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Date/Time: Sun, 28 Apr 2024 22:07:47 +0000



Post From: Out of order problems ?

[2019-10-04 08:18:09]
Sierra Chart Engineering - Posts: 104368
* SC + IQfeed does now work reliably anymore.
Does or does not? We assume that you mean not.

* Redownloading the data in order does not solve systematically the out of order problems and I have to reiterate this redownload multiple times for some markets.
This description tells us, that the historical data provided from IQ Feed is inconsistent between downloads. This does not make any sense. Something has gone wrong on the IQ Feed side. Nothing has changed on the Sierra Chart side in regards to this. Maybe IQ Feed has come out with a new protocol version or somehow the timestamp fields have changed. But why would there be inconsistent results when the data is processed consistently each time. We have not paid to close attention to their technical notes but we don't think anything significant has changed.

We would have to look at the historical data.

* My other applications that use IQFeed continue to work reliably when tested in similar conditions (24h/24).
Ok, we have no explanation for this.

We believe the problem relates to this that we said previously:
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.
Maybe the other programs are using the local computer clock for the date. Rather than the level I timestamp message which contains the date.
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: 2019-10-04 09:19:12