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Date/Time: Wed, 24 Jul 2019 05:40:41 +0000



Post From: New High-Performance Trade Activity Log - Version 1885

[2019-03-20 15:01:37]
Sierra Chart Engineering - Posts: 74136
Version 1885 which we will be releasing (Now has been released), has major performance improvements related to the Trade Activity Log data storage and querying.

The following are the improvements and related notes:

1. When updating to 1885 or higher, the TradeActivityLog.data file will be read and new files will be created in the TradeActivityLogs subfolder where there is a separate file for each day. Simulated trading activity also has separate files.

2. The trade activity log is no longer read into memory when Sierra Chart is started. This improves performance.

3. This settings related to how many days to store in the Trade Activity Log in Global Settings >> General Trade Settings are removed. There are no limits any longer.

4. The writing of data to the Trade Activity Log is done on a background thread. This was actually released previously.

5. The querying of data from the trade activity log files is done on a background thread. So the user interface will not be busy when this happens.

6. The sending of order fill and account balance data over the DTC server is done on a background thread. And is sent at a regulated rate.

7. The uploading of order fills, if enabled, is done on a background thread.

The use of separate threads improves performance.

8. On the Trade Activity Log window, after changing the controls at the top, for those settings to go into effect you need to press the "Apply" button.

9. The changes to the Trade Activity Log storage and querying drastically improves performance related to that functionality and is the final trading performance improvement that we have made to ensure ultralow latency order routing which is below 40-50 ┬Ás (Microseconds).

Sierra Chart is also able to handle thousands of orders a second without any problem.

Update: Version 1885 has now been released.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2019-03-22 08:30:15