Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Thu, 09 May 2024 02:10:01 +0000
Post From: Notice: New Futures Real-Time Data Feed
| [2013-11-16 04:29:40] |
| |
|
We would like to report that the packet loss for this Friday was very minimal. For the ES December futures on the CME, for the last 24 hours the volume recorded on the Sierra Chart data feed is: 1217241 For IQ feed it is: 1217307 The difference is negligible. It is only 0.00763981% difference! We would also like to report that for the previous 24 hour period we reported nearly same volume as IQ Feed: Sierra Chart: 1561720 IQ Feed: 1561732 We would also like to explain a little bit about the data back end to explain why there is some minute amount of difference. The data distributed by the CME is real-time market data. It is distributed as a multicast UDP data feed. With this type of data feed, packets can and do get lost during the transmission. To compensate for the packet loss, the CME has 2 data feeds transmitting the same data. When there is packet loss on one of them, the receiving end can check the other one to see if it has the missing packets. This is what we do. We have an algorithm which monitors both feeds, and can instantly switch to the other one when there is packet loss on the other. Nevertheless, it cannot be expected to have 0% packet loss. That is unrealistic. Trying to achieve that, will introduce latency. The objective is to reduce the packet loss to a negligible amount. We have achieved that. We expect next week, the performance of the Sierra Chart Real-time and historical futures data feed to be operating as we intended. This is going to be providing accurate bid volume and ask volume consistent between real-time and historical data, and complete transmission of trades with negligible packet loss. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-11-16 04:35:27
|