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Date/Time: Sat, 18 May 2024 21:06:08 +0000



Post From: SC data feed issue

[2018-10-18 22:46:54]
Sierra Chart Engineering - Posts: 104368
We updated our post 13 above because some of our conclusions at the time of that we do not think are necessarily correct.

We reduced the number of market depth levels data server 1 to 20. And today, it was just running at 10 levels for index futures but now it is 20 levels. We have also changed the method of buffering used on the real-time server for the stock data. But not futures.

We want to see what improvements these changes will have.

It is also possible that this issue while it would seem unlikely, is an external networking issue. That might be difficult to determine, but we will implement some monitoring that could potentially give us a clue about this. But if this is the case, the reason for the problem would be due to the higher data rate due to the additional levels of market depth. And that could be triggering some lower-level problem that we are not aware of.

While you have reported interruption in the market statistics data feed and we observed that ourselves today, this kind of issue is not really new. We have seen this before. And in general, we would not really think that would be a problem within our own software but something more at the operating system or network level.

Our main concern though is how frequently the real-time server is sending data out over the socket. There always must be some degree of buffering. And there is a trade-off between latency and buffering. But some buffering is absolutely essential and data needs to be sent out in larger blocks, otherwise there will just simply be an overload condition. This is one thing that makes the transmission of real-time data challenging. Especially when there are a large number of endpoints.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2018-10-18 22:50:02