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Direct MessagesDate/Time: Mon, 29 Apr 2024 03:34:08 +0000
NYMEX market data down
View Count: 1036
| [2015-05-04 22:11:53] |
| i960 - Posts: 360 |
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Still seeing premarket depth when the market has reopened for evening session already. Confirmed via IB DOM there isn't an exchange issue. Edit: This affects CL as far as I can tell. GC appears to be working. Date Time Of Last Edit: 2015-05-04 22:14:06
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| [2015-05-04 22:14:38] |
| moonmist - Posts: 127 |
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Yes. Sierra Chart real-time feed is working for ES, but not CL. |
| [2015-05-04 22:30:00] |
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It is now working again. This is unusual. Looks to have been triggered by a problem with the data feed from the CME. There is missing data and will patch this over the next two hours. 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 |
| [2015-05-04 22:42:34] |
| i960 - Posts: 360 |
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It's not just CL and you should probably verify all instruments are actually working correctly. I see inconsistencies with BZ, HO, RB for starters. |
| [2015-05-04 22:59:09] |
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Yes we know.
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 |
| [2015-05-05 03:43:54] |
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The data has been patched. Refer to the documentation here: https://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html#RetryDownloadDataInChart 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 |
| [2015-05-05 04:20:58] |
| i960 - Posts: 360 |
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Still seeing market depth weirdness with BZ, HO, RB. Something has changed here. The depths I'm seeing with various NYMEX related instruments are not the same as what I'm seeing in the IB DOM (which is not known for being inaccurate) and the data is coming from the same place. The market also does not have enough volume right now to have something like market data delays be an issue so the fact that the depths will stay different for multiple seconds at a time indicates a problem to me. In the past SC and IB were always in sync without issue. Now, I see differences with CL, BZ, HO, RB, but don't see any differences with GC (which never had any issues today). And I've restarted SC before taking screen captures, no change. Date Time Of Last Edit: 2015-05-05 04:21:14
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 sc_data_ho_20150504.png / V - Attached On 2015-05-05 04:17:06 UTC - Size: 434.43 KB - 285 views sc_data_bz_20150504.png / V - Attached On 2015-05-05 04:17:15 UTC - Size: 440.66 KB - 305 views sc_data_cl_20150504.png / V - Attached On 2015-05-05 04:17:23 UTC - Size: 589.73 KB - 306 views sc_data_gc_20150504.png / V - Attached On 2015-05-05 04:17:32 UTC - Size: 434.24 KB - 272 views |
| [2015-05-05 04:39:10] |
| i960 - Posts: 360 |
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No issues with ICE US (DX, TF) No issues with ICE EU (Brent) No issues with CME (ES, 6E). In fact for some of the ones I checked above they were fast moving (DX, ES, 6E), and both SC and IB market depth was perfectly in line. It's these NYMEX related symbols which broke this afternoon which are no longer synced correctly. Date Time Of Last Edit: 2015-05-05 04:39:30
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| [2015-05-05 04:47:08] |
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We had a look at this. The market depth data you see is direct from the CME multicast data feed. We have 2 of these connections and both show identical data. There is no evidence of a problem.
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 |
| [2015-05-05 05:00:40] |
| i960 - Posts: 360 |
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I've cross referenced market depth with both TOS and IB - both of those are completely in sync for CL. SC's data is *almost* the same, but not the same. There are entries which are off by 1 or 2 at a few levels on the bids and asks. Everyone involved is using the same data - and I'm looking at depth in a slow moving market right now (CL). Pull up a DOM not using SC's feed and you'll see exactly what I'm talking about. SC will say a specific level has say 10, IB and TOS will both say it's 12. Or the top 3 levels of ask will show 8,14,14, but SC shows 8,13,14. For the instruments I've been discussing 2 separate brokers feeds (IB and TDA) show the exact same data, SC does not. It doesn't happen to every instrument - but it does happen to the ones that broke today. These things need to be 100% the same and I'm not saying the SC feed is inaccurate as it's usually highly accurate. But right now I am seeing differences. Date Time Of Last Edit: 2015-05-05 05:01:50
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| [2015-05-05 05:12:39] |
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Our best guess is this is some issue on the CME side. We will monitor over the next few hours. The data feed appears completely solid: NYMEX:C(30) PerfCnt: Lost Packets = 0 Feed A Rx/Dr = 76643 / 0 (0%) Feed B Rx/Dr = 76643 / 0 (0%) SShot Rx/Dr = 2381600 / 0 (0%) | 2015-05-05 00:00:33
NYMEX:C(32) PerfCnt: Lost Packets = 0 Feed A Rx/Dr = 457 / 0 (0%) Feed B Rx/Dr = 457 / 0 (0%) SShot Rx/Dr = 174538 / 0 (0%) | 2015-05-05 00:00:33 NYMEX:C(31) PerfCnt: Lost Packets = 0 Feed A Rx/Dr = 5791 / 0 (0%) Feed B Rx/Dr = 5791 / 0 (0%) SShot Rx/Dr = 174671 / 0 (0%) | 2015-05-05 00:00:33 NYMEX:C(30) PerfCnt: Lost Packets = 0 Feed A Rx/Dr = 168692 / 0 (0%) Feed B Rx/Dr = 168692 / 0 (0%) SShot Rx/Dr = 7514800 / 0 (0%) | 2015-05-05 01:00:34 NYMEX:C(32) PerfCnt: Lost Packets = 0 Feed A Rx/Dr = 5720 / 0 (0%) Feed B Rx/Dr = 5720 / 0 (0%) SShot Rx/Dr = 549507 / 0 (0%) | 2015-05-05 01:00:34 NYMEX:C(31) PerfCnt: Lost Packets = 0 Feed A Rx/Dr = 14823 / 0 (0%) Feed B Rx/Dr = 14823 / 0 (0%) SShot Rx/Dr = 550606 / 0 (0%) | 2015-05-05 01:00:34 It was also highly unusual, the problem we had earlier with the NYMEX data feed at the start of the evening session. That is a very rare occurrence which almost certainly had an origin on the CME side. 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: 2015-05-05 05:12:56
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