Support Board
Date/Time: Sat, 24 May 2025 04:45:53 +0000
Post From: Resolved: NASDAQ TotalView Issue 2025-5-15
| [2025-05-16 14:39:53] |
| Sierra_Chart Engineering - Posts: 19686 |
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One of our users wrote: I'd like to point out that, since I'm using data for active trading and there have been some data inconvenients recently, I'd like to feel more confident. We understand. We are switching to a different software on our servers to maintain time to avoid this problem in the future. But really time should never have caused a problem with the data feed to begin with and why, is explained below. The developer who worked on the NTP client in Sierra Chart, is going to be dismissed. Nevertheless, we are no longer going to be using our own software for this. Instead well-established and proven software for NTP. We are going to be analyzing why the server timestamp was being used apparently in some cases for some TotalView messages. We had a look at this. So far from what we can tell there are some cases where NASDAQ is not giving a timestamp. So this would be the fault of NASDAQ but we will patch this problem. We will also start to process the NASDAQ TotalView data feed on two different servers rather than one. So if one server has an issue, the data feed will continue to be processed. We are also going to be switching away from, NASDAQ TotalView TCP to NASDAQ multicast UDP. This will solve a lot of problems. Unfortunately the design of the NASDAQ TotalView TCP feed, is inherently unreliable. This really is just due to how NASDAQ has designed the feed. We use the TCP feed because we do not want to miss any packets. We will have to switch to NASDAQ TotalView UDP but before we do that we just want to make sure the servers, have enough processing speed to minimize packet loss. This is something we have been actively working on. We do not like to place any blame but clearly some of the issues, do relate to the NASDAQ data feed itself. NASDAQ not providing a timestamp in some cases and not providing a well-designed TCP protocol-based data feed. Whenever there is a TCP connection issue which can happen at times, This particular NASDAQ data feed is an absolute mess to recover from. We did not have any issues, with the CTA and UTP feeds from NYSE and NASDAQ respectively which are UDP and are spread across multiple channels. The issue with NASDAQ TotalView UDP, is that it is a single channel providing a large amount of data. Inherently, there will be packet loss with this type of design. We want to avoid 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-05-16 15:12:20
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