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Direct MessagesDate/Time: Fri, 26 Apr 2024 12:03:40 +0000
Problem with AMP/CQG data feed (Singapore Exchange)
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| [2018-01-17 23:29:35] |
| User626121 - Posts: 82 |
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Hello! I have AMP/CQG data feed that I use to record the historical bid/ask data (SC runs constantly). But there is a problem with data of some symbols like Mini JGB of SGX exchange, symbol F.US.ZT?## (it has low volume/low number of trades in a given timeframe, so the problem becomes severe): The error is: Many trades have a wrong timestamp (Volume and Price are always correct, though). What this means: Many ticks have the same timestamp as their predecessors, although they obviously occur at a later time. I looked at Times&Sales and it shows many trades at e.g. 08:45:01.001, although the next trades occured at e.g. 08:55:50.001 (I have 2 other data feeds that can confirm this, also I watched the feed in realtime). So a 5 min chart shows a bar at 08:45, but not at 8:55 (it is missing). Problem is (next to wrong smaller timeframe charts), when I do e.g. a Bid&Ask Depth Bars study (cumulative bid-ask), it obviously shows no value at 08:55, although it should print a value. So the cumulative study is incomplete, obviously. Thanks |
| [2018-01-18 22:21:50] |
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This is a problem with the CQG timestamps. We can tell CQG about this but we do not think anything would change. What we recommend you do is to use the local system clock.: Set Global Settings >> Data/Trade Service Settings >> Service Setting >> Timestamp Using Local Computer Clock to True. 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: 2018-01-18 22:22:59
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