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Date/Time: Fri, 03 May 2024 20:27:13 +0000



Post From: CQG data feed stops sending data after several hours working properly

[2015-06-22 08:09:59]
User33803 - Posts: 40
I have been experiencing problems with the CQG data feed. After several hours working properly, it suddenly stops sending any more data.

The connection is still on and no error is shown in the Logs. To solve the issue I have to Disconnect the data feed and
connect it again, then the data missing from the stop is loaded via historical data and everything starts working fine again.
Several hours later it stops again and I have to repeat the process to resume the reception of market data.

I have checked if similar cases are reported in the Support Board and I have found some. I have tried most of the things you suggest there:
- Disable AntiVirus and Firewall
- Changing my Internet Connection
- Changing the computer
- I have reinstalled Sierra Chart from scratch
- I have configured "Allow Server To Drop Data" to true
and more things that I do not remember now.
Nothing of the above worked. After some time, Data from CQG stop coming and I have to disconnect and connect to revert the situation to normal. There is no error
reported in the Log when I do this.

When the data reception is lost, it is never recovered without doing the Dis-Con, except in the case described in the paragrapgh right below.

I only see an error in the log when, instead of doing the Dis-Con manually, I open a new symbol in a chart (for instance, changing from F.US.EU6U15 to F.US.EU6Z15),
then Sierra realises that the connection is lost and it performs Dis-Con automatically and then I see the following error:
"Socket (3) | Closed. Windows error code 10053: Se ha anulado una conexión establecida por el software en su equipo host.. | 2015-06-22 09:51:00"
The description of the error is in Spanish (I understand that it comes directly from Windows) and it says: "An established connection by the software
on your host was aborted.."


This issue doesn't affect to the FIX Trading connection (I can send, modify and cancel orders when the data is stopped), only to the Data Connection.

I use ACSIL and I could manage this issue automatically in the program (implementing my own watchdog) but I haven't found the way to control
the Connection-Disconnection Data Feed in ACSIL. Is there any way to disconnect and connect the Data Feed in ACSIL? If not, would it be
possible to implement a new function to perform it?

Other suggestion would be that you include an option in SC which checks the DF counter (in the up right side of the chart, in green) which
is stopped as well when this happens and, when the number is the same during X seconds, SC performs a Dis-Con automatically (X would be
configurable and decided by every user)

This problem started 2 months ago. I worked with Sierra since Dec 2012 and with CQG and Sierra since Apr 2014 without this problem until Apr 2015.