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Date/Time: Sat, 26 Nov 2022 23:42:37 +0000



Post From: Now Released: Upcoming CME / EUREX Direct Routing

[2021-10-26 03:32:38]
Sierra Chart Engineering - Posts: 104293
We want to provide some feedback about the direct order routing for the CME.

From the perspective of the broker and customer, from what we have heard and we can be corrected on this, there are no issues. Everything is working as expected and well.

This is exactly what we would expect to hear.

From our perspective this is what we know:

1. There was a minor issue where the clearing firm , was providing the preliminary account balance at the end of the day on their FTP server and then followed by the final value at some point in time later. The preliminary value appeared to be the beginning balance and the final value was the net liquidating value. Sierra Chart was only processing the beginning balance because when we would re-download the file when the final balance became available, our FTP program was not overwriting the first downloaded file. This is fixed. Very minor issue.

This issue was intermittent, and that is why we did not catch it earlier.

2. We noticed that the CME on Saturday is providing test data over an iLink using some unknown test accounts. We disabled connection to the iLink on Saturday.

It did not cause any issue, and our execution report handling, gracefully handled all of these execution reports, and put to test some safety features that we have when there are late execution reports.

3. About a week ago we noticed well before Sunday evening market open, the sequence numbers did not automatically reset at the beginning of the week. This was due to a software change, earlier in the week. This issue was easily fixed.

And the handling of sequence numbers is very well understood and well handled. We also have the ability to manually set the sequence numbers on connection if necessary.
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: 2021-10-26 03:34:05