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exchanged based time stamps, feeds that have it, software than properly handles it.
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Hi All,
Are there any programs, brokers, data feeds which when brought together
in combination can be used to get precise charts using exchange based
time stamps (a time stamp that is applied, at the exchange, at the time
of the trade and done properly as a result of the exchange computer
clock being accurate as a result of regular atomic clock updates during
the day using a program like "Dimension4" for example).
Example1 : Interactive Brokers (according to their technical people) is
using exchange based time stamps with their feed but can the software
that is taking their feed actually use it properly for back fill and
real time bars too?
Example2: Qcharts (which I no longer use) was scheduled to be taking
exchange based time stamps with the new Esignal feed. However, when
Qcharts was being used with quote.com it was getting a random server
time stamp and the charts would vary depending on the server feeding
your chart at the moment. Also Quote.com was going back at night and
making their data have matching time stamps across servers so a printout
the next day would actually be different than a print out right after
the market hours were over.
Put another way:
What exchanges provide these accurate time stamps?
What feeds have these time stamps?
What software can use them properly?
Also, are there any charting software that report the difference between
the exchange time stamp time and the PC clock time at the exact time of
arrival of the tick for the purpose of alerting the trader of any
internet delays and how large they may be. I became sensitive to this
when, a times, Qcharts on the Quote.com feeds would actually lag by 10
seconds to 60 seconds (an auto notification would have been nice).
Thanks,
John.
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