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Date/Time: Sun, 19 May 2024 23:32:53 +0000

Post From: Missing intraday stock data using SC Exchange Data Feed with real time U.S. Equities

[2020-06-22 08:06:22] Link To Thread - Link To Post [Go To First Post]
JM-JO - Posts: 38
Attached file is data comparison for AAL stock on February 12. Left columns : data are from Polygon (not Nanex). It is high res data (with exchange ID, ns timestamps) from Polygon that is locally concatenated into ms timestamp (all data from within same ms are concatenated ; price is average from the ticks with same millisecond). Right column : Sierra data "as is". As you can see, a lot of volume and ticks are missing from Sierra feed.
1x Thank you
Capture.PNG / V - Attached On 2020-06-22 08:06:00 UTC - Size: 228.12 KB - 274 views