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Direct MessagesDate/Time: Fri, 03 May 2024 08:38:02 +0000
Russell emini Data *very* interrupted
View Count: 1179
| [2015-08-28 15:53:27] |
| Cavalry3162 - Posts: 523 |
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Hello Support, last couple of days the Russell 2000 emini data came in very interrupted, e.g. 10 seconds data very fluid and then 1 minute data only occasionally (1 tick, another tick..) can you please tak a look at this as you can not trade that... NQ, ES and YM come in as expected with no stutter at all. thanks, Andreas Date Time Of Last Edit: 2015-08-28 17:34:19
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| [2015-08-28 17:31:38] |
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We are checking on this.
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 |
| [2015-08-29 03:29:21] |
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We do see evidence of this problem. We are contacting Barchart about this to see if they know why this problem has existed and what they will do to prevent it again. What symbols are you following on ICE US so we can restore the missing 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-08-31 09:08:13
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| [2015-08-29 06:23:09] |
| Cavalry3162 - Posts: 523 |
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Thank you. i follow the russell exclusively. Date Time Of Last Edit: 2015-08-29 07:00:32
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| [2015-10-13 14:37:34] |
| Cavalry3162 - Posts: 523 |
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unfortunateley this issue is back again. please take a look at Russell as it is again very "interrupted" |
| [2015-10-13 16:44:21] |
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Just to confirm, so you are noticing this issue today?
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: 2015-10-13 16:44:33
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| [2015-10-13 16:45:46] |
| Cavalry3162 - Posts: 523 |
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i was experiencing the issue last couple of days, on and off and i am experiencing it today too, even though not right now, but 2hours ago.
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| [2015-10-14 03:12:17] |
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We have compared the ICE data from the Sierra Chart Exchange Data Feed which comes from Barchart to CQG and we do see at times some small amount of loss but it is minimal. The following is the hourly volume data for RJZ15 from the Barchart data feed compared to CQG: This is CQG data: 13/10/2015 11:00:00 10964 This is Barchart ICE data: 13/10/2015 11:00:00 10771 So you can see a loss of 193 contracts. The times are US Eastern time and are the beginning time for the hour. Insignificant data loss yesterday. This does not seem to match up with the severity you are describing. Set the chart bars to 1 hour per bar and set the Session Start Time to 00:00:00. For the 11 AM US Eastern time hour on 2015-10-13, what is the volume you see? We would also like to point out when we analyze data over the last two days, at times we see the opposite where there is more data received from the Barchart data feed compared to 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: 2015-10-14 03:20:12
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| [2015-10-14 03:17:27] |
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We have sent the following message to Barchart: One of our users has reported to us a data loss for ICE. Specifically the RJ market.
The following is the hourly volume data for RJZ15 from the Barchart data feed compared to CQG: This is CQG data: 13/10/2015 11:00:00 10964 This is Barchart ICE data: 13/10/2015 11:00:00 10771 So you can see a loss of 193 contracts. The times are US Eastern time and are the beginning time for the hour. If there is anything you can do to minimize this data loss, it is appreciated. 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 |
| [2015-10-14 08:06:06] |
| Cavalry3162 - Posts: 523 |
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Hello support, appreciate it. however, its 2% missing, that is quite substantially. And it doesnt take into account that it might hang and then deliver the trades of the last view seconds all at once. that being said, thanks for taking care of the issue, ultimately it's Barchart responsibility in delivering correct data. |
| [2015-10-14 08:10:18] |
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Yes, the data loss is not good. We will see what Barchart says. The analysis we did does not determine if there has been a delay but only lost data. We will have to set up a test for a lag. 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 |
| [2015-10-15 01:44:44] |
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We have heard from Barchart, and they do acknowledge a problem at times when the volume is high due to the current software/technology they use. They are going to be releasing a new data feed towards the end of the year which will solve this. 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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