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Direct MessagesDate/Time: Mon, 29 Apr 2024 03:15:30 +0000
Post From: Out of order problems ?
| [2019-09-17 10:03:23] |
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Sorry to hear that. But, thank you for this information. There is no secret about this. The reason is very simply that it creates an unnecessary support burden (Exemplified by this post), and unnecessary development burden. The Sierra Chart provided data feeds, provide everything that IQ Feed does, for nearly all users, highly optimized designed for Sierra Chart, and work in a superior way. And we mean a very superior way in so many areas. If possible, I would be interested to know why (can be private msg). I am not affiliated in any way to IQFeed but it is an important part of my platform so ... There simply is no reason for us to be supporting IQ Feed anymore. The only reason would be that you are using it with other programs, but in that case our data feed is so cheap, that the extra cost is of little consequence but we do understand that when there are exchange fees, that those have to be paid again for our data feed and also for IQ Feed. But that of course simply goes to the tyranny of the exchanges. And we are certainly not going to be supporting IQ Feed to accommodate absurd exchange fee policies. Why are you even having any problems with timestamps with IQ Feed? This whole thing makes no sense. You are experiencing timestamp problems, with CME data. But yet Sierra Chart directly integrates with the CME multicast feeds, and we know for a fact, there simply are no out of order timestamps that come from the CME. Even in the case where there is a trade correction, assuming that they even send those, It does not appear even those timestamps would be out of order according to the timestamp field from the CME: Start of event processing time (UTC). UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.
As we started to review the code for IQ Feed timestamp, we see just how poorly done timestamps are from IQ Feed. They do not even give a date. The date is a separate message. And sometimes a date does not even correspond to the timestamp and we have to adjust it appropriately. This may even be where the problem is. But this is just not well done on the IQ Feed side. And we see no field which indicates a correction either. 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: 2019-09-17 10:06:32
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