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Date/Time: Fri, 29 Mar 2024 07:27:31 +0000



Post From: Data deivates between sub-instances

[2022-01-12 16:29:45]
jwick - Posts: 142
I believe they aren't receiving delayed data. The main instance isn't receiving delayed data, so I'm assuming the sub-instances don't either.

To add some details on the chart setup, these are on index futures (ES, NQ, YM). The end date on all the charts is always in the past (currently 12-2021) so it shouldn't be streaming in more data in real-time. I use the sub-instances to test my strategy (chart replay) against historical data and when there is a rollover in the actual front-month, I add a few months to the end of every chart (and update the front month on every chart (continuous back adjusted)). So, for example, sometime in mid-March / April of this year after the rollover, I'll update the end date on the charts to 02-2022 and update the front month to 2022-06.

I think I experienced something similar and around this time of switching the front month on the sub-instances + adding a few months to the end of every chart, but I'm honestly not sure if that was actually when I encountered this before.

EDIT: Additional maybe relevant data ... all sub-instances are downloading and storing volume at price information. Not sure if that is causing the discrepancy.
Date Time Of Last Edit: 2022-01-12 16:43:24