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Direct MessagesDate/Time: Fri, 03 May 2024 18:45:47 +0000
[Locked] - Information: SC Real-time US Equities Data Feed Daily Change and Market Stats Up/Down Symbols
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| [2020-09-30 00:27:43] |
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Normally data feeds even from exchanges, provide settlement or prior days close values. This is not something that a data feed provider, would normally have to calculate/maintain for an exchange traded symbol. It is really quite dumb to be putting the responsibility of this on a data feed provider because this should be a consistent value provided by the exchange. The real-time US equities data feed that we provide from Barchart from their Open Feed multicast feed, does not provide the prior day's close price, daily High/Low or daily volume values. All of this is maintained by Sierra Chart on our server. This is something we have had to do for the last two years. And over this time we have greatly improved upon how these values are maintained to ensure reliability and high-performance and consistency. Still nevertheless, it can take years to perfect code. We have had occasional issues, where the previous day's close price was older, for more than a trading day ago, resulting in incorrect Daily price change values with the real-time US equities data feed. This also affects market statistics which depend upon whether a stock is up or down compared to its prior close, for the trading day. We have had several of these instances this year. Considering the overall complexity of this, and why these have occurred, it does not surprise us, that there have been several instances of issues with this this year. We have given careful thought previously to why these have occurred and we have implemented some improvements. Today was another incident, and we discovered probably the main reason why this has occurred and we are implementing two solutions to this. So going forward, while we cannot guarantee there would not be a future problem, we think the incident rate, should be near zero. 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: 2020-09-30 00:43:38
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