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Date/Time: Sat, 27 Apr 2024 12:39:48 +0000



[Programming Help] - Price/data delays

View Count: 776

[2019-01-29 11:36:49]
User649641489846 - Posts: 17
Hi,

I am experiencing a data lag for intraday FDXM futures data. I am using service package 5, the sierra exchange data feed and interactive brokers as the trading service.

I have ruled out all causes listed on this page: https://www.sierrachart.com/index.php?page=doc/helpdetails4.html#h46

My question is: even if my real time data is from the sierra exchange data feed, can the trading service (interactive brokers) still cause price/data delays? If yes, does this mean the only solution is to change the trading service?

thanks

Jan
[2019-01-29 12:05:07]
kremat0r - Posts: 41
From where you have dax data? Directly from IB?
[2019-01-29 12:30:28]
User649641489846 - Posts: 17
data is from sierra: 20 real time symbols + Eurex with market depth
[2019-01-29 12:44:38]
kremat0r - Posts: 41
Similar to my config. I also have IB and no problems with FDXM. Did you check FDAX how it works?
[2019-01-29 12:58:27]
User649641489846 - Posts: 17
yes checked FDAX, also the same lag in the time at the top line of the chart. please note i am not determining that there is a lag by comparing the time in the top line of the chart to the time on the title bar of the SC. i am determining the lag by seeing that the time in the top line of the chart does not move for several seconds (sometimes up to 25 seconds).
imageCapture.PNG / V - Attached On 2019-01-29 12:58:14 UTC - Size: 11.03 KB - 241 views
[2019-01-29 19:28:20]
Sierra Chart Engineering - Posts: 104368
can the trading service (interactive brokers) still cause price/data delays?
No.

This sounds more like an Internet connectivity issue.
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
[2019-01-29 21:07:52]
User649641489846 - Posts: 17
i have 100 Mbit/s DSL on LAN cable (not wireless)

i checked with ES, where i get the data from IB and not SC. there is no lag in time on chart. and time on chart is identical to time in title bar.

could there be any settings in IB or SC that are causing the lag for FDAX since i am getting the data from SC and delayed data from IB here?
[2019-01-29 21:20:15]
User649641489846 - Posts: 17
or does the time on chart show the sales time? so only moves when a sale is printed?
[2019-01-29 21:37:58]
User649641489846 - Posts: 17
ok i think this solves it. time in region data line is last trade time so will obviously skip depending on time and sales. thanks and apologies for the confusion.

Working With Charts: Region Data Line / Chart Header
(YYYY-MM-DD) : This is the date of the last displayed bar.
(HH:MM:SS) : When the last bar in a chart is displayed, the time shown on the top line of the chart is the last trade time of the bar down to the second. If a bar other than the last bar is displayed at the right side of the chart, then the time shown on the top line of the chart is the starting time of the bar.
[2019-01-30 18:50:46]
Sierra Chart Engineering - Posts: 104368
or does the time on chart show the sales time? so only moves when a sale is printed?
Yes this is the case and we see you understand this from post #9.

Use the Time and Sales Window:
Time and Sales Window

And set it to display Bid and Ask Records through the Settings and then you will see more frequent updating.
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: 2019-01-30 18:51:23

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