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Date/Time: Sat, 10 May 2025 00:31:03 +0000



Post From: Russell emini Data *very* interrupted

[2015-10-14 03:12:17]
Sierra Chart Engineering - Posts: 104368
We have compared the ICE data from the Sierra Chart Exchange Data Feed which comes from Barchart to CQG and we do see at times some small amount of loss but it is minimal.

The following is the hourly volume data for RJZ15 from the Barchart data feed compared to CQG:

This is CQG data:
13/10/2015 11:00:00 10964

This is Barchart ICE data:
13/10/2015 11:00:00 10771

So you can see a loss of 193 contracts.

The times are US Eastern time and are the beginning time for the hour.

Insignificant data loss yesterday.

This does not seem to match up with the severity you are describing.

Set the chart bars to 1 hour per bar and set the Session Start Time to 00:00:00. For the 11 AM US Eastern time hour on 2015-10-13, what is the volume you see?

We would also like to point out when we analyze data over the last two days, at times we see the opposite where there is more data received from the Barchart data feed compared to CQG.
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:
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Date Time Of Last Edit: 2015-10-14 03:20:12