Date/Time: Sat, 01 Apr 2023 04:47:58 +0000
Post From: microsecond timestamp between different Denali feed servers
|ejtrader - Posts: 686|
SC team - Update on this. So far this seems to be working as expected without any issues. Thank you.
On a side note - observed the following:
- In the instance where there is only delayed feed(Allow Support for Sierra Chart Data Feeds option is disabled) - the downloaded data differs for the the instruments where I have exchange enabled on main instance vs instruments where I have exchange disabled.
- ES(exchange enabled) - when initial download happens - it downloads ALL the data until the very last minute rather than 10 minutes and 10 seconds delay - so intraday file would have more data than what T&S is representing
- YM(exchange disabled) - when initial download happens - this behaves correctly - intraday data as well as T&S is delayed by 10 minutes and 10 seconds - This is the correct approach.
Wondering if it is possible to bring ES instrument data as well to be delayed similar to YM in this instance? The problem with current approach - the studies which depend on the intraday data & T&S to be in sync won't work in case of ES(as T&S and intraday are Not in sync to begin with but would come in sync after 10 minutes and 10 seconds). This is NOT a problem for YM as both intraday data as well as T&S data are in sync and delayed by 10 minutes and 10 seconds. I have a workaround for this but seems little odd in design for delayed data. All the exchanges should be treated as not subscribed.