Support Board
Date/Time: Fri, 23 May 2025 23:22:56 +0000
[Locked] - Resolved: NASDAQ TotalView Issue 2025-5-15
View Count: 477
| [2025-05-15 18:47:34] |
| Sierra_Chart Engineering - Posts: 19686 |
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We had a problem with the system clock, for the server which runs NASDAQ TotalView and it has caused serious problems. Multiple interruptions, the feed has been down. But it is backup now. The historical data is totally messed up for today, and there are dates into the future at the present time with that data. Please do not post about this. We will get all of this under control. We do not know what the origin of the system clock problem is. Whether it was our own NTP software, or what. We are not sure. Cleaning up the historical data will take some time. We do not know if we can do it this evening. Probably not but possibly. We do have all of the historical data for NASDAQ TotalView today but we just need to remove the faulty data. Maybe we can use an existing algorithm for that, or it may require a new one. This problem has also caused very brief interruptions (under 20 seconds) with other equity feeds feeds during the time of the issue. The situation is stable now, but there is faulty historical data. 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: 2025-05-17 14:07:35
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| [2025-05-15 19:25:07] |
| Sierra_Chart Engineering - Posts: 19686 |
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We are also not even sure why out of order timestamps even got into the data feed to begin with because this data feed uses the timestamps from NASDAQ. So this is something we have to figure out. Perhaps there is one particular message type that we rely on the system clock for. 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 |
| [2025-05-16 00:18:25] |
| Sierra_Chart Engineering - Posts: 19686 |
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We are patching the faulty NASDAQ TotalView data. We will have this all cleaned up, this evening. We will post when done. Most of this is already done. From what we can see so far the problem was caused by the NTP client in Sierra Chart, incorrectly setting the system time maintenance, for unknown reasons. The way the NTP client in Sierra Chart works is that it instructs the operating system to make minor adjustments to the system time periodically. For example adjust the system clock by 10 µs, every minute. This compensates, for the inaccuracy of computer system clocks. The amount of adjustment, is based upon, multiple NTP sources. There is an operating system function, to make this type of adjustment. Apparently, the command given to the operating system was for a much more significant adjustment of the clock causing it to advance, at a significant pace forward in time. We still have to find out why the system clock was being used for NASDAQ TotalView data. This will take more time. Getting back to NTP, we advise users to disable the NTP client in Sierra Chart (Global Settings >> NTP settings) until this problem is resolved. If this is a mistake on our part, all of this has to be still determined, we will be dismissing the particular developer involved in the development of the NTP client. We consider this a very serious matter. 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 14:26:30
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| [2025-05-16 00:23:24] |
| Sierra_Chart Engineering - Posts: 19686 |
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We will be putting out an email notice, to all users regarding the NTP Client. We may have to lock out a range of versions. All of our systems, are safe at this point in time. There was only one system affected and all other systems were already updated to not use the Sierra Chart NTP client. 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 |
| [2025-05-16 01:57:14] |
| Sierra_Chart Engineering - Posts: 19686 |
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NASDAQ TotalView historical data for May 15, 2025 is now cleaned up with original fresh data from the exchange. To re-download the data follow the instructions here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart 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 01:57:24
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| [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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| [2025-05-16 17:08:45] |
| Sierra_Chart Engineering - Posts: 19686 |
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We take this back: 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 take this back. We are going to continue to use our NTP software because it is much better compared with what is out there, now that we have had a look again. There is a reason why we do everything ourselves. This is a minor issue, which has now been fixed. We are not going to be using some third-party solution. We put a lot of work into our NTP client software. 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 |
| [2025-05-16 19:25:21] |
| Sierra_Chart Engineering - Posts: 19686 |
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We now know, the problem with the NTP client in Sierra Chart, is from a recent change about two weeks ago. We will be locking out the affected versions once we determine exactly what those are. This is why most of our servers were not affected because they had not received any updates. The problem has now been resolved. There are now numerous safety checks to prevent any abnormal adjustment of the system clock. 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 19:25:53
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| [2025-05-16 20:12:12] |
| Sierra_Chart Engineering - Posts: 19686 |
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Only version 2757, was potentially affected by this NTP issue which could potentially incorrectly set the clock adjustment causing the clock to be significantly off on a computer. Of course NTP would have to have been enabled in Global Settings >> NTP Settings for this to potentially have happened. We have now released 2758 which fixes this problem. Update with Help >> Download Current Version. 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: 2025-05-17 14:08:59
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| [2025-05-17 14:05:45] |
| Sierra_Chart Engineering - Posts: 19686 |
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We now understand, why there was a time stamping issue with the NASDAQ TotalView data feed. The problem is NASDAQ with this particular data feed only provides a time and not a date and time. This is unlike all other multicast feeds we work with exchanges that always provide a UTC UNIX timestamp that includes both the date and time. So it is substandard in this regard. With NASDAQ TotalView the date is obtained from the local server system. There really is not a solution to this. Anyway, the NTP problem has been resolved. It was only a recent issue . It is now fixed and will not happen again because there are now multiple safeguards, preventing any significant change to the local computer clock. The underlying problem is resolved. So the NTP client in Sierra Chart will maintain very accurate time. 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: 2025-05-17 14:06:12
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