Support Board
Date/Time: Fri, 15 May 2026 16:57:12 +0000
Post From: Seeking clarification on LMAX historical data granularity and real-time feed mapping
| [2026-03-31 17:24:18] |
| Sierra_Chart Engineering - Posts: 23782 |
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This is the correct information: Historical Intraday Data: Yes. Tick by tick. Data older than 1 year, is in 2 second increments. Data available back to March 2013 for most symbols.
Regarding all of this: I'd like to ask what exact LMAX real-time data tier Sierra Chart maps to, and what effective update granularity is actually delivered into Sierra Chart. Please clarify: * Which LMAX real-time market data product / level does Sierra Chart actually use? Is the Sierra Chart LMAX real-time feed equivalent to LMAX Level 1, Level 2, Level 3, ITCH, or something else? (https://www.lmax.com/global/market-data-access) * What is the actual effective update frequency delivered into Sierra Chart? * Is Sierra Chart receiving every underlying LMAX update, or is the data throttled, sliced, sampled, or consolidated before it reaches Sierra Chart? * If it is not event-by-event, what is the effective update interval? This matters because "real-time data available" is not the same as event-by-event market data. When you are using a live LMAX trading account with Sierra Chart, our understanding is the LMAX data feed we get from LMAX and provided in that case, is the full tick by tick data feed and no data is dropped. It is complete. 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 For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-03-31 17:24:55
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