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Direct MessagesDate/Time: Thu, 02 May 2024 09:32:41 +0000
Post From: SC vs IQFeeD Data Feed
| [2013-11-28 04:28:20] |
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You are misunderstanding this. The daily volume comparisons we are doing is a summation of every single trade received in real-time for an entire 24-hour period. It measures the accuracy of the data feed. We are not using the exchange reported daily volume. Such a comparison would be absolutely meaningless , a phony comparison and dishonest. There would always be a match in that particular case at the end of the day. The daily volume number that you see comes from what is called the snapshot data feed and it is incremented from the volume of trades received in real-time. We have confirmed this. Apparently the CME is not sending through the total daily volume on the incremental data feed. What we have determined, is IQ Feed is also adding in the implied trades to the total daily volume number. Even though they do not send those down the data feed and neither do we. Those are never included into the chart. Periodically Sierra Chart does pass through the daily volume from the snapshot feed which should be identical IQ Feed. If not, then IQ feed is wrong. We are quite sure the difference has to do with implied trades that neither Sierra Chart or IQ Feed pass down the data feed. These are not seen by you, and they are not included in the chart. This is why we questioned the practical significance of this. Even though sometimes you have seen daily volume number being slightly behind IQ Feed at times, does not mean that trades are being missed. They are not. We have proven that our data feed is as good as and better than IQ feed in our testing. The difference has to do with implied trades which are not sent down the data feed to begin with. If we did not have a concern about a discrepancy, we would not have spent many hours of time looking into this matter and resolving it. There was a problem originally and it was resolved. And at no time, did this have any effect upon the trades received and the charting. So what we are going to do is start to add into the daily volume number the volume of the implied trades. But those implied trades will not be sent through the data feed. As far as the appearance of lagging, you need to reduce the Chart Update Interval for a fair comparison. Refer to help topic 4 here: Http://www.sierrachart.com/index.php?l=doc/helpdetails4.html Since the release, there have been zero users who have reported a lag other than this report, and we also know with how everything is designed, that a lag would not even be perceptible because it is in the microsecond range. We have a very low latency connection to the exchange, the data servers are in a good data center in Chicago, and the servers are extremely fast with almost no load on them at this time. So if someone says there is a lag, there must be some other explanation going on and it will not mean much to us unless there are numerous ongoing reports of it. Which there are not. 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: 2013-11-28 04:58:16
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