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Date/Time: Wed, 24 Apr 2024 06:21:00 +0000

Post From: Sierra Chart Real-Time Data Feed is not fast enough. How to reduce lag ?

[2020-01-14 22:00:53] Link To Thread - Link To Post [Go To First Post]
JM-JO - Posts: 38
I have timestamped the ticks I receive from Sierra Chart Real-Time Data Feed for SP500 and NQ100 futures. The measures are carried out with a fast and reliable VPS that is located in Chicago. The data feed server pings within 1ms. I was surprised to observe that the ticks arrive in large packets, and that I rarely get more than 10 packets per second. The behavior on another computer located far away from Chicago is the same, so I guess the problem is the data feed server that sends about 10 packets per second. The good news is that the lag is steady, but since I get only 10 packets per second, the lag for the first tick in packet is at least 100ms. Here comes my question: how can I increase the number of packets per second ? For clarity purpose, lets' say I would like to reduce the lag to 20ms. PS: attached is an excerpt of time stamps (SP500 future, 2020-01-14, Chicago local time)


Fut SP500 - 2020-01-14.csv - Attached On 2020-01-14 21:49:41 UTC - Size: 1.08 MB - 328 views Capture.PNG / V - Attached On 2020-01-14 21:51:41 UTC - Size: 73.33 KB - 450 views