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Date/Time: Tue, 17 Jul 2018 07:54:38 +0000



Tick data received too late

Support Request:
[2017-12-11 08:35:58]
User994051 - Posts: 25
Hello,

It seems that we get real time data too late:
TRACE 2017-12-11 05:38:17,477 [pool-1-thread-1] com.david.sierra.SierraTradeClient - ## RECEIVED: {"Type":112,"SymbolID":1,"AtBidOrAsk":1,"Price":2653.5,"Volume":4,"DateTime":1512963474}

The time of the data is: 2017 03:37:54

you can see that we received the data 20 seconds too late (don't mind the hour differences).

Why is that?
Thanks
Date Time Of Last Edit: 2017-12-11 08:59:30
[2017-12-11 18:12:59]
Sierra Chart Engineering - Posts: 61831
Use the Sierra Chart Quote Board:
https://www.sierrachart.com/index.php?page=doc/GettingQuotes.html#QuoteBoard

Check the LastTime field of the symbol there.

There should be absolutely no difference between the time you see in Sierra Chart and the time you see with the data from the DTC server. Other than the fact that the DTC server will use UTC time always.

If you still have a problem, what is the particular Data or Trading service you are using Sierra Chart with?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-11 18:13:27
[2017-12-11 19:52:22]
User994051 - Posts: 25
There is difference. as we saw several times, up to 20 seconds latency.

some examples that we saw in our server:
TRACE 2017-12-11 21:22:59,650 - ## RECEIVED: {"Type":112,"SymbolID":1,"AtBidOrAsk":1,"Price":2661.5,"Volume":2,"DateTime":1513020180}
(2017 19:23:00)

TRACE 2017-12-11 21:21:00,392 - ## RECEIVED: {"Type":112,"SymbolID":1,"AtBidOrAsk":1,"Price":2661,"Volume":2,"DateTime":1513020045}
(19:20:45)

We use CQG service for the ES futures.
[2017-12-11 19:56:16]
Sierra Chart Engineering - Posts: 61831
One way to verify the problem is on your side is to use the File >> New Instance feature which also uses the DTC server. Refer to:
https://www.sierrachart.com/index.php?page=doc/NewInstance.php

If you do not notice any delays with the market data received into the sub instance of Sierra Chart, then the delay problem is on your side.

But we will test JSON encoding from the DTC server just to make sure there is no problem with that.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-11 19:57:44
[2017-12-11 20:29:55]
User994051 - Posts: 25
Please refer to the first example before, here's another one:
+ 3757005  TRACE 2017-12-11 22:24:59,423 - price[2,659.5], volume[2], date[2017-12-11T14:25], tickIndex[3,281]

The data arrives less then 1 second early.
[2017-12-11 20:40:57]
Sierra Chart Engineering - Posts: 61831
We verified that there is no delay with the transmission of JSON or any data from the DTC server.

You should also so easily be able to see that by just watching the Quote Board in Sierra Chart for the symbol and compare the updates on the quote board with the data received.

If there are any delays, it is because it is a problem on your side. That is not something we can help with.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-11 20:41:37

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