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Post From: Helpful Trick to Solve 10 Minute Delayed Historical Data

[2014-04-19 05:56:37]
Sierra Chart Engineering - Posts: 104368
In the case of when using TT FIX and the CQG trading platform services, the historical data at this time is delayed by 10 minutes.

The reason is because there is no system in place to maintain historical data for the FCM's that use these backend trading platforms. This can only be done with the cooperation of the FCM.

However, there is a trick that can work around this problem.

Follow these instructions:

-Select Global Settings >> Data/Trade Service Settings.

-Increase the Number of Time in Sales Records to a larger number. We are not quite sure what this should be. It depends upon the symbol. However, we would recommend something like 15000. Avoid using too large of a number because it increases memory use.

-Set the Intraday Data Storage Time Unit to 1 second or 1 tick.

-Press OK.
-The above steps only need to be done once.

-When connecting to the data feed, while the markets are open, there will be a 10 minute gap from the last historical bar downloaded to the current time.

-After 10 additional minutes, the bars in the chart for the most recent 10 minutes will be filled in. The prior 10 minutes will be missing.

-Right-click on the chart approximately 20 minutes before the end, right before the time gap and select Delete And Download Data.

-Historical data will be downloaded with a 10 minute delay.

-The time and sales data for the most recent 10 minutes will be automatically added in as long as there is enough time and sales records. This is a new feature that Sierra Chart has since about a few months ago.

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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Date Time Of Last Edit: 2014-04-19 06:01:28