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Date/Time: Mon, 27 Jun 2022 00:25:33 +0000



Live Data Errors

View Count: 778

[2014-01-24 15:05:15]
Tim Wreford - Posts: 1
Hi,

I am using Interactive Brokers as the data feed with an interval set at 30 seconds. However, each live data point is being stored as 4 lines, with three having 0 volume and the forth actually showing the correct data. For example:

23/01/2014  21:36:00  1.3695  1.3695  1.3695  1.3695  0
23/01/2014  21:36:00  1.3695  1.3695  1.3695  1.3695  0
23/01/2014  21:36:00  1.3695  1.3695  1.3695  1.3695  0
23/01/2014  21:36:00  1.3695  1.3695  1.3695  1.3695  67

When I delete the data and download historical data then it is correct.

I am using the latest version of Sierra Chart (1082). Any suggestions as to the cause of this problem, please?

Thank you.


[2014-01-25 02:40:48]
Sierra Chart Engineering - Posts: 103469
30 seconds worth of data should be combined into a single record.

Is this data you have exported?

We do not have a way to test this because we do not have access to Interactive Brokers True Real-time data which these records originate from.

As a practical matter, it really is not relevant and the source of this has to do with Interactive Brokers True Real-time data :
http://www.sierrachart.com/index.php?l=doc/IB.php#TrueRealTimeData

We really cannot provide further help for two basic reasons. We do not have access to Interactive Brokers true real-time data feed, and our efforts are now focused on our own data feeds and not problems with Interactive Brokers data.

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: 2014-01-25 02:42:08
[2014-01-25 10:00:26]
Sierra Chart Engineering - Posts: 103469
You really should not be getting 4 separate data records for every true real-time update. So we have to determine why this is happening.

We will do our best to devise a test for this

Because the problem actually involves Sierra Chart common code and this is not Interactive Brokers specific. What we wanted to avoid is having to deal with problems specific to the Interactive Brokers data feed.
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: 2014-01-25 10:01:34

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