Support Board
Date/Time: Sun, 11 May 2025 23:11:38 +0000
SC data issue
View Count: 1090
| [2016-05-11 14:59:16] |
| User11942 - Posts: 298 |
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Hello SC team, please take a look at the charts. Looks like there was a problem with the data handling at the time of EIA release today (10:30 EST). I didn't check other symbols. Thanks. |
 F.US.CLEM16 [M] 1 Min #1 2016-05-11 10_42_56.273.png / V - Attached On 2016-05-11 14:56:42 UTC - Size: 57.13 KB - 286 views F.US.CLEM16 1 Min #1 2016-05-11 10_43_27.519.png / V - Attached On 2016-05-11 14:56:58 UTC - Size: 57.86 KB - 255 views T&S_CLE_20160511.png / V - Attached On 2016-05-11 14:57:15 UTC - Size: 30.9 KB - 250 views |
| [2016-05-11 16:49:33] |
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Yes, we do see this and it is due to packet loss at that moment in time. We do not know if this occurred on the Barchart network or it related to an extremely high data rate. But we will see if we can figure this out. It is unusual to see this. We would not expect it. But we have seen occasional packet loss issues on the Barchart side which is the cause of 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: 2016-05-11 16:56:03
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| [2016-05-11 17:08:58] |
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We have contacted Barchart to find out what packet loss they experienced on the network. We will then do some comparisons. We will also patch the missing data now. 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: 2016-05-11 17:09:28
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| [2016-05-11 17:21:05] |
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We have confirmed that this was on the Barchart network switch side. Our own server actually recorded more data than the Barchart server. For the second that experienced packet loss (10:30:00), Barchart shows 416 trades, the SC data feed has 577. The actual trades is 1356. There is no data loss the following second. 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: 2016-05-11 17:21:23
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| [2016-05-11 17:42:00] |
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We have provided Barchart full details of this. and also brought this to the attention of Barchart management. We are doing our best with it. 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 |
| [2016-05-11 18:03:39] |
| User11942 - Posts: 298 |
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Thank you for the updates. Yes, it was very surprising to see such a glitch. However, I hope Barchart is going to fix the problem.
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| [2016-05-11 18:04:24] |
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Actually, the Sierra Chart data feed did very well even though you do notice the gap. We checked CQG and they transmitted half the volume. Although you do not see the gap, the volume from CQG was 995 for that second (10:30:00). The Sierra Chart data feed volume is 2018 for that symbol. We are also checking this further and noticing the CQG data feed was lagging. The Sierra Chart data feed did not lag. So it appears our prior conclusions were wrong. The Sierra Chart data feed performed much better than 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: 2016-05-11 18:08:32
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| [2016-05-11 18:14:09] |
| User11942 - Posts: 298 |
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Actually, native CQG volume is 2705 for that second. I didn't check what they transmitted via WebAPI.
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| CQG_CLEM16_1s_20160511.png / V - Attached On 2016-05-11 18:13:27 UTC - Size: 44.95 KB - 253 views |
| [2016-05-11 18:17:19] |
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Nevertheless, the CQG Web API transmitted far less volume. For that second the IQ feed volume is 3175. So you can see that everyone has experienced some packet loss which is inevitable as we know. Whether IQ Feed did or not, we do not know but we would expect at least a small amount. Anyway, our attempt to patch this from another source has reduced the amount of volume for that minute. We are going to revert the patch in about 10 minutes. 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 |
| [2016-05-11 18:44:16] |
| User11942 - Posts: 298 |
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I also didn't notice any lag with SC feed at that post-EIA time. Packet loss is inevitable for any feed. Technical issues do happen time to time (and it's absolutely normal), so I don't really want to jump into any conclusions here. The question is how often those technical issues happen and how vendors handle the problems. From that point of view SC feed looks good, especially when compared to some other providers. IQ feed volume seems unrealistically high (or may include spread legs). From what I can see, 2700+ is an average volume for 10:30:00 at least with 3 different feeds (but I don't have IQ feed). Date Time Of Last Edit: 2016-05-11 19:19:57
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| [2016-05-12 17:09:25] |
| User11942 - Posts: 298 |
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We checked CQG and they transmitted half the volume. Although you do not see the gap, the volume from CQG was 995 for that second (10:30:00).
I did have some time today and checked CQG WebAPI data. Please take a look at the screenshot. It's showing exactly 2705 contracts traded. Please note, I didn't perform re-downloading. It is as it was recorded yesterday on my system. I guess there was a sort of confusion with volume/trades during yesterday discussion.There are also gaps in data for N and Q, possibly for other NYMEX contracts. The EIA release readings were very surprising for majority of market participants what resulted in very abrupt and strong move in crude and products prices. Date Time Of Last Edit: 2016-05-12 17:28:50
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| F.US.CLEM16 1 Sec #1 2016-05-12 13_07_15.500.png / V - Attached On 2016-05-12 17:08:21 UTC - Size: 31.46 KB - 270 views |
| [2016-05-12 18:18:53] |
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We see the reason for the confusion. We were looking at the volume. When we look at the total volume for 10:30 we do see the complete volume but the time stamping at the beginning of the minute is off slightly. 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 |
| [2016-05-12 18:24:19] |
| User11942 - Posts: 298 |
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Okay, got it. How can one see historical sub-second time stamp in Sierra? |
| [2016-05-12 18:41:55] |
| User11942 - Posts: 298 |
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Please ignore the question in the previous post. Figured it out.
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