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Date/Time: Mon, 17 Jun 2024 06:37:28 +0000



CQG data feed stops sending data after several hours working properly

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[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.
[2015-06-22 09:12:33]
Sierra Chart Engineering - Posts: 104368
Have you considered using Rithmic or TT Net? Who is the broker you trade through?

While we want to help with this, we have no direct ability to solve this problem. If the problem is ongoing, we have to recommend for you to consider looking at using another backend trading platform system.
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: 2015-06-22 09:13:45
[2015-06-22 09:47:15]
User33803 - Posts: 40
I trade with Wedbush/Deepdiscounttradring.com.

So, do you think the problem has to do with CQG feed?

I might consider to change to Rithmic but the fees are much higher, so numbers are not that clear for me.

Would you consider to allow managing "Connection and Disconnection from Data Feed" in ACSIL (via adding a new function)? That would solve all my problems.

On the other hand, I proposed other solution: if 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). Is this feasible?

Regards.
[2015-06-22 11:42:55]
sampater - Posts: 244
solution: if 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 would be usefull feature.

Additionaly to add a possibility send an email/sms if the DF counter stoped. This notification would be especially usefull for an Automated Trading System.

The Server Connection Lost Alert not always work because i had many times when the Server Connection Lost not occur and the DF counter stoped for many minutes (TransAct Server).

Regards
Marek
[2015-06-22 16:31:30]
SgtJ - Posts: 154
Acsil suggestion would be useful for all connectivity types.
[2015-06-23 04:27:15]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. We will have a detailed response during this evening. We just need some time to look this over carefully and provide all of the relevant information.
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
[2015-06-23 05:18:23]
nicktrader - Posts: 678
My broker told me that CQG has problems with "CQG-WebAPI" and they are still working on it to fix it.
[2015-06-23 05:21:22]
User33803 - Posts: 40
Just as a clarification, I am using CQG FIX. The problems described in the first post of this thread are produced when using CQG FIX.
Date Time Of Last Edit: 2015-06-23 05:22:27
[2015-06-23 06:23:20]
Sierra Chart Engineering - Posts: 104368
My broker told me that CQG has problems with "CQG-WebAPI" and they are still working on it to fix it.
They have resolved them , at least a temporary solution.

Just as a clarification, I am using CQG FIX. The problems described in the first post of this thread are produced when using CQG FIX.
The market data still comes from the CQG Web API.
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
[2015-06-23 10:04:44]
Sierra Chart Engineering - Posts: 104368
- I have reinstalled Sierra Chart from scratch
This is almost never necessary to do. We strongly recommend not doing it and it accomplishes nothing, except causing more work for yourself, especially in this case.


Is there any way to disconnect and connect the Data Feed in ACSIL?
Yes there is. This is documented on the ACSIL Variables page. Have a look. There are three variables that control this.


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 is supported with all network connections that Sierra Chart supports. However, in the case of CQG market data, the time span is long because CQG did not offer what is known as heartbeat messages on the web API connection. They recently implemented this and we added support for this. Update to the latest prerelease and now this will be done properly for CQG.
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: 2015-06-23 10:06:54
[2015-06-23 10:06:22]
Sierra Chart Engineering - Posts: 104368

The Server Connection Lost Alert not always work because i had many times when the Server Connection Lost not occur and the DF counter stoped for many minutes (TransAct Server).
This cannot work with TransAct due to the fact that Sierra Chart does not maintain a direct connection to TransAct.
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
[2015-06-23 10:54:18]
User33803 - Posts: 40
OK, I see the variables now:

sc.ConnectToExternalServiceServer
sc.DisconnectFromExternalServiceServer
sc.ReconnectToExternalServiceServer

I was looking in the functions section.


Just one question, when you set any of these variables to TRUE (ie, sc.ReconnectToExternalServiceServer = TRUE), do you have to take care of setting it to FALSE in the program when the Action is performed or, as soon as the Action is performed, the variable is automatically set to FALSE?
[2015-06-23 17:44:54]
Sierra Chart Engineering - Posts: 104368
do you have to take care of setting it to FALSE in the program when the Action is performed
No. This is automatic.
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

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