IQFeed/Sierra Cart

Discussion in 'Trading Software' started by CONR, Oct 2, 2009.

  1. CONR


    Anybody using IQfeed and Sierra Chart for the ES and been recently experiencing data lags especially during key economic releases?

  2. maxpi


    During really busy times some say that the IB data doesn't lag... the tick by tick feeds almost have to lag at those times I suppose...

    Btw, are you comparing to another feed? How do you know you have lag? I have Sierrachart but haven't gotten all that familiar with it yet. Do they put a time stamp on data based on your pc clock or do you have timestamps from the data vendor... I know that DTNIQ puts a timestamp on data as they send it out [or maybe when they get it]. To get the exchange time stamp you have to go to a different product from DTN...
  3. CONR


    I use IQ's feed for T&S and compare it to IB's DOM. The prints weren't keeping up.
  4. In the case of DTN IQ feed we use the timestamp provided by DTN IQ feed which originates from the exchange. And sometimes those timestamps could go backwards in time. Typically this is just a matter of a few seconds, when this sometimes happens. Probably late reported trades. Of all of the services that do provide a timestamp, we use that timestamp, unless it is shown to be sometimes problematic in which case, there is an option to use either the service timestamp or your local computer clock.
  5. What do you use (and if it is a choice what do you recommend) on your SC intraday data from Bar Charts?

  6. The only choice for the Sierra Chart Real-Time and Historical Exchange Data Service provided by is the timestamp from if your computer's clock is not set correctly, it's not relevant. We did see some problems with it when we first supported the data feed, when used in certain time zones. However, lately we have not heard about any issues.