Support Board

Date/Time: Sun, 19 May 2024 22:50:35 +0000

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

[2020-06-24 15:07:14] Link To Thread - Link To Post [Go To First Post]
User975023 - Posts: 18
Hi Sierra Chart, Thank you for looking into this issue and not giving up. I see that you have a great product and I plan on using it for my trading. Accuracy and speed of data are critical for my style of trading and I am willing to pay more for that. Hopefully you can get your equities data feed to work as well as IQFeed. Based on your responses, the issue might be packet loss as I understand IQFeed uses TCP so it doesn't lose any packets, and I wasn't able to see any pattern in which trades were missing from the Barchart data feed. I am getting the odd lot orders from your data feed now and it seems to be working as expected. I am recording a live session comparing the two feeds and I'll get back to you if I see any more missing data. Regarding including odd lot orders on the charts, it seems like it's working really well, but you might want to add an option to toggle filtering of odd lot trades in the data feed and/or chart settings. Even though odd lot volume currently accounts for 30-40% of high priced stocks, I don't know if everyone wants them included in their data feeds/charts if they are currently not considered official. Thanks!