Login Page - Create Account

Support Board


Date/Time: Mon, 27 Jun 2022 03:20:36 +0000



Lag in Last Traded Price

View Count: 1660

[2013-04-05 16:48:06]
QnReally - Posts: 155
Hi,

I am using OEC live account with Sierra Chart v955 and a broker provided trading platform simultaneously to figure out why a lag happens with the last print relative to the DOM prices. This mostly happens when there is a quick move like with an important economic news announcement, etc. Other times Sierrachart and the broker's platform are in sync.

I have created a video comparing the two platforms from this morning's 8:30 AM ET news announcement. My computer is 2 years old with 8 Gig RAM but it is high end. I have a lot more resources left on my computer to spare. The Sierra Chart instance has one chart of ESM3 with 2500v periodicity and no studies added to it. I can provide the video (about 60 MB) if you let me know your preferred way to upload it. Otherwise please see the attached images from the same frame of the video.

My questions are as follows:
1) What is the root cause of the lag that I can see in the Sierrachart? Does it have anything to do with how OEC data quality?
2) What API calls or structures do I need to look at in ACSIL to attempt to plot the delay between the DOM updates and the Last Print updates?

By the way my chart update interval is 50 ms. In the past I have tried up to 200 ms and got similar results.

Thanks.
imageSierra-4-5-2013.png / V - Attached On 2013-04-05 16:46:34 UTC - Size: 38.78 KB - 596 views
imageBroker-4-5-2013.png / V - Attached On 2013-04-05 16:46:43 UTC - Size: 73.85 KB - 680 views
Attachment Deleted.
Attachment Deleted.
[2013-04-05 17:00:09]
Sierra Chart Engineering - Posts: 103470
Please refer to help topic 4:
Http://www.sierrachart.com/index.php?l=doc/helpdetails4.html

This is going to be a delay from the data feed itself. Not with Sierra Chart processing. We are also working on changing integration method to OEC to use FIX/FAST. Not certain what impact this will have.
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
[2013-04-05 19:50:09]
QnReally - Posts: 155
If I use the following in ACSIL on a 1 tick chart will it give me the data feed delay correctly?
(double)(sc.CurrentSystemDateTime - sc.LatestDateTimeForLastBar)*86400.0f*1000.0f;

The following shows the delay plotted with the above method:
http://www.sierrachart.com/image.php?l=1365191293829.png

The delay is in milliseconds.

Thanks.
[2013-04-08 20:05:28]
Sierra Chart Engineering - Posts: 103470
This looks correct. Although this has a complete dependency on your computer's clock being extremely accurate. You also have to consider network latency.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account