Mikula Forecasting Company

Using Barchart.com Delayed Data

Article Summery
1.) Delayed Data and S&P500 emini
2.) Delayed Data and Soybean Oil
3.) Delayed Data and Soybeans


.1.) Delayed Data and S&P500 emini
Using the delayed data from Barchart.com is a little different from using the real-time streaming feed. The first two pictures below show what to expect when using the delayed Barchart.com data with the futures contract ESM9 which is the S&P500 emini. Loading Barchart.com data and starting the collection of streaming data is done on the MarketWarrior "Data" tab. This process is not shown here because it is simple and can be read about in the help file.

The first picture below shows what you can expect to see after you load the historical data and start collecting streaming data for a delayed symbol. In this example we are using the symbol ESM9 to create a 5 minute chart. When using Barchart.com delayed data there are two different delays. One delay for the updating of historical data and a second delay for the streaming quotes. On the picture below I have selected the "Stats" tab which shows the stream of collected quotes on the left side. The top quote is the most current quote, in this case the quote came in with a time stamp of "09:27:57". I have drawn an arrow to this quote on the price chart. You can see the text "Delayed Quote 09:27:57" and the arrow pointing to this quote. Below the price chart I have added a picture of the computer system clock. Notice the system clock says "9:37:58 AM". This means the system clock is 10 minutes ahead of the last quote received, so the quote is delayed 10 minutes.

On the picture below find the text "Historical data has a delay that is separate from the quote delay". There is an arrow from this text to two blank price bars. These two blank bars have not yet been updated in the historical database and will appear as missing bars.

Finally if you look at the time stamps on the "Stats" tab you can see the delayed data stream will send out one quote approximately every 30 seconds.




MarketWarrior has a special data refresh button that should be used when watching delayed data. In the chart above I pointed out there would be two missing bars because the historical database has a delay. The next picture below shows the MarketWarrior "Data" tab and the refresh button. When you click this button MarketWarrior will get the updated historical data from Barchart.com and will update the missing data on your chart. This market is delayed 10 minutes, so after 10 minutes pass the historical database will be updated. The chart below shows what happened when I click the refresh button at 09:57. The missing historical data has been filled in, and the most recent quote is a 10 minute delayed quote at "09:47:04".





.2.) Delayed Data and Soybean Oil


Below are two pictures that show what to expect when using the Barchart.com delayed data feed with soybean oil futures. In this example I am using the Globex electronic trading symbol ZLK9. When you first load a delayed symbol the quotes will usually arrive with a time stamp that is 10 to 20 minutes delayed. In this case soybean oil has a 10 minute delay. The "Stats" tab in the picture below, has the most current top quote shown with a time stamp of "12:02:25". This time is also identified on the price chart with the text "Delayed Quote 12:02:25". Below the price chart I have added the computer system clock which shows the time "12:12:25PM" which is 10 minutes ahead on the delayed quotes.

Next, notice the text "Historical data has a delay that is separate from the quote delay". This text is identifying two bank price bars. These bars are empty because the delayed historical database is updated on a delayed basis. When this historical database updates these two bars will be available.

Finally, when you look down the list of quote time stamps on the "Stats" tab you can see that a new quote in the delayed data feed arrives approximately every 30 seconds.




MarketWarrior has data refresh button that can be used to fill in the missing data from the delayed historical database. The chart below shows the "Data" tab and the refresh button. After this button is clicked the chart data is checked against the updated historical database and any missing data is filled in. This chart shows that the refresh button was clicked at "12:25:10PM" as seen on the computer system clock, and the current delayed quote came in with a 10 minute delayed time stamp of "12:15:10"



.3.) Delayed Data and Soybeans

The next example will use the Globex electronic soybean futures contract ZSK9. When you load delayed data for a new symbol into a chart there will be a few missing bars because the historical database is updated on a delayed basis. On the chart below you can see there are three empty bars because the historical database has not yet been updated. Also notice the "Stats" tab shows the last quote came in with a time stamp of "11:08:01". The computer system clock in the picture below shows the time "11:18:27:AM" which is 10 minutes ahead on the last quote. So this data is on a 10 minute delay. Finally for the first picture below, notice the quote time stamps. A new delayed quote will arrive about every 30 seconds.



The picture below shows what happened when the data refresh button is clicked at "11:40:16AM". After the data refresh button is clicked the missing historical data is filled in. MarketWarrior will compare the chart data to the Barchart.com historical database and will fill in any missing data. The historical database is updated approximately every 10 minutes. You can also see the last quote still has a time stamp with a 10 minute delay showing "09:30:16".