Support Board
Date/Time: Wed, 26 Nov 2025 22:53:26 +0000
Post From: Data feed discrepancies
| [2025-11-26 20:03:33] |
| User363097 - Posts: 5 |
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Sure, I thought it's obvious that I looked at the whole 1 second as I've mentioned 1s bar but I'll clear it up here. I am well aware that what goes in the microseconds of your data feed as I've looked at all the trades in the timeframe from 09:30:01:000000 to 09:30:01:999999 that count towards the (whole) 1 second bar drawn at exactly 09:30:01 EST today. So, for this whole 1 second bar, SC shows the Low of the bar 6803 which is incorrect as I look at numerous real time L2 data feed coming from CME that prove that the Low of the 1s bar was 6803.25 at 09:30:01 EST today for MESZ25-CME. Take a look at the snapshot attached to see it. Please advise as we've spent countless time developing custom scripts for SC before I stumbled across this issue which is a huge bummer for us. Thanks! Date Time Of Last Edit: 2025-11-26 20:09:50
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