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Direct MessagesDate/Time: Fri, 03 May 2024 22:31:32 +0000
SC Disconnecting from CQG throughout the day - started with v 1369
View Count: 2341
| [2016-02-17 16:02:57] |
| Yoda - Posts: 106 |
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Since upgrading to 1369 SC has been disconnecting from CQG numerous times throughout the day. If I press the Con button, it reconnects. I have upgraded to 1370 this morning and continue to have the disconnections. My BookMap which is also running on a CQG datafeed has not had any issues. This only started with 1369. Below I have provided below log sections from the last 2 times I lost connections (10:30 and 10:55 EST). If you require any additional information please don't hesitate to ask. Thank you, Richard Example #1 @ 10:30 EST HD Request # 69 | Intraday download COMPLETE for TRIN-NYSE. Completion time: 1s. Unique request ID: 65 | 2016-02-17 10:26:49 Removed historical data download ID 65 | 2016-02-17 10:26:49 Real-time Intraday chart data file updates started for TRIN-NYSE | 2016-02-17 10:26:49 Opened cached Intraday file: C:\SierraChart\Data\TRIN-NYSE.scid | 2016-02-17 10:26:49 Intraday chart data file opened for TRIN-NYSE | 2016-02-17 10:26:49 CQG WebAPI websocket (45) | Closed. No error. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL shutdown indicates not able to send 'close notify'. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL has been shut down. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL object has been freed. SSL state is now disconnected. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | Shutdown and closed. | 2016-02-17 10:30:19 CQG WebAPI | Network socket for websocket has been closed by remote side. | 2016-02-17 10:30:19 CQG FIX Trading | Websocket closed. | 2016-02-17 10:30:19 Connection to the external service has been lost. | 2016-02-17 10:30:19 CQG FIX: DisconnectFIX called. | 2016-02-17 10:30:22 CQG FIX: Sending a Logout message. | 2016-02-17 10:30:22 Socket (47) | Shutdown and closed. | 2016-02-17 10:30:22 SC DTC Data | Disconnected from the server. | 2016-02-17 10:30:22 CQG FIX Trading | Disconnected. | 2016-02-17 10:30:22 CQG FIX: Received a Logout message. Text = NormalLogoutInitiatedByCounterparty | 2016-02-17 10:30:23 socket (44) | Shutdown and closed. | 2016-02-17 10:30:23 CQG FIX: Disconnected. | 2016-02-17 10:30:23 CQG FIX: Connecting to fixapi.cqgtrader.com. Port: 6912. | 2016-02-17 10:46:56 socket (0) | Resolved address fixapi.cqgtrader.com to IP 208.48.16.214 | 2016-02-17 10:46:56 socket (103) | Connected. | 2016-02-17 10:46:56 CQG FIX: Sending the Logon message. | 2016-02-17 10:46:58 CQG FIX Trading | Connected to trading server. | 2016-02-17 10:46:58 CQG FIX Trading | Connecting to market data server api.cqg.com | 2016-02-17 10:46:58 CQG WebAPI | Connecting to websocket server. | 2016-02-17 10:46:58 CQG FIX - FCM name: AMP | 2016-02-17 10:46:58 CQG WebAPI websocket (0) | Resolved address api.geo.cqg.com to IP 208.48.16.35 | 2016-02-17 10:46:58 CQG WebAPI websocket (105) | Connected. | 2016-02-17 10:46:58 CQG WebAPI websocket (105) | Starting SSL 3/2 connection. | 2016-02-17 10:46:58 CQG WebAPI websocket (105) | SSL connection established. | 2016-02-17 10:46:59 CQG WebAPI | Opening websocket. | 2016-02-17 10:46:59 CQG WebAPI | Sending websocket handshake. | 2016-02-17 10:46:59 CQG WebAPI | Received websocket handshake acknowledgment. | 2016-02-17 10:46:59 CQG WebAPI | Web socket state is now open. | 2016-02-17 10:46:59 CQG FIX Trading | Websocket connected. | 2016-02-17 10:46:59 CQG FIX Trading | Sending market data logon message. | 2016-02-17 10:46:59 CQG FIX Trading | Logon successful. Session Token = WL+XS88oqvKeCi3sLRMCFzeEzVN+BZYdbCOB/gLFXEU | 2016-02-17 10:46:59 CQG FIX Trading | Connected to data and trading server. | 2016-02-17 10:46:59 CQG FIX Trading | Starting real-time market data updates for: F.US.CLEH16. ID: 1 | 2016-02-17 10:46:59 CQG FIX Trading | Sending symbol resolution request for F.US.CLEH16. ID: 572015 | 2016-02-17 10:46:59 Intraday data recording state for symbol F.US.CLEH16 is set to download 'Pending'. | 2016-02-17 10:46:59 HD Request # 70 | Downloading Intraday chart data for F.US.CLEH16 to the file F.US.CLEH16.scid. Service: cqg | 2016-02-17 10:46:59 HD Request # 70 | Download start Date-Time: 2016-02-17 10:30:22.000 | 2016-02-17 10:46:59 HD Request # 70 | Using server: ds3.sierracharts.com port 10149 | 2016-02-17 10:46:59 Socket (0) | Resolved address ds3.sierracharts.com to IP 65.182.172.164 | 2016-02-17 10:46:59 CQG FIX Trading | Starting real-time market data updates for: F.US.DDH16. ID: 2 | 2016-02-17 10:46:59 CQG FIX Trading | Sending symbol resolution request for F.US.DDH16. ID: 572016 | 2016-02-17 10:46:59 Intraday data recording state for symbol F.US.DDH16 is set to download 'Pending'. | 2016-02-17 10:46:59 CQG FIX Trading | Starting real-time market data updates for: F.US.EPH16. ID: 3 | 2016-02-17 10:46:59 CQG FIX Trading | Sending symbol resolution request for F.US.EPH16. ID: 572017 | 2016-02-17 10:46:59 Socket (106) | Connected. | 2016-02-17 10:46:59 HD Request # 70 | Sending historical data logon request message. | 2016-02-17 10:46:59 HD Request # 70 | Requesting Intraday data. Start Date-Time: 2016-02-17 10:30:22. Record interval: 0. Symbol: F.US.CLEH16 | 2016-02-17 10:46:59 HD Request # 70 | Decompressing data. | 2016-02-17 10:46:59 HD Request # 70 | Receiving Intraday data for F.US.CLEH16 starting at 2016-02-17 10:30:22 | 2016-02-17 10:46:59 HD Request # 70 | Timestamp of first Intraday data file record written: 2016-02-17 10:30:22 | 2016-02-17 10:46:59 Socket (106) | Shutdown and closed. | 2016-02-17 10:46:59 The network socket for historical data has been closed. | 2016-02-17 10:46:59 Intraday data recording state for symbol F.US.EPH16 is set to download 'Pending'. | 2016-02-17 10:46:59 HD Request # 70 | Received 22758 records from 2016-02-17 10:30:22 to 2016-02-17 10:47:23 (17.0 minutes) and wrote 22757 records for F.US.CLEH16 | 2016-02-17 10:46:59 HD Request # 70 | Intraday download COMPLETE for F.US.CLEH16. Completion time: 0s. Unique request ID: 66 | 2016-02-17 10:46:59 Removed historical data download ID 66 | 2016-02-17 10:46:59 Real-time Intraday chart data file updates started for F.US.CLEH16 | 2016-02-17 10:46:59 Opened cached Intraday file: C:\SierraChart\Data\F.US.CLEH16.scid | 2016-02-17 10:46:59 Intraday chart data file opened for F.US.CLEH16 | 2016-02-17 10:46:59 HD Request # 71 | Downloading Intraday chart data for F.US.DDH16 to the file F.US.DDH16.scid. Service: cqg | 2016-02-17 10:46:59 HD Request # 71 | Download start Date-Time: 2016-02-17 09:38:09.000 | 2016-02-17 10:46:59 HD Request # 71 | Using server: ds5.sierracharts.com port 10149 | 2016-02-17 10:46:59 CQG FIX Trading | Received symbol resolution report for symbol F.US.CLEH16. Request ID: 572015. Contract ID: 1. | 2016-02-17 10:46:59 Example #2 - discounted again at 10:55 EST Chart #4 has tagged chart #1 for full recalculation. Chartbook: WIP-Market Overlays.cht | 2016-02-17 10:47:22 Chart #5 has tagged chart #1 for full recalculation. Chartbook: WIP-Market Overlays.cht | 2016-02-17 10:47:22 Chart #5 has tagged chart #16 for full recalculation. Chartbook: WIP-FT's Main.cht | 2016-02-17 10:47:22 Chart #10 has tagged chart #1 for full recalculation. Chartbook: WIP-Market Overlays.cht | 2016-02-17 10:47:22 Chart #4 has tagged chart #1 for full recalculation. Chartbook: WIP-Market Percent Chng v2.cht | 2016-02-17 10:47:22 F.US.EPH16 [CB] Renko 4t #18 | Performing a full recalculation because it has been tagged. Chartbook: WIP-FT's Main.cht | 2016-02-17 10:47:22 Chart #12 has tagged chart #1 for full recalculation. Chartbook: WIP-Market Overlays.cht | 2016-02-17 10:47:22 F.US.EPH16 [CB] 15 Min #1 | Performing a full recalculation because it has been tagged. Chartbook: WIP-Market Overlays.cht | 2016-02-17 10:47:22 Chart #10 has tagged chart #1 for full recalculation. Chartbook: WIP-Market Percent Chng v2.cht | 2016-02-17 10:47:22 F.US.EPH16 [CB] 15 Min #1 | Performing a full recalculation because it has been tagged. Chartbook: WIP-Market Percent Chng v2.cht | 2016-02-17 10:47:22 F.US.EPH16 [CB] 15 Min #16 | Performing a full recalculation because it has been tagged. Chartbook: WIP-FT's Main.cht | 2016-02-17 10:47:24 CQG WebAPI websocket (105) | Closed. No error. | 2016-02-17 10:55:02 CQG WebAPI websocket (105) | SSL shutdown indicates not able to send 'close notify'. | 2016-02-17 10:55:02 CQG WebAPI websocket (105) | SSL has been shut down. | 2016-02-17 10:55:02 CQG WebAPI websocket (105) | SSL object has been freed. SSL state is now disconnected. | 2016-02-17 10:55:02 CQG WebAPI websocket (105) | Shutdown and closed. | 2016-02-17 10:55:02 CQG WebAPI | Network socket for websocket has been closed by remote side. | 2016-02-17 10:55:02 CQG FIX Trading | Websocket closed. | 2016-02-17 10:55:02 Connection to the external service has been lost. | 2016-02-17 10:55:02 CQG FIX: DisconnectFIX called. | 2016-02-17 10:55:03 CQG FIX: Sending a Logout message. | 2016-02-17 10:55:03 Socket (108) | Shutdown and closed. | 2016-02-17 10:55:03 SC DTC Data | Disconnected from the server. | 2016-02-17 10:55:03 CQG FIX Trading | Disconnected. | 2016-02-17 10:55:03 CQG FIX: Received a Logout message. Text = NormalLogoutInitiatedByCounterparty | 2016-02-17 10:55:03 socket (103) | Shutdown and closed. | 2016-02-17 10:55:03 CQG FIX: Disconnected. | 2016-02-17 10:55:03 |
| [2016-02-17 17:45:09] |
| User75096 - Posts: 48 |
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here as well,but MarketDelta with CQG was running
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| [2016-02-18 01:58:27] |
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These are the relevant passages: CQG WebAPI websocket (45) | Closed. No error. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL shutdown indicates not able to send 'close notify'. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL has been shut down. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL object has been freed. SSL state is now disconnected. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | Shutdown and closed. | 2016-02-17 10:30:19 CQG WebAPI | Network socket for websocket has been closed by remote side. | 2016-02-17 10:30:19 This is not an issue with any specific Sierra Chart version. It could not be. The Message Log makes that clear. Refer to: CQG Trading Platform Service: Solving CQG Market Data Feed Problems This kind of problem has been reported quite a lot in the last month or so. By other users as well. And with earlier versions as well. It is not specific to any particular version. The other program using CQG is not likely using the Web API. Otherwise it would be affected as well. The problem is with the CQG Web API. There is nothing we can do about this. Although CQG did add a new parameter to their web API that will be released in the next version of Sierra Chart which might help with something like this, but we think really it is an improper fix and will not deal with the underlying problem. So at this point we are losing confidence in the CQG system over 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 Date Time Of Last Edit: 2016-02-18 02:00:37
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| [2016-02-18 13:52:41] |
| User295967 - Posts: 32 |
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So why is Sierra not making an implementation similar to other charting solutions who do not report all these disconnecting issues with CQG? EDIT: When I check the certified API partners from CQG, I see that Sierra is NOT listed (!?!). The other charting companies not reporting these issues (Market Delta and Ninja) are listed as API partners for CQG. How come Siera is not an API partner of CQG? Here my source of info: www.cqg.com/partners/api Date Time Of Last Edit: 2016-02-18 14:24:22
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| [2016-02-18 17:14:02] |
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We do not know why Sierra Chart is not listed on that CQG page. We are asking CQG about this now. The only other interfacing method to CQG is to use their outdated in process API COM-based component which we would never do. Our policy on that is stated here: Http://www.sierrachart.com/index.php?page=doc/helpdetails76.html The proper question is why does not CQG resolve the problem? It is not right to make this into a problem of Sierra Chart when it is a CQG problem. For the time being we recommend using the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed This is not available to broker provided Sierra Chart accounts but it will be we expect next month. 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 |
| [2016-02-19 13:30:06] |
| Yoda - Posts: 106 |
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I raised this with my Broker, who talked to CQG. CQG said they were not aware of any issue. I have referred my Broker to this page and asked them to go back to CQG. In the meantime, I can also confirm that my BookMap is using the CQG Web API (see the attached photo) and that it is rock solid with no disconnection issues whatsoever. |
 BookMap CQG Web API screenshot 2016-02-19.jpg / V - Attached On 2016-02-19 13:19:47 UTC - Size: 62.56 KB - 501 views |
| [2016-02-19 17:38:38] |
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The bolded part indicates that CQG is closing the connection: CQG WebAPI websocket (45) | Closed. No error. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL shutdown indicates not able to send 'close notify'. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL has been shut down. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | SSL object has been freed. SSL state is now disconnected. | 2016-02-17 10:30:19 CQG WebAPI websocket (45) | Shutdown and closed. | 2016-02-17 10:30:19 CQG WebAPI | Network socket for websocket has been closed by remote side. | 2016-02-17 10:30:19 CQG FIX Trading | Websocket closed. | 2016-02-17 10:30:19 Therefore, when this happens give us the entire Message Log and we mean the entire Message Log and then we will ask CQG why they are closing the connection. If Sierra Chart is doing something improper on the web socket connection which is causing a remote close, we need to know what that is. 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 |
| [2016-02-19 17:50:28] |
| Yoda - Posts: 106 |
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As per your request, I have attached my complete Message Log from today. You will note that it only disconnected once today at 09:47:24 As a temporary fix, I have found that checking the Reconnect on Failure box in the Data/Trade Service Settings does a good job at reconnecting SC. |
 Sierra Charts Complete Message Log 2016-02-19 1244EST.txt - Attached On 2016-02-19 17:48:31 UTC - Size: 966.87 KB - 419 views |
| [2016-02-19 17:53:22] |
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Yes. The reconnect will absolutely be automatic with that option on. It is on by default. So you must have disabled it previously. Another thing, is the other program may be losing the connection and reconnecting without providing any notification that is happening. A reconnect is not necessarily an unusual condition. Sometimes it can happen for various network communication problems. 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 |
| [2016-02-20 17:04:03] |
| User47643 - Posts: 13 |
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we will ask CQG why they are closing the connection. If Sierra Chart is doing something improper on the web socket connection which is causing a remote close, we need to know what that is.
Another consideration would be if Sierra Chart is not doing something that needs to be done to keep the connection alive. For example, RFC 6455, The WebSocket Protocol, states, "A Pong frame MAY be sent unsolicited. This serves as a unidirectional heartbeat." The CQG Web API protocol description at ftp://OpenAPI:k-rxERRdigxQ@ftp.cqg.com/Web%20API/Protocol%20Description/Production/webapi.proto states, "Ping request which can be initiated by any side to ensure connection is alive." So, even the client can initiate a Ping request as a heartbeat to prevent connection close from timeouts. Date Time Of Last Edit: 2016-02-20 17:05:30
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| [2016-02-20 20:03:39] |
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We did hear from CQG but the information received is vague and not completely clear and they did not indicate what actually closed the connection. Based upon the information from CQG and a code review, we do not see anything that Sierra Chart is doing incorrectly. That seems clear. But it does not hurt and should be helpful under some conditions for Sierra Chart to be sending periodic pings through both on the web socket and with the CQG protocol. We will send these every 20 seconds. So we are going to add those in the next release. The information from CQG did seem to indicate that Yoda's system clock was off about 22-25 seconds. 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: 2016-02-20 20:04:36
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| [2016-02-20 21:14:02] |
| Yoda - Posts: 106 |
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Thank you for your efforts to resolve this matter. It's unfortunate that the information from CQG is vague and unclear. I guess we will see after the next SC release if this matter with CQG is finally resolved. I have now installed a utility to sync my system clock on a daily basis, so hopefully this will eliminate any issue caused by my system clock. |
| [2016-02-21 00:49:59] |
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It turns out the information from CQG was correct. We were a little bit suspicious about the 25 second difference but actually your Sierra Chart Message Log confirms this: Local computer UTC time and Server UTC time difference: 25 seconds. | 2016-02-19 07:47:02 But that in of itself should not be causing any problem. Whether it is, is another question but it should not. 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 |
| [2016-02-21 04:05:36] |
| User47643 - Posts: 13 |
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they did not indicate what actually closed the connection.
Well, insist they send you a copy of the WebAPI server log and the FIX Server log. |
| [2016-02-22 21:51:44] |
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Here is the information from CQG about the disconnection reported by Yoda: 02/19/2016 14:46:58.247
Heartbeat: Send ping request. Ping time 20160219T144658.247042. 02/19/2016 14:46:58.247 Message out: ping { token: "WebAPI Server Heartbeat" ping_utc_time: 429184247 } 02/19/2016 14:46:58.829 Message in: pong { token: "WebAPI Server Heartbeat" ping_utc_time: 429184247 pong_utc_time: 429159083 } 02/19/2016 14:46:58.829 Heartbeat: Pong received. Durations: ping -25164 ms, pong 25746 ms, roundtrip 582 ms. 02/19/2016 14:47:28.831 Heartbeat: Send ping request. Ping time 20160219T144728.831692. 02/19/2016 14:47:32.938 Real-time data delay exceeds threshold. Disconnecting user session See how we never send out the last ping, there is no “message out:”. We keep working on it. I think we’ve helped reduce but not eliminate the disconnects. So apparently they are disconnecting because the computer's clock is not set accurately. If the other program is not having a problem with this, then maybe it is independently keeping track of the time since connection and not using the computer clock. This can get kind of elaborate for something that should not be complicated to begin with. They should never be disconnecting based upon the timestamps in a pong. 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: 2016-02-22 21:57:40
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| [2017-05-20 08:13:31] |
| User13668 - Posts: 291 |
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Post #5 We do not know why Sierra Chart is not listed on that CQG page. We are asking CQG about this now.
Did you ever find out as SC is still not listed there. |
| [2017-05-20 08:14:42] |
| User13668 - Posts: 291 |
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Re post #11 But it does not hurt and should be helpful under some conditions for Sierra Chart to be sending periodic pings through both on the web socket and with the CQG protocol. We will send these every 20 seconds.
Did SC implement this? |
| [2017-05-20 18:36:31] |
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Not sure about post #16. Not sure if we heard back from them. It really does not matter to us one way or another. It proves absolutely nothing. In response to post 17, the answer is yes. 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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