Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 27 Apr 2024 01:20:52 +0000
Missing intraday stock data using SC Exchange Data Feed with real time U.S. Equities
View Count: 2235
| [2020-06-26 05:52:48] |
| |
|
Just so you know there is a lot here in this thread, and there are several items for us to work on/review and we are still communicating with Barchart about some related details. We are going to be working on everything as soon as we we can. But just allow a couple of weeks. The plan is for us to record all data and then add filtering options to let the user control what they want to include in charts or not. This will take some time to implement. 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 |
| [2020-06-26 15:15:46] |
| User975023 - Posts: 18 |
|
Thanks for the update. Any chance that you would fix the IQFeed as well?
|
| [2020-06-29 06:50:34] |
| |
|
No we do not see how that is going to work well. The IQ Feed historical data does not contain odd lots.
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 |
| [2020-08-09 19:58:03] |
| User975023 - Posts: 18 |
|
Any updates?
|
| [2020-08-10 20:12:48] |
| |
|
Well we have definitely got into serious problems when we started including odd lots because some of those have out of range values. That took us time to cleanup which we still have not yet completed. We are working on an option to include odd lot trades or not. Implementation of that is gradually being worked on. 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 |
| [2020-08-14 20:29:51] |
| |
|
We did discover the problem, where some trades were missing. This has now been resolved. And we are just about finished with the odd lot support to be able to include those or not through a setting. 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 |
| [2020-08-18 04:02:14] |
| |
|
We have reactivated the trial on your account until the beginning of September. We have the issues resolved and this is all announced here: Notice: US Equities Data with Sierra Chart ExchangeData Feed/Historical Data Service 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 |
| [2020-08-23 18:31:06] |
| User975023 - Posts: 18 |
|
Thanks for looking into and fixing these issues. I will give your data feed another try next week.
|
| [2020-08-27 17:40:30] |
| User975023 - Posts: 18 |
|
I tested out the latest version of SC with your SC Data Feed. It seems to be working pretty well. I have compared against IQ Feed in second instance of SC, and Thinkorswim, and so far I have seen the following issues: 1. There still appears to be a slight difference in timestamps with the SC data feed that causes some ticks to be included in the wrong bar. It looks like all the data is making it into the charts, but your time and sales is reporting the wrong timestamps - yours are rounded to some strange values that look like a combination of a rounded decimal value and a counter (i.e. 11:29:07.000000, 11:29:07.000001, 11:29:07.000002, 11:29:07.250000, 11:29:07.250001, 11:29:07.250002). Most of the ticks make it into the correct 1 second bar, except maybe 3% of the time ticks that have actual fraction of a seconds like x.9xxxxx in IQFeed get bumped into the following second. Just as a point of reference, when testing 1 minute candles the SC using IQFeed matches what TOS is drawing, so this suggests that the SC Feed is off. 2. It seems like the SC data feed is slightly slower than the IQ Feed. This might not matter to some people, but I'm looking to scalp hot stocks at the market open, so this is very important to me. I have both instances of SC set to 10 ms update interval, and the SC instance that is using IQ Feed updates as fast as 17 to 50 ms (I recorded video at 60fps, so there might be some variance here.) While the SC data feed appears to be updating around 217 to 267 ms. 3. I also experienced some pauses that lasted several seconds in both data feeds this morning. The tape on the stock I was watching was going really fast, so that might explain why things choked up. I also had both SC instances running since the prior day. I plan on retesting this tomorrow after a fresh reboot to ensure that the pauses aren't a regular thing on the market open. Hopefully we can get these issues resolved and then there would be no reason for me to use IQFeed. Thanks for all your hard work! |
 8-27-2020 9-37-52 AM.png / V - Attached On 2020-08-27 17:35:30 UTC - Size: 2.15 MB - 214 views Attachment Deleted. |
| [2020-08-28 14:38:52] |
| User975023 - Posts: 18 |
|
So I tested the two data feeds again this morning, but I rebooted my computer first to have a fresh start. I found the most active premarket stock, JE, that was trading at around $0.50, and I loaded the symbol into two instances of SC before the market opened. I was using 1 second candlestick charts set to 10ms refresh rates. Unfortunately the SC data feed stopped sending data a few seconds before the market opened and through the first half minute of the market open. For a total of 50 seconds my chart using SC data feed did not update, then it started updating and it took about 10 seconds to load the missing data until it was caught up with the IQ feed data, which didn't have any obvious interruptions during the same time. There were no messages in the message log during this time. Once the SC data feed caught up, I no longer noticed any interruptions in the data feed. I also didn't see any interruptions in the IQ feed today. I'll probably test this for several more days since I know things can change and there will always be times when one data feed doesn't perform well, but I really hope this isn't a consistent problem with the barchart feed. |
| [2020-08-29 06:33:17] |
| |
|
What you are describing is the problem that is explained here and also occurred Friday morning: SC Exchange Data Feed Server Issue 2020-08 24 It is being resolved this Saturday. We also should be deploying support for optional Odd Lot functionality, this coming week. You will notice a setting for it in Chart Settings. 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: 2020-08-29 06:35:52
|
| [2020-08-31 14:25:20] |
| User975023 - Posts: 18 |
|
Well the SC data feed was a bit faster today and I didn't notice any interruptions during the US market open. I still see two issues with the SC equities data feed: 1. Some trades get rounded into the wrong second 2. SOLDOSEQ (Sold out of Sequence) trades are in the Time and Sales and drawn on the Chart. These are basically bad ticks if you draw them using the timestamp when you get them. Most platforms seem to ignore these ticks in real time charts. Any plan to address these two issues? |
| [2020-08-31 15:10:32] |
| |
|
1. We definitely cannot do any better with this. You just have to accept this. 2. We will look into 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 Date Time Of Last Edit: 2020-08-31 15:11:06
|
To post a message in this thread, you need to log in with your Sierra Chart account: