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Direct MessagesDate/Time: Fri, 26 Apr 2024 10:50:13 +0000
Sierra Chart Real-time Futures Data Feed Voids Today?
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| [2014-01-18 02:46:19] |
| Rusty - Posts: 38 |
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On Friday, 17 January 2014, Barchart.com broadcast voids (either no data or stuck data) for the following CME and market statistics symbols at the indicated times (closed time interval): - ESH4 (09:46:22 - 09:46:28 EST) - NQH4 (09:46:22 - 09:48:28 EST) - NQY0 (08:46:23 - 08:48:52 CST) - $TICK (09:46:24 - 09:48:37 EST) - $TQCX (09:46:24 - 09:48:43 EST) - $INX (09:46:21 - 09:48:51 EST) - $IUXX (09:46:23 - 09:48:52 EST) - $NASX (09:46:23 - 09:48:52 EST) Did the New SC RT Futures Data Feed broadcast the same voids for NQH4, ESH4, $TICK, and $TQCX? Because this occurred during a sudden, high-volume decline, CD usefulness was largely negated for the futures contracts. Thank you. |
| [2014-01-18 03:19:02] |
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We had a look at the ES and we do not see any missing data: http://www.sierrachart.com/image.php?l=1390013947439.png The time zone of this chart is US Eastern time. In the case of $TICK, we do see an interruption of the data feed during the mentioned time. This will be resolved when we begin to provide our new market statistics data feed. Although, if the source data feed from Barchart has an interruption, then our market statistics feed would be interrupted. Our CME feed would not be affected, because that uses different connectivity. It connects directly to the CME multicast feed. The data is processed and sent directly to Sierra Chart users in a fast binary format. 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: 2014-01-18 03:23:15
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| [2014-01-18 04:12:37] |
| Rusty - Posts: 38 |
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Thank you very much for going to the trouble of investigating your data and plotting it. This is my chart for the same time period, which should have been included to begin with. http://www.sierrachart.com/image.php?l=1390017908124.png Our CME feed would not be affected, because that uses different connectivity. It connects directly to the CME multicast feed. The data is processed and sent directly to Sierra Chart users in a fast binary format.
That is exactly what I wanted to know. BC outages and latency in fast markets have been all too frequent. The new SC data feed looks like what I need. Unfortunately I'll have to build a new platform for v1066, which will take some time. But it will happen.
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