Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 20 Apr 2024 03:46:50 +0000
Symbols with -ASK (to record ASK prices) generate duplicate time bars & out of order bars
View Count: 727
| [2019-08-15 10:28:35] |
| Dema - Posts: 42 |
|
Hi Team, I am attempting to record the ASK data for a given symbol. For example F.US.RBEBV19-ASK (CME RBOB futures, via CQG feed/AMP) - but I have tried many symbols with the same result. http://www.sierrachart.com/image.php?Image=1565864767267.png There are two issues that seem to occur: 1. Duplicate time bars are generated 2. Out of order time bars are generated Watching it in realtime looks more like a tick chart is being generated at some times, but then it slows down and behaves like a 1m chart, (repeat). I am using Sierra Chart version 1971 64 bit. To replicate: 1. Open a new chart. 2. Set the symbol to F.US.RBEBV19-ASK 3. Allow the market to develop for several minutes, the problem should start eventually Thankyou for any assistance you can offer. |
| [2019-08-20 08:57:58] |
| |
|
We did spend the time to look into the issue with the CQG time stamping and we finally realized how CQG is doing the time stamping and why there has been some issues with this. Although part of the problem we suspect is that your computer's clock may not be set accurately. This may or may not be the problem though. But there is no longer a dependency on the local computer clock for CQG data. The problem with CQG time stamping is now fully resolved in version 1977, at least we think so. There are many quotes in a CQG message, some of which have timestamps and some do not. When there is not one, we will use the prior timestamp for the last trade price but this was not always technically the correct thing to do. We now always use the latest quote timestamp, as they occur within the message no matter what the datatype is. So apparently what they do is they send one timestamp in the first quote within the message and then do not send it again until there is a change. This generally was being processed properly, but there were some issues with how we were handling it. Part of the problem is they provide no documentation for their data feed. So it was not completely clear how it was even working. CQG time stamping is something that has always concerned us, and we were planning to go through it again soon anyway. 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: 2019-08-20 15:30:54
|
| [2019-08-21 22:55:38] |
| Dema - Posts: 42 |
|
Thankyou very much for your review efforts, explanation and response. I have just downloaded and installed v.1978 and will report back on the results. Is there a recommended system clock alignment mechanism beyond the standard microsoft windows function that you recommend? |
| [2019-08-22 00:07:00] |
| |
|
In the case of CQG we completely removed any dependency on the local computer clock. Aside from that, Sierra Chart has a reasonably accurate mechanism to set your computer clock correctly but it is not highly precise. For the option for this, refer to: General Settings Window: Periodically Set System Date-Time from Server (Global Settings >> General Settings >> General >> Update Intervals) 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: 2019-08-22 00:07:36
|
| [2019-08-29 03:01:41] |
| Dema - Posts: 42 |
|
Wanted to report back on my results as mentioned prior... it has been working perfectly since your update. Well done and thankyou very much.
Date Time Of Last Edit: 2019-08-29 03:02:06
|
To post a message in this thread, you need to log in with your Sierra Chart account: