41] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Do I correctly understand from the engineering response that SC truncates the incoming timestamp to the second No, this is not really correct because the IQ Feed protocol version that we use does not provide milliseconds. Sierra Chart does use the time stamping from IQ Feed which uses an exchange timestamp. Milliseconds have exactly 0% effect upon the accuracy of the charts within Sierra Chart . Sierra Chart bars are 100% accurate and do not depend upon milliseconds. Also, the double precision numbers that Sierra Chart uses to hold timestamps, have no room for precision beyond milliseconds. The biggest problem historically has been comparing bars from vendors who decide to put there own timestamp on a tick rather than keep the exchange timestamp. This is not a problem with Sierra Chart. Milliseconds have 0% affect upon chart bars. Sierra Chart chart bars are 100% accurate. Furthermore, even if every program uses millisecond timestamps, does not mean chart bars will be the same among those programs. There can be differences for numerous reasons. show software developers and traders the exact time of each trade We take issue with this. One major exchange the CME, does not use millisecond timestamps for trades. If you put reliance upon milliseconds to actually know the time of the trade, you are not going to necessarily get an accurate determination of this. Sierra Chart does not support external millisecond timestamps and has no intention of doing so at this time. Very simply, there are practicality problems with implementing milliseconds, and very very very few users would have any genuine need for them, and they have 0% upon the accuracy of chart bars. 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: 2013-11-27 17:04:30