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Date/Time: Tue, 07 Jul 2020 23:00:03 +0000



Post From: Sierra Chart Order Routing Service to Trading Technologies(TT) Cross Connect

[2020-04-24 06:55:12]
Sierra Chart Engineering - Posts: 87353 | Ending Date: 2021-04-05
Finally the planned Cross Connect to TT servers in the Aurora data center has been completed. We have three servers, which can connect to Aurora.

Two of them are in the Equinix Cermak data center. These are using the Cross Connect now to Aurora. The server we have in Aurora, is not yet using the cross connect but it will as of Friday after the close. Most of our users using the order routing service are on that server, and we do not want to make any changes until the Cross Connect is well tested and we do not want to do any cutover until the market is closed.

The advantage of the Cross Connect is the connectivity between the Sierra Chart order routing servers to TT servers rather than using Internet connections, even though those are within the same data center to TT's servers, we are now using a direct physical link.

This ensures the highest reliability with connectivity and puts no reliance on ISPs which is important for the management of server-side OCO and bracket orders. And the lowest possible latency for order routing.

This has also reduced the latency between CME DC3 in Aurora and the servers in the Equinix Cermak data center. These are now directly plugged into the TT server in the Aurora data center. And it will also reduce latency for routing through Server 2 to the TT server. To what extent we did not measure.

In the event the Cross Connect goes down, the failover is automatic within seconds to the normal Internet connections. Although the cross connect itself, has a backup. So effectively there is triple redundancy.

The servers we are referring to are:
Server 2 (Cross connect to come into effect Friday 2020-4-24 after the close)
Server 1 (Cross connect in effect now)

Server 4 (Cross connect in effect now) One note about this server, this is considered a backup, and runs our latest code base, and is not as well tested. So it should not be used for primary connectivity. Although we have done testing and it is stable. When we do testing, we do do live trading testing. Not just UAT.


We remember the days when this Support Board would be full of all kinds of CQG connectivity problems. We still see them. We still see the incidents, where minutes to hours go by where users just lose connection to CQG and cannot reconnect for one reason or another.

This is just not a problem at all with the Sierra Chart order routing service. There are three different servers that Sierra Chart can be configured to connect to. If there is a problem with one, the next one is used. Each with redundant connectivity to TT.

The only potential problem is that if TT has an exchange connectivity issue, then yes orders cannot be routed to the affected exchange despite all of our reliable connectivity.

Other than that TT incident back in August 2019 lasting approximately two hours affecting connectivity to the CME, we are not aware of any incident other than possibly one which may have lasted a couple of minutes.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-04-29 23:09:20