All sceeto data except WIND and WOW are time stamped on the ...sceeto cloud.
WIND and WOW have there own data sets and also grab other ...sceeto data to do their final calculations within the ...sceeto.
MacDaddy data comes down in a component stream from the ...sceeto cloud.
In real-time, if one bar ends and another begins within the same second, and ...sceeto data is traveling down from the internet, through a router, into your PC, there are instances where final pieces of data are placed on the forward bar in real-time, but later, when a chart is re-loaded, placed on the prior bar.
The final MacDaddy output is re-calculated the close of each bar with all of the data that is available to it within the one second time stamp.
There can be periods of slippage using Range\Momentum type charts when there are multiple data points with the same second based time stamps that are part of a real-time calculation, or re-calculated historically.
This effect does not occur on time based bars.
We send the MacDaddy information down in piecemeal so that it can be re-combined, on the fly, for any chart type or size.
Hence, the same stream of MacDaddy can be used for a 5 minute chart or a 3 tick momentum chart.
There is a similar process for WIND, but WIND is a much slower output.
For events surfaced by Order Flow Monitor, when using price-based bars, there can be a window where a time-stamped piece of data leaves the ...sceeto cloud, travels over the internet, through your router, into your PC and on into your charting application (NinjaTrader, MultiCharts, Sierra Chart, and TradeStation), and arrives on your chart after the range bar has closed and a new bar has opened.
In these circumstances, ...sceeto will place the data in real-time on the current bar, not on the historical bar.
If you reload the chart, ...sceeto will look at the time stamp on the ...sceeto data and the time stamp of the bar and place the data on the bar whose beginning and ending time stamps are span the ...sceeto data time stamp.
This may cause the ...sceeto data to shift back in time when using historical data.
This behavior will be more prevalent in extremely fast markets where you have multiple range bars that all possess the same time stamp.
Bar # Time Stamp (hh:mm:ss)
Bar 1234 08:30:00
Bar 1235 08:30:00
Bar 1236 08:30:00
This behavior does not happen with time based bars.
We do not repaint any data as all of the time stamps are imprinted up in the ...sceeto cloud.
One interesting way to have additional insights into ...sceeto data is to concurrently run a 1 second chart with Order Flow Monitor surfaced. This will allow you to see more discrete time-stamps and price points in real-time that you would on a 4 tick chart.
As a caveat, depending on your physical distance to the ...sceeto cloud (which is in Chicago, Illinois, USA), and at what capacity your internet connection and router are running at, you may experience different behavior.
This behavior can be exacerbated by data that comes from EUREX to the US and then back to your local PC.
As data vendors move to sub:second time stamps (the next likely lower time denomination is milliseconds), this behavioral nuance will only arise when there is latency at a lower time frame.
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