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Direct MessagesDate/Time: Mon, 06 May 2024 09:07:41 +0000
US equities data feed: L1 quotes wrong
View Count: 532
| [2020-08-25 14:04:15] |
| User41727 - Posts: 124 |
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I am currently seeing L1 quotes that are obviously wrong. Notably, SPY allegedly has a spread of around $1, which cannot be, and a different data feed confirms that. I am also seeing other suspiciously wide spreads in different symbols.
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| [2020-08-25 17:47:52] |
| Sierra_Chart Engineering - Posts: 14239 |
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Are you still noticing an issue? We have checked the data at the time you mentioned and we do not observe anything unusual with the bid and ask prices.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-08-25 17:53:57] |
| User41727 - Posts: 124 |
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This is still happening, at least with the RT data. Redownloaded historical data is fine. Disconnecting and reconnecting seems to fix the issue for a few minutes before it becomes more noticeable again. I am connect to both the SC data feed and IB's TWS. It seems like the issue does not occur when I am solely connected to the data feed for some reason. Might be the case that SC for some reason starts using the IB feed, even though the charts shows the "[M]" at the top of the chart. Although, that would not explain the huge spreads, as TWS shows the correct L1 data. It is also entirely unclear why this would happen all of a sudden. I made no changes to the configuration since yesterday, and did neither upgrade SC nor TWS. Date Time Of Last Edit: 2020-08-25 17:54:17
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| [2020-08-25 18:33:58] |
| Sierra_Chart Engineering - Posts: 14239 |
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We are still looking into the issue. We are closer to understanding the cause. For now update to the current version and that should resolve it: Software Download: Fast Update 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-08-25 19:20:55] |
| User41727 - Posts: 124 |
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Unfortunately, I cannot easily do that right now, because I have ASCIL code that needs to be tested with the new SCDateTime class. Would any pre-2156 version help with this, too? Also, I can confirm that this is now also happening when I am solely connected to the SC data feed without any TWS involvement. |
| [2020-08-25 19:30:01] |
| John - SC Support - Posts: 31379 |
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The issue has now been resolved, you do not need to update. To redownload the affected data, refer to the information here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-08-25 19:42:28] |
| User41727 - Posts: 124 |
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Yes, it appears to be working now.
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| [2020-08-25 23:47:08] |
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Full information: RESOLVED: Ask Price not Updating on Bid/Ask Updates for some Services/Versions 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 |
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