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Direct MessagesDate/Time: Sat, 18 May 2024 04:55:23 +0000
Post From: DOM's "last price" jumps in fast market, to far prices that do not appear on the Time and Sales
| [2014-12-20 17:49:30] |
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1. The OEC data feed is an unusual data feed which provides 2 separate data feeds. A trade by trade data feed and snapshot data feed which provides last trade and bid and ask updates at a slower rate. When you notice this, it seems as though the two are out of sync with each other even though they are on the same network connection stream which actually makes this issue conclusively on the OEC side. This there can be no doubt about this as we think through this now. It never made any sense to us from the very beginning, and the way that it works, does not make any sense to us at the present time. It is not a logical design. We implemented a change now where we ignore the last trade price from the snapshot feed if it was initially set, and this should resolve the problem. However, they are still sending out incorrect last trade prices relative to the trade by trade data feed. 2. The last time we had contacted them about technical problems, we had a very negative experience with OEC and the developer there. We think contacting OEC about this will be a futile effort and we are very hesitant to get involved in this. OEC should raise their standards and adopt the DTC protocol: HTTP://DTCprotocol.org More information about this can be found here: DTC Protocol At this time, it is necessary that data and trading service providers need to follow our wishes, common sense, what is best for the industry and most importantly what is best for customers. We embrace open and well engineered protocols that they need to adopt. We are no longer going to give in to something that does not make sense. Even though they use FIX and FAST which are open and standards, the problem is that FIX and FAST are not exact standards and their FAST implementation is not well designed and because of the CPU overhead of FAST, their FAST data feed lags when the market is very active. Additionally FAST is just too complicated. This is recognized in the industry and it is being phased out. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-12-20 17:56:06
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