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Date/Time: Sun, 16 Jan 2022 19:53:56 +0000

Post From: Performance Improvements with Sierra Chart Exchange Data Feed

[2018-02-13 02:55:22]
Sierra Chart Engineering - Posts: 99679
We have just finished releasing software updates to greatly improve the performance of the Sierra Chart exchange data feed to provide extremely low latency between the source data feeds and the sending of data out from the servers.

This was inspired by all of the heavy market activity last week. While we did not hear any problem, other than one potential issue reported by one user (a delay of 1 to 2 seconds at times) which we did not ourselves notice or able to verify the actual source of, we always want to deliver the maximum performance we can.

Gradually we have been doing the updates over the last week, but this is now all finalized and released .

It is a major advancement in the overall architecture of the Sierra Chart market data handling which utilizes both Sierra Chart and a separate real-time server process. So even the latest releases of Sierra Chart also contain these performance improvements as well. It is drastically more efficient which avoids any unnecessary map lookups. No matter how fast the market is, data is always going to be delivered with extremely low latency and this is with handling data for hundreds of thousands of symbols. The main server we use, handles something like 70,000 symbols.

The options server handles over 250,000 symbols. (Update: Options processing has been moved into our main server because of the performance improvements)

Most importantly:

If you are not using the Sierra Chart Exchange Data Feed, and the vast majority of our users do not, you still can have problems with delays and serious lagging which originates with the particular data feed you are using. This is nothing that we can do about this whatsoever. If you want a good feed, use the Sierra Chart Exchange Data Feed:

The best performance is always going to be achieved with the CME data because it is those particular feeds, that we get direct from the exchange. The other feeds, are taken from Barchart.

While the Sierra Chart data feed has always delivered very low latency and excellent performance, we refer to this as a major improvement because of the underlying changes that are made to ensure extremely low latency no matter what the data flow is. Obviously though, if the data flow were tremendously extreme like hundreds of times of normal continuously, then would potentially cause an issue, but we do have ways of managing that with load distribution.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2018-05-02 04:39:25