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Date/Time: Fri, 29 Mar 2024 09:09:41 +0000



Latency using Overlay (Bar) or Study/Price Overlay?

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[2015-11-25 17:42:52]
tobi - Posts: 351
I would like to have the Tick in the same chart as the price bars. I'm using the Overlay (Bar) study for this. I'm using this on a very small timeframe (11 s).

I've now realized, that the Tick chart and the Price chart with the Tick in it are not 100% in synch. The (source) Tick chart prints the bars a little bit faster. Once the bar is printed in the price chart too, they are in synch. So for a little moment there is a lack of information in the tick of the price chart. Please see the attached chartbook to verify.

Here are a few additional information:
- I've played with the Chart Update Intervall in the range of 50-900 ms, but that doesn't solve it. It's now set to 250 ms.
- The symbols (NQ and TICK-NASDAQ) are set to the same Timezone (Not specifed) and the same Session Times.
- PC clock is correct (message log is saying: Local computer UTC time and Server UTC time difference: 0 seconds. | 2015-11-25 17:25:34
- PC has an Intel i7 3.3 GHz, 16GB RAM and SSD drive.

I've also tried the Study/Price Overlay study. It shows the same issue.

Do you have an explanation why this is the case and can this be eliminated?

Would you basically recommend using the Overlay (Bar) study or the Study/Price Overlay study for doing this?
attachmenttest.cht - Attached On 2015-11-25 17:28:11 UTC - Size: 175.38 KB - 266 views
[2015-11-27 12:36:30]
tobi - Posts: 351
Two additional information:
- Intraday Data Storage Time Unit is set to 1 Tick
- The latancy between the source Tick chart and the Tick in the price chart seems to differ / not be constant.

Due to the holiday yesterday, there was no chance to verify. Hope you get a chance today.
[2015-11-27 16:44:52]
tobi - Posts: 351
It seems as, the faster the market, the less/none latency.
Any ideas?
[2015-11-27 17:48:01]
Sierra Chart Engineering - Posts: 104368
There may not be a solution to this. We just need to run a test first.

In either case, we will write up documentation explaining this.
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
[2015-11-27 17:54:01]
tobi - Posts: 351
Ok, please do so and keep us updated here.
Thank you.
[2015-12-02 21:50:54]
Sierra Chart Engineering - Posts: 104368
We have now tested this and determined that the study cannot support this and we have explained this here:
http://www.sierrachart.com/index.php?page=doc/doc_StudyPriceOverlayStudy.php#IncludingLatestBarFromSourceChartInDestinationChart
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

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