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Direct MessagesDate/Time: Thu, 25 Apr 2024 11:42:09 +0000
Problems with LMAX connection
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| [2015-07-23 10:23:44] |
| User77369 - Posts: 13 |
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Hello I am having problems with the LMAX connection. Periodically my charts are lagging for a few minutes at a time and the ticks just don't seem to be getting through. Then it suddenly kicks in and catches up. |
| [2015-07-23 10:50:38] |
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Refer to help topic 4: Http://www.sierrachart.com/index.php?page=doc/helpdetails4.html The very first step we would recommend to try to isolate the source of the problem is to reduce the number of symbols that Sierra Chart is tracking, if you can. 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 |
| [2015-07-28 11:04:33] |
| User77369 - Posts: 13 |
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I feel there is a connection problem with sierra charts to LMAX causing this. I only track one instument and my computer is well up to the task. When this issue happens the data comes through lagging and missing ticks. So today I tried "delete and download data" to see if it would back fill in the missed ticks. It did not so this tells me that the LMAX feed is not actually getting through to the sierra charts platform properly. Please see attached chart. This is a 10s chart of EUR/USD. I have put a rectangle around the times that the problem was happening. You can see by this chart that the ticks stop coming through to some extent. The problem usually corrects itself after a couple of minutes and quickly fills in 5-15 10s bars, but they do not contain all the ticks (as do none of the bars when the issue is happening. Please note, this screen grab was taken after I did a delete and download of the chart at a point before the disturbances. |
 Chart example.png / V - Attached On 2015-07-28 11:04:14 UTC - Size: 23.47 KB - 281 views |
| [2015-07-28 11:23:08] |
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We need to see the timescale on the chart and we need to know the time zone that you have set Sierra Chart to. Provide an image by following the instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image If this problem is affecting historical data, most likely it is an LMAX 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 |
| [2015-07-28 11:36:59] |
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Actually, we realize now that in the case of LMAX, the data is routed through our own server including the real-time data. We are doing some checking to determine the source of the 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 |
| [2015-07-28 11:38:55] |
| User77369 - Posts: 13 |
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Here is a 5 second chart as it is easier to see. I have rectangles around the times in question. My charts are set to New York time. http://www.sierrachart.com/image.php?l=1438083334341.png |
| [2015-07-28 18:58:37] |
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This is a chart for the same time we have on the server: http://www.sierrachart.com/image.php?l=1438109359893.png How do you know there is a genuine problem here? Maybe the trading activity was not as active on the LMAX exchange during those periods of time. It is hard for us to really know. We need much more definitive information on this. Also, if there is a problem, this most likely would be on the LMAX side and we have to report this to them. It would be good to ask LMAX about this. LMAX is an exchange and you are only going to see the trading activity on that particular exchange. 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: 2015-07-28 19:01:54
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| [2015-07-29 00:37:17] |
| User77369 - Posts: 13 |
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As stated, this price action coincides with lagging of prices. Every time there is a lagging of price I get the same type of price action coming through. As soon as price "catches up" we see the smooth action again. I can assure you this is not a coincidence. I have been watching the EUR/USD for 15 years and this type of PA is very rare in London session. This is only observed on the sierra charts platform. I have their inhouse platform open also also now since these problems started and it is not observed on that platform. If I make a trade then the trade will be filled where price actually is, which will be a different price than is observed on the sierra chart platform. Please report this to LMAX asap and I will also ask about it now. |
| [2015-07-29 01:54:32] |
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We will ask LMAX about it, if necessary after we do some more research. Probably best you do not contact them. These kind of problems are really very hard to isolate the source of especially being they are intermittent. It is very easy for them to say there is no problem on their side. It is possible there may have been some temporary problem with bandwidth between the LMAX server and our server. But we would think that would be highly unusual. We do have a server in London. We want you to use that one which use a feed from LMAX that has a faster update rate. Select Global Settings >> Data/Trade Service Settings. Set the Market Data Server to: lmaxrt.sierracharts.com Press the SC Server Settings button. Set the Port for SC Real-time Server to 10048. Press OK. Reconnect with the Disconnect and Connect commands on the File menu. 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: 2015-07-29 01:55:26
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| [2015-07-29 02:10:03] |
| User77369 - Posts: 13 |
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I have already sent an email to LMAX as this is what you told me to do previously. I have changed server as per instructions. I will not be trading tonight but will report back thursday and friday. As this sometimes doesn't happen at all in a day and sometimes happens multiple times it is very frustrating issue to test as you have stated. |
| [2015-07-29 02:55:08] |
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OK good. Let us know. You said you changed the server but we do not see the connection to the server. Are you connected at this moment?
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 |
| [2015-07-29 04:10:40] |
| User77369 - Posts: 13 |
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No, I changed the server then disconnected straight away as I had to go out. Will let you know how it goes when I am trading
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