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Prices / Data Falling Behind

This help topic explains various reasons for prices/data to fall behind or lag. And solutions for this issue. Sierra Chart displays all data from the server immediately as it is received without delay.

4.1 - Different Servers

If you notice a difference between the data displayed in Sierra Chart compared to your Data or Trading service software or another service, then this may be because that software program is connected to a different server compared with the server Sierra Chart is connected to.

The reason for this is that the Data/Trading service may have many servers. The server you are connected to with the Data/Trading service software may be different than the server you are connected to with Sierra Chart and this could be one of the reasons for any difference.

Prices could be ahead of what you see or behind. Try disconnecting with File >> Disconnect and reconnecting to the data feed with File >> Connect to Data Feed to get a different server.

Reconnecting may not necessarily give you a different server, it all depends upon the Data/Trading service you are using. In many cases reconnecting will not help.

4.2 - Chart Update Interval Too High

The Global Settings >> General Settings >> Chart Update Interval setting may be set too high. For complete details about this setting, refer to Chart Update Interval.

If you make the Chart Update Interval too low, like under 100 ms, then you can actually introduce a lag because you may overwhelm your CPU with processing.

Each individual Chart/Trade DOM can override the global Chart Update Interval. The chart specific setting is in Chart >> Chart Settings >> Advanced Settings. Change the Chart Update Interval in Milliseconds setting to what you require or set it to 0 to use the global setting in the General Settings window.

Set the Chart Update Interval as you require and it can be set individually for those particular charts that you want to have update at a faster interval.

4.3 - Data Processing Not Keeping up with Data Feed

If market data prices are falling behind or lagging, then this may be due to the fact that your computer is not processing the market data received fast enough. There are various reasons for this.

There could be a problem caused by antivirus/anti-malware/anti-spyware software causing slow file processing which can impact the speed at which data is processed. This may not necessarily cause high CPU usage. To quickly rule out your antivirus/anti-malware/anti-spyware software as being a problem, completely disable it and restart your computer and see if the lagging issue is gone. If you are running an up-to-date version of Sierra Chart, >= 1053, then Sierra Chart is much less affected by this kind of potential issue.

The next step is to determine the source of the lag by following the instructions in help topic 4.6.

Due to how Sierra Chart processes incoming market data and the method by which the user interface is updated, slow data processing on your computer at best typically only will cause data lagging issues that are less than a second. Although, antivirus/anti-malware/anti-spyware software could create longer lags. Generally this is uncommon though. Unless there is a large amount of data coming into Sierra Chart and the processing of that data is time-consuming.

For instructions to determine if the main thread of execution in Sierra Chart is using all of the available CPU time and this is contributing to the lag problem and how to solve this, refer to 30.37 - Determining CPU Load from Sierra Chart.

If you do determine that prices are falling behind/lagging because your computer is not processing data fast enough and you have followed all of the suggestions in help topic 30 and continue to notice a problem, then you may need a faster CPU or increase your computers memory.

4.4 - Delayed Data

If you notice prices are behind the current time by 10, 20, or 30 minutes, this means you are receiving delayed data. Contact your Data service for assistance with receiving real time data. If you are receiving delayed data for a symbol, then updates may only be received once a minute. Due to exchange rules, data providers can not provide tick by tick data for some delayed markets.

4.5 - Problem With Data Server

Prices may be lagging or falling behind because the data server is not providing you the latest prices. This is not an issue with Sierra Chart. It is an issue with the service you are using. As as stated above, Sierra Chart displays all data immediately as it is received. There is no delay whatsoever. Although, we do explain some issues in the the other subsections on this page which could create a lag other than a problem with the data server from the Data/Trading service you are using.

4.6 - Determining the Source of the Lag

If the file processing is slow on your system due to antivirus/anti-malware or related software or there are other high CPU load issues related to charts, then follow the instructions below to rule these out as problems. If you still notice a lag similar to when you had charts open, then the issue is definitively with the data server (4.5), a connectivity or limited bandwidth problem (4.7).:

  1. Restart Sierra Chart. Do not open any charts or other windows. If there are charts or windows open, then close them. The Sierra Chart software should not be tracking any symbols at this time. To confirm this you will see ST: 0 or Not Connected in the Status Bar window below the main menu. Make sure the Status Bar is enabled through Window >> Status Bar .
  2. Select File >> Disconnect.
  3. Connect to the data feed, by selecting File >> Connect to Data Feed.
  4. Select File >> New Quote Board on the menu.
  5. On the Quote Board menu, select Settings >> Set Symbols.
  6. In the edit box beside the Find button on the Symbol List window, enter one of the main symbols you follow. Or press the Find button to select one.
  7. Press the Close button.
  8. You will see various fields of data for the symbol. Watch the Last price and possibly the Last Time of the last trade, to still see if you notice the data lag.
  9. If you do not notice a lag compared to when you had charts open, then this clearly indicates there is some inefficiency on your computer or with your Sierra Chart set up. For solutions to this problem, refer to help topic 30 and most specifically be sure to follow 30.8 in addition to the other help topics.
  10. If you continue to notice a data lag, then the issue will be explained in help topic 4.5 or 4.7 on this page.

4.7 - Limited Bandwidth

A lag can also be caused by limited bandwidth between your computer and the Data/Trading service data server. Open fewer charts and use fewer Quote Request symbols on a Spreadsheet to minimize any possibility of missing trades or causing a lag because of limitations in bandwidth from the server to your computer. If possible, try increasing the bandwidth of your Internet connection. You will have to consult with your ISP (Internet Service Provider) about this.

You can see how many symbols Sierra Chart is tracking by looking at the number after ST: in the second status window below the main menu (Window >> Status Bar). If you reduce the number of symbols by closing charts or removing Quote Requests from a Spreadsheet, then reconnect to the data feed to reduce this number.

4.8 - Data/Trading Service Specific

In the case of when using the Interactive Brokers Trading service, if Global Settings >> Data/Trade Service Settings >> Data and Other Settings >> Record True Real-Time Data in Intraday Charts is set to True, then chart bars themselves will update at most every 5 seconds.

However, you will see the last trade price box on the right side Values Scale move more frequently. For more information, refer to True Real-Time Data on the Interactive Brokers page.

4.9 - Reducing Network Bandwidth Requirements for Sierra Chart

To reduce the network bandwidth requirements for Sierra Chart do the following two things:

  • Set the Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit to 1 Minute.
  • Do not use any market depth features. This includes:
    • File >> Open Market Depth Window.
    • Trade >> Draw DOM Graph on Chart.
    • Trade >> Customize Chart/Trade DOM Columns and including any Bid Size or Ask Size column.
  • To confirm market depth updates have been stopped for a particular symbol you will see a line like the following in the Window >> Message Log:
    Unsubscribed from market depth data for [symbol] | (Date-Time)

4.10 - Market Not Active

One reason for an apparent delay with data for a particular symbol is that when you expect trading activity to occur, it is not actually occurring.

For example, at the start of a new minute, you will not necessarily see a new 1 minute bar if the chart bars are set to 1 Minute per bar if there is not a trade at the very first second of the minute.

If the first trade of the minute occurs 3 seconds into the minute, then a new bar will appear 3 seconds after the start of the new minute. The bar in this case will be considered complete 57 seconds later. The Start Time set for this bar will be at the zero seconds time assuming the Session Times >> Start Time for the chart has the seconds set to :00 like 09:00:00.

One way to determine that the market was not active for a period of time when you are not seeing updating for a particular symbol, is to open a Time and Sales Window for the chart of that symbol. If you see there is no updating of the chart for the symbol for about 10 seconds and when you look at the trades at that time, you do not see any trades with a timestamp during that time, then there was no trading.

4.11 - Incorrect Determination of Data Delay

If you are determining that data is delayed for a particular symbol by comparing the Time at the top line of the chart to the local system derived time on the title bar of Sierra Chart, then you may notice an apparent delay because your computer's clock is ahead of the actual time.

This is also true if you have the Countdown Timer study on the chart and the Display Continuous Time Countdown Based on Real-Time Clock Input is set to Yes, and you are comparing the chart bars to this countdown timer.

For example, if you notice that the countdown timer starts a new Minute and 1 Minute chart bars consistently start later, this is an indication that your computer's clock is probably not set correctly. Otherwise, the 4.10 - Market Not Active subsection applies.

To correct the computer's clock, refer to help topic 38.

4.12 - Sierra Chart Exchange Data Feeds

When using the Sierra Chart Exchange Data Feed or the Denali Exchange Data Feed, there are two things that you can do to reduce the amount of bandwidth the data feed uses.

Use Low Bandwidth Mode. Refer to the linked documentation for complete instructions to use that mode.

Reduce the amount of Market Depth levels subscribed to through the Global Settings >> Data/Trade Service Settings >> SC Server Settings >> Maximum Depth Levels setting. For complete details, refer to Max Depth Levels.

Even if you do not want to do either of these things because it reduces the amount of data that you want to have access to, it is still a very important test this see if it reduces or eliminates any data lag you are experiencing.

4.13 - Delayed Data Causes Delay with Order Fill Markers

When using the feature to Display Order Fills on the Chart, if market data is delayed, not intentionally delayed, but due to a lag for the different reasons explained on this page, then until there are chart bars in the chart which contain the time of the order fill, an order fill marker is not going to display on the chart, even if the actual fill execution report is received before the market data. When the market data is received which creates the chart bar which contains the time of the fill, then at that time the order fill will appear assuming the order fill execution report has already been received.

So therefore a data lag causing a delay with the display of the chart bars containing the time of the order fill, can cause a delay with the display of the order fill.

However, there is another potential problem. Even if there is already a chart bar displayed which contains the time of the order fill, if the fill execution report is delayed because of lagging market data, then the order fill is not going to be displayed until that execution report is received. This will be the case with services which use the same connection for market data and trading. When using CQG, this is the case.

The solution to the above problem is to use a service that does not use the same connection for market data and trading. The Sierra Chart Order Routing Service uses a separate connection for market data and trading.

4.14 - Firewall Software Can Cause Delays

When using firewall software other than the Windows Firewall which block network connections or examine network data, these programs have been known to to sometimes cause delays with received data and certainly connection problems. If you are noticing data is delayed or lagging or historical data is downloading slowly, other than a standard exchange required delay, try disabling your firewall software and restarting your computer.

*Last modified Monday, 28th October, 2019.