Can you explain what Sierrachart’s own datafeed is? I believe it is a version of barcharts data that has been customised by Sierrachart’s engineers to work with Sierrachart. Is that correct?
As far as I know, yes. The data does come from Barchart. Since Barchart is a data vendor with the exchanges, it has the right to distribute its data for a fee. In essence, market data is delivered through Sierra Chart software and hardware technology and uses direct CME connectivity.
Knowing Sierra Chart tech requirement and standards, no doubt that they made sure that the data comes into Sierra Chart in a way that provides unfiltered data and accurate historical Bid/Ask Data.
It would be interesting to know what type of modifications trading software companies have to do to make sure the data is accurate.
I will ask them about it, and if they reply, I will post it.
Optimus Futures Support