Support Board
Date/Time: Tue, 24 Mar 2026 00:48:23 +0000
Post From: Notice: CME Denali Data Feed Intermittent Data Delay January 26-February 6, 2026
| [2026-02-11 14:46:54] |
| Sierra_Chart Engineering - Posts: 23307 |
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Latency and performance of Sierra Chart Denali Exchange Data Feed for CME data from the Tokyo Japan server: ------------------------------------------------- Attached is a video, from the morning February 11, 2026, at 8:30 AM US Eastern time. This is during the employment economic data release. Attached is also a screenshot showing the trace route from the server, to the Aurora CME data center. This video was taken from our Tokyo Japan server. You can see the latency to the exchange timestamp in the "DD:" field at the top of the chart. This field is measured by taking the difference between the time on the computer, which is synchronized to NTP servers in Asia, and comparing it to the timestamp, of the trades or bid and ask data using the timestamps from the CME Globex system. There is precision to the millisecond in this calculation. As you can see, latency remains low, closer to 120 ms, and the updating is fast and continuous. At times the delay goes higher, but only briefly. The higher momentary latency is simply the result of the immense amount of processing that has to be done on the servers related primarily to MBO data. If MBO data is removed, and only 10 levels of depth is needed, we could deliver data with even lower latency. This measurement of latency is not a network latency check. Certainly network latency absolutely does increase the time but this is not what it is directly measuring. One thing that we notice, which is really irrelevant, is users will check the ping time to a particular server and think they have a better low latency connection if the latency is low. This is just simply not true and has no validity. Users may be, usually, much better off connecting directly to the United States servers. What matters, is a latency calculation like this: This field is measured by taking the difference between the time on the computer, which is synchronized to NTP servers in Asia, and comparing it to the timestamp, of the trades or bid and ask data using the timestamps from the CME Globex system. There is precision to the millisecond in this calculation. This of course, is a calculation being done in Asia. Your data delay calculation within your installed installation of Sierra Chart, will be done based upon your location. This calculation, is done within Sierra Chart. Here is information about the Data Delay (DD) field: https://www.sierrachart.com/index.php?page=doc/WorkingWithCharts.html#DataDelayHeaderField And one more thing, we connected to the Tokyo Japan server, from a location in New Zealand, and while the Data Delay increased about another 100 milliseconds, due to network latency, the update speed is the same as when we connect directly to the United States servers. It is fast and continuous and no delays. So any user connecting in Asia to the Sierra Chart Tokyo Japan server, absolutely is not going to have an issue as long as the Internet connection they have, is working well. So we have shown, there are no problems receiving the Denali Exchange Data Feed in Asia and we are confirming there are no problems, receiving the Denali Exchange Data Feed, as far as way as New Zealand. New Zealand is even further from the the Midwest of the United States as compared to Thailand to the Midwest of the United States. Clearly there are no problems, with the Denali Exchange Data Feed in Asia at all. Why we chose, Tokyo Japan versus Hong Kong for the Asia server for the Denali Exchange Data Feed. Hong Kong is part of China. It is a special administrative region of China. Japan is an actual country and when it comes to data centers, we would believe the infrastructure in Japan would be above Hong Kong. Differences are documented here: https://xlc.com/technology-insights/hong-kong-vs-japan-dedicated-server/ Clearly, Japan is a better choice. 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: 2026-02-13 07:41:29
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 Video_2026-02-11_0830_EmploymentData.mp4 - Attached On 2026-02-11 14:11:36 UTC - Size: 40.93 MB - 90 views  DS45_TraceRouteToAurora_CME_DC.png / V - Attached On 2026-02-13 07:40:36 UTC - Size: 16.06 KB - 86 views |