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$SPX historical intraday appears to be 40 minutes delayed?

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[2019-11-25 21:40:49] #1 [Go To First Post]
User473422 - Posts: 20
Using a custom DTC DLL to obtain historical 1-minute intraday data up to the current time. Time of request: 12:50PM (ET) More recently bar returned: 12:15PM I noticed this ~40 minute delay on the live chart as well. I used a request end date of 11/26/2019, assuming that it would get me the near real-time or at most 15-minute delayed data. I am currently on a free trial account right now. Is this problem on the trial account only or is something else is going on? Thanks!

[2019-11-26 01:49:15] #2 [Go To First Post]
User473422 - Posts: 20
Decided to upgrade to a fully paid version of Sierra Chart with Real-time data feed and real-time S&P 500 Indexes. This should solve the problem? I will confirm tomorrow during market hours.

[2019-11-26 02:58:48] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You need to use the symbol $INX instead. $SPX is a CBOE index. 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

[2019-11-26 05:58:58] #4 [Go To First Post]
User473422 - Posts: 20
Are you saying that if I use the symbol $INX, then I will get 15-minute delayed historical data with the Standard Sierra Chart Service Packages. Whereas $SPX is delayed by as much as 40-50 minutes, which I observed? My primary need for SierraChart is historical daily and 1-minute bars for US stocks and indexes. Do I need the real-time packages if I am OK with 15-minute delay on their prices, which I use in indicators and lookback periods of my algos. My real-time prices and trading will be through Etrade. For example, I will be trading SPX options but indicators are derived from the SPX index prices. Are you saying INX will be the same as SPX for my purpose, with INX being more updated than SPX? Thanks. Date Time Of Last Edit: 2019-11-26 06:03:26

[2019-11-26 15:48:57] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Since you have activated the S & P Indices exchange, $INX will be real-time. That is the symbol for the S&P 500 cash index from S&P. To understand the updating of historical Intraday chart data, refer to step 15 here: Sierra Chart Historical Data Service: Setup Instructions 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: 2019-11-26 15:51:12

[2019-11-26 21:34:39] #6 [Go To First Post]
User473422 - Posts: 20
I disabled real-time data to see if I can get delayed data to work. I set the interval time to 20 minutes as described in step 15. But it didn't seem to be updating the .scid files in the Data folder. I added the symbols to Global Settings--> Intraday File Update List, then it seemed like it is updating periodically. Do I have to add the symbol to this list for the 20 minute interval update to take effect? Again, I do not have any actual charts opened on the screen, only data download via a DTC client.

[2019-11-26 22:23:42] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes you do have to add the files to the Intraday File Update List if there are no charts open for them. I disabled real-time data to see if I can get delayed data to work. How did you do this? 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

[2019-11-26 23:17:46] #8 [Go To First Post]
User473422 - Posts: 20
Got it. Thanks. To disable real-time, I deactivated my real-time subscriptions and uncheck "Allow Support for Sierra Chart Data Feeds" under Global Settings-->Data/Trade Settings.

[2019-12-03 20:17:10] #9 [Go To First Post]
User473422 - Posts: 20
I have 2 instances of SierraChart running now on the same account. Both have $SPX, AMZN, GOOGL on the Intraday File Update List. One instance appears to be updating the $SPX.scid file correctly with delayed intraday data, along with AMZN.scid and GOOGL.scid. Another instance appears to only update AMZN and GOOGL, but not $SPX. If I delete all .scid files, restart SC, AMZN.scid and GOOGL.scid are recreated, populated, and updated. But only a 1KB $SPX.scid is created for $SPX, and is not populated or updated periodically. The next DTC call for $SPX data creates a NEW $SPX.scid file and populates that, but not updated. I would then have 2 $SPX.scid files - 1KB and 4MB file (from the DTC call) that are not updated. The next $SPX Both instance have the same settings and "Allow Support for Sierra Chart Data Feeds" is not checked. And there are no open charts. I have attached a copy of the startup message log of the broken instance to this post. Thanks.


Private File Attachment Deleted.

[2019-12-04 04:35:23] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
How is this possible?: . I would then have 2 $SPX.scid files - You cannot have two of the same files in the same folder. The log you attached shows this invalid symbol: $SPY There is no such symbol. 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

[2019-12-04 16:13:45] #11 [Go To First Post]
User473422 - Posts: 20
Oops, how did I not see that :-) Thanks for pointing it out. All fixed now with $SPX.

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