Support Board
Date/Time: Thu, 01 Oct 2026 20:55:36 +0000
Post From: ES (CME) locked market (Bid = Ask) appearing in T&S Bid/Ask records
| [2026-08-18 02:41:48] |
| Sierra_Chart Engineering - Posts: 25017 |
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What is the time zone of the timestamps in the Time and Sales data you are showing above. We want to compare this to another data feed. We are quite sure we would see the very same thing. We will answer the questions, but there are not going to be any changes, assuming any changes would even be possible to resolve this. 2. Does the backend or the client honor the MatchEventIndicator (tag 5799) end-of-event flag to determine when the book is consistent before publishing a quote record? We understand what you mean by this, but the end of an event is considered the last group of fields, in the packet, a symbol change in the packet, or the end of event indicator, whichever is encountered first. If we do not do that, this results in an incomplete market depth state in particular when trading activity is light or with spreads. We have plenty of experience with this. There can be packets which are lost or potentially out of order. This is rare, but it does happen. Packets can be lost, which is not really that rare. It is simply impractical and proven faulty to be solely relying on MatchEventIndicator. We know this. We have experience with this.Also there is no implied market depth with equity indexes. You will never see implied depth with equity indexes. 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: 2026-08-18 03:15:36
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