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Direct MessagesDate/Time: Thu, 02 May 2024 21:47:43 +0000
Post From: Candle generated delayed for CME
| [2024-04-08 13:33:04] |
| FinalDevil - Posts: 7 |
|
Let's say candle current price line is printing at 18310, if I place a buy limit order at 18300, the order filled immediately at 18300 with some profit/loss points of the realtime data (while candle not printed yet), and several seconds later, the candle prints at 18300. Below is heartbeat. 2024-04-08 21:30:01.189 | Software version: 2627 64-bit
2024-04-08 21:30:01.189 | OpenGL enabled (NVIDIA Corporation/NVIDIA GeForce RTX 3070/PCIe/SSE2) 2024-04-08 21:30:01.189 | Primary Thread ID: 5020 2024-04-08 21:30:01.189 | Usage end date: 2024-10-05 2024-04-08 21:30:01.189 | Enabled for: Advanced Features 2. 2024-04-08 21:30:01.189 | Enabled for: Sierra Chart Historical Data Service. 2024-04-08 21:30:01.189 | Enabled for: Denali Real-Time Exchange Data Feed. 2024-04-08 21:30:01.189 | Enabled for: Delayed Denali Exchange Data Feed. 2024-04-08 21:30:01.189 | Enabled for exchange2: CME 2024-04-08 21:30:01.189 | Allow Support for Sierra Chart Data Feeds is enabled. 2024-04-08 21:30:01.189 | Current selected Data/Trading service: Teton CME Order Routing 2024-04-08 21:30:01.189 | Custom symbol settings values: enabled 2024-04-08 21:30:01.189 | Chart Update Interval: 500 2024-04-08 21:30:01.189 | Intraday Data Storage Time Unit: 0 2024-04-08 21:30:01.189 | Time Zone: +08:00:00 (HKT+08) 2024-04-08 21:30:01.189 | 2024-04-08 13:30:01 Local computer time in UTC 2024-04-08 21:30:01.189 | 2024-04-08 21:30:01 Local computer time in SC Time Zone 2024-04-08 21:30:01.189 | 2024-04-08 11:54:09 Server time in UTC 2024-04-08 21:30:01.189 | Local computer UTC time and Server UTC time difference: 2 seconds. 2024-04-08 21:30:01.189 | Program path: D:\SierraChart\ 2024-04-08 21:30:01.189 | Data Files path: D:\SierraChart\Data\ 2024-04-08 21:30:01.190 | OS Version Number: 10.0 2024-04-08 21:30:01.190 | Locale Setting: C 2024-04-08 21:30:01.190 | DLLs: FDStudies2_64.dll, gcUserStudies_2499_64.dll, pace_of_tape_64.dll, ProfitsLossStudyV22_64.dll, ProfitsLossStudy_64.dll, pullstackstudyV2_64.dll, pullstack_64.dll, UserContributedStudies_64.dll 2024-04-08 21:30:01.190 | Allowed protected custom studies: FinalDevil Studies Suite, zyp_app 2024-04-08 21:30:01.190 | Crash reporter started: true 2024-04-08 21:30:01.190 | 2024-04-08 21:30:03.203 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=18, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101168, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:30:09.030 | Denali Data Feed | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=15, NumberOfOutstandingSendBuffers=9, TransmissionDelayInMilliseconds=305, ServerSendBufferSizeInBytes=92192, ActualMessageDelay=4.1 seconds, DataCompRatio=3.39, UncompressedBytes=34093793, CompressionTime=0.305823(secs), NumCompressions=27039, Source=10.10.20.123, MaxSendBufferSize=105809, MaxSendBufferSizeDateTime=2024-04-08 13:30:01 2024-04-08 21:30:13.207 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=8, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101271, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:30:23.207 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=18, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101374, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:30:33.200 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=8, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101477, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:30:37.742 | Denali Data Feed | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=14, NumberOfOutstandingSendBuffers=12, TransmissionDelayInMilliseconds=380, ServerSendBufferSizeInBytes=168468, ActualMessageDelay=12.7 seconds, DataCompRatio=3.40, UncompressedBytes=36054414, CompressionTime=0.313039(secs), NumCompressions=27087, Source=10.10.20.123, MaxSendBufferSize=220535, MaxSendBufferSizeDateTime=2024-04-08 13:30:24 2024-04-08 21:30:43.198 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=18, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101580, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:30:53.210 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=7, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101683, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:31:03.210 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=17, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101786, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:31:08.930 | Denali Data Feed | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=14, NumberOfOutstandingSendBuffers=25, TransmissionDelayInMilliseconds=705, ServerSendBufferSizeInBytes=463791, ActualMessageDelay=23.9 seconds, DataCompRatio=3.42, UncompressedBytes=38272694, CompressionTime=0.320450(secs), NumCompressions=27120, Source=10.10.20.123, MaxSendBufferSize=523898, MaxSendBufferSizeDateTime=2024-04-08 13:30:42 2024-04-08 21:31:13.198 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=7, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101889, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:31:23.201 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=17, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.0 seconds, DataCompRatio=0.00, UncompressedBytes=101992, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:31:25.915 | NQM24_FUT_CME/MNQM24_FUT_CME [CV][M] 750 Volume #8 | Reloading chart. 2024-04-08 21:31:26.244 | NQM24_FUT_CME/MNQM24_FUT_CME [CV][M] 750 Volume #8 | StartDateTimeForLoadingOrderFills: 2024-03-25 09:30:59 2024-04-08 21:31:26.278 | NQM24_FUT_CME/MNQM24_FUT_CME [CV][M] 750 Volume #8 | Chart data loading complete. 2024-04-08 21:31:33.201 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=6, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.1 seconds, DataCompRatio=0.00, UncompressedBytes=102095, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:31:33.376 | Denali Data Feed | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=13, NumberOfOutstandingSendBuffers=29, TransmissionDelayInMilliseconds=805, ServerSendBufferSizeInBytes=591501, ActualMessageDelay=28.4 seconds, DataCompRatio=3.45, UncompressedBytes=40254869, CompressionTime=0.327058(secs), NumCompressions=27145, Source=10.10.20.123, MaxSendBufferSize=641298, MaxSendBufferSizeDateTime=2024-04-08 13:31:01 2024-04-08 21:31:43.200 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=16, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.1 seconds, DataCompRatio=0.00, UncompressedBytes=102198, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:31:46.422 | NQM24_FUT_CME/MNQM24_FUT_CME [CV][M] 750 Volume #8 | Reloading chart. 2024-04-08 21:31:46.749 | NQM24_FUT_CME/MNQM24_FUT_CME [CV][M] 750 Volume #8 | StartDateTimeForLoadingOrderFills: 2024-03-25 09:31:14 2024-04-08 21:31:46.782 | NQM24_FUT_CME/MNQM24_FUT_CME [CV][M] 750 Volume #8 | Chart data loading complete. 2024-04-08 21:31:53.202 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=6, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.1 seconds, DataCompRatio=0.00, UncompressedBytes=102301, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:31:59.075 | Denali Data Feed | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=13, NumberOfOutstandingSendBuffers=30, TransmissionDelayInMilliseconds=830, ServerSendBufferSizeInBytes=703364, ActualMessageDelay=34.1 seconds, DataCompRatio=3.48, UncompressedBytes=42301660, CompressionTime=0.333931(secs), NumCompressions=27168, Source=10.10.20.123, MaxSendBufferSize=758004, MaxSendBufferSizeDateTime=2024-04-08 13:31:22 2024-04-08 21:32:03.200 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=16, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.1 seconds, DataCompRatio=0.00, UncompressedBytes=102404, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:32:13.217 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=6, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.1 seconds, DataCompRatio=0.00, UncompressedBytes=102507, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:32:18.688 | Denali Data Feed | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=12, NumberOfOutstandingSendBuffers=34, TransmissionDelayInMilliseconds=930, ServerSendBufferSizeInBytes=861639, ActualMessageDelay=33.6 seconds, DataCompRatio=3.50, UncompressedBytes=44423636, CompressionTime=0.341441(secs), NumCompressions=27189, Source=10.10.20.123, MaxSendBufferSize=938220, MaxSendBufferSizeDateTime=2024-04-08 13:31:40 2024-04-08 21:32:23.213 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=16, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.1 seconds, DataCompRatio=0.00, UncompressedBytes=102610, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 2024-04-08 21:32:33.244 | Teton CME Order Routing | Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=6, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=0, ServerSendBufferSizeInBytes=0, ActualMessageDelay=0.1 seconds, DataCompRatio=0.00, UncompressedBytes=102713, CompressionTime=0.000000(secs), NumCompressions=0, Source=208.185.224.130 |