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Date/Time: Fri, 03 May 2024 07:40:14 +0000



Post From: Autotrading questions

[2021-08-02 14:10:58]
John - SC Support - Posts: 31334
1. If there was a disconnect for 10 seconds, then any missing data is filled in before the data starts flowing again. We do not see how this would generate a false signal, as your algorithm would then run after the data was loaded and check the bars at that point.

But, if it is something that you are worried about, then you would need to add a check to your algorithm to ensure that the last 10 bars contain the data you believe them to (i.e. you could check that the start time of the 10th bar previous was however many seconds prior to the current bar).

2. You can not get access directly to the data outside of Sierra Chart. But, you can access the data within Sierra Chart using ACSIL and you can then export it in whatever manner you want from your study.

4. Your positions are updated when we receive the information from your trading service. There is going to be some latency due to your connectivity (Internet latency in particular). We see that you are setup to use the Sierra Chart Order Routing Service and we can tell you that the time for us to get the order and the response from the exchange from our servers is under 1 millisecond. Refer to the information here:
Sierra Chart / Trading Technologies Futures Order Routing Service: Introduction
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing