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Direct MessagesDate/Time: Sat, 20 Apr 2024 13:53:29 +0000
Helpful Trick to Solve 10 Minute Delayed Historical Data
View Count: 2605
| [2014-04-19 05:56:37] |
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In the case of when using TT FIX and the CQG trading platform services, the historical data at this time is delayed by 10 minutes. The reason is because there is no system in place to maintain historical data for the FCM's that use these backend trading platforms. This can only be done with the cooperation of the FCM. However, there is a trick that can work around this problem. Follow these instructions: -Select Global Settings >> Data/Trade Service Settings. -Increase the Number of Time in Sales Records to a larger number. We are not quite sure what this should be. It depends upon the symbol. However, we would recommend something like 15000. Avoid using too large of a number because it increases memory use. -Set the Intraday Data Storage Time Unit to 1 second or 1 tick. -Press OK. -The above steps only need to be done once. -When connecting to the data feed, while the markets are open, there will be a 10 minute gap from the last historical bar downloaded to the current time. -After 10 additional minutes, the bars in the chart for the most recent 10 minutes will be filled in. The prior 10 minutes will be missing. -Right-click on the chart approximately 20 minutes before the end, right before the time gap and select Delete And Download Data. -Historical data will be downloaded with a 10 minute delay. -The time and sales data for the most recent 10 minutes will be automatically added in as long as there is enough time and sales records. This is a new feature that Sierra Chart has since about a few months ago. 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: 2014-04-19 06:01:28
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| [2014-04-21 12:42:51] |
| oulous - Posts: 5 |
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My brokerage was switched from ILQ to Advantage. Everything worked perfect at Velocity/ILQ. Now the software is broken. I am not getting real time data, my price quotes are delayed by 10 minutes and the people at Advantage seem to have no idea how to help. Can you tell me a brokerage/feed to pick so i can go back to how it was with VF? |
| [2014-04-21 17:16:05] |
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You should definitely be getting real-time data. Provide a copy of the Message Log, by following these instructions: https://www.sierrachart.com/index.php?l=PostingInformation.php#log 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 |
| [2014-04-25 08:34:09] |
| User18601 - Posts: 31 |
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The trick you describe doesn't work for me. I do exactly what you are suggesting but I always have a gap of 10 minutes. The gap is always the 10 minutes previous to the minute I perform the "Delete And Download Data" command. The charts don't get the data from T&S records. I have the T&S window open and I see that the data for the last 10 minutes are there before I do "Delete And Download Data" but the chart doesn't get them. Maybe there is something else I should do?
Date Time Of Last Edit: 2014-04-25 08:39:21
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| [2014-04-25 08:37:51] |
| User18601 - Posts: 31 |
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Just to clarify my previous post: The previous gaps of 10 minutes with no data are filled when I do "Delete And Download Data" but then there is a new gap for the 10 minutes previous to the minute I perform "Delete And Download Data". Date Time Of Last Edit: 2014-04-25 08:38:56
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| [2014-04-25 18:34:10] |
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This problem affects CQG trading only and it will be resolved in the next release.
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 |
| [2014-04-25 18:37:34] |
| User18601 - Posts: 31 |
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OK and, yes, it is CQG.
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| [2014-04-25 18:57:26] |
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Upon further testing, we can see the feature which adds in Time and Sales records after a download was never working with any of the services. The very final step which is necessary for the operation to complete properly was not being done. This will be solved in the next release of Sierra Chart. 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: 2015-02-27 22:12:50
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| [2022-10-05 23:03:13] |
| User757314 - Posts: 1 |
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Hi there, I am also encountering the same issue that the last 10 minutes are missing. The above mentioned trick doesn't work. I am currently on Package 5 and am using SC Data - All Services. Do I need to opt in for exchange data? If so, which add-on would I need to purchase? Thanks in advance! Best, Morty |
| [2022-10-06 14:02:11] |
| John - SC Support - Posts: 30976 |
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You are not setup for real-time data, which is why you are getting the Delayed Streaming data. In order to get the real-time data, you will need to be on one of the Integrated Packages (Package 10, 11 and 12) and go through the setup process for the Denali Exchange Data feed. Refer to the information at the following link, which also includes Setup Instructions: Denali Exchange Data Feed Note that if you are wanting data from the CME Group at the non-professional rate, then you will need to have a live, funded, futures trading account to which you can connect Sierra Chart at least once a month. Refer to the information here: Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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