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Date/Time: Fri, 19 Jan 2018 17:45:43 +0000



[Locked] [Sticky] - What is Sierra Chart Working On

Support Request:
[2017-01-11 00:41:25]
Sierra Chart Engineering - Posts: 56289
We thought we would start this quick thread to talk about what Sierra Chart is currently working on.

At the moment, the main thing we are working on is a new network communication socket core. We should have this out next week. And this is also going to update the network socket communication on our servers as well which will improve performance and stability.

We are also doing some chart drawing work, and Subgraph styles.

Installation of two new high-performance servers.

Some big items we want to do this year are:

Many enhancements to ACSIL
Millisecond timestamps
Futures options support for SC data feed
CME market by order
Some additional DTC functionality
Trade bundling and unbundling for SC data feed.
Historical market depth data
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2017-01-11 08:11:23
[2017-01-19 05:49:00]
Sierra Chart Engineering - Posts: 56289
Also we want to remind users once again that we are at the limit of what we can handle in regards to suggestions. We have more than enough to keep busy with the next 2-3 years.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-01-22 02:47:42]
Sierra Chart Engineering - Posts: 56289
Today we finished the development of the new network socket core for Sierra Chart. This new network socket core uses the high-performance Windows sockets API and is multithreaded.

It is now running on most of our servers.

This coming week we will be adding TLS support for it and then it will be released within Sierra Chart.

This new network socket core supports data processing on a background thread when using DTC connections.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2017-01-22 02:48:10
[2017-02-28 02:46:10]
Sierra Chart Engineering - Posts: 56289
These are the next major tasks we plan to work on:

-Major ACSIL enhancements

-The ability to modify chart drawings that are copied from another chart, on the destination chart (Chart they were copied to)

-Updating of all of the specialized market data columns on the Chart/Trade DOM during a chart replay


There are also various small items we will be working on in the coming months.

Once we finish with some chart drawing stuff, we will begin to create a new window to display market by order data.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-02-28 02:47:22
[2017-06-11 07:08:09]
Sierra Chart Engineering - Posts: 56289
One thing we are going to do this week is add a new setting to Chart Settings to adjust the rollover amounts for back adjusted continuous futures contracts, for each individual contract month.

This is necessary because sometimes users want to make these changes and the way it is now, is difficult, and not always permanent.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-06-24 21:20:51]
Sierra Chart Engineering - Posts: 56289
Hopefully this week we should be done with completing support for recombining/bundling CME trades into the original size/quantity trades.

This feature is only going to be available when using the Sierra Chart Exchange Data Feed and only be effective for trade data starting this week or next.


Also, the combining of trades, is only going to be for trades at the same price. If a larger order, matches up with orders at multiple price levels, which is less likely with liquid markets like the ES, those will still be separate because they are reported as separate trade summaries.

Also our CME Multicast processing code which separates a trade summary into smaller trades, has been rewritten. Not that there will be much difference, but there may be a small degree of improvement.

The splitting of trades is actually somewhat complex, due to the fact that there are certain situations involving spread trades, which generate implied trades, opening and velocity logic events and packet loss, all which causes significant complexity in accomplishing this.

All of the orders which are matched at the open of a futures market on the CME or after a velocity logic event, are now all going to be reported separately and not as one summary as Sierra Chart previously has been doing. IQ Feed does report them separately. The CME recommends reporting them as one. But for consistency we will report them separately.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-06-25 22:23:08
[2017-06-27 00:55:13]
Sierra Chart Engineering - Posts: 56289
In regards to post #6, we tested our new trade splitting algorithm for the CME multicast feeds today, and our result matches IQ Feed 100 percent exact.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-06-28 23:03:34]
Sierra Chart Engineering - Posts: 56289
Another item we are going to try to get done soon, is when a Chartbook is hidden, all of the chart windows will actually be destroyed rather than hidden. This will conserve system resources because Microsoft Windows does have problems when there are too many windows created.

Even a window like the Trade Window consists of a lot of smaller sub windows.

In extreme cases, this can lead to instability in Sierra Chart when the operating system fails to create a window or it self gets unstable when there are too many windows.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-07-14 13:15:57]
Sierra Chart Engineering - Posts: 56289
This is expected to be out next week:
support for recombining/bundling CME trades into the original size/quantity trades.

The development is complete and we are finishing with testing.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-10-02 10:03:41]
Sierra Chart Engineering - Posts: 56289
The next notable areas of development are as follows:

Various work related to chart bars. Also including the ability to build custom bars using ACSIL efficiently.

Ability to load data for multiple symbols into the chart which share the same timeframe as the main symbol.

Study Summary window (More details to come later).

There is a lot of development we do each and every single day that is not really being noted on the What is New page. We try to make notes about the more significant items though. We are just trying to get through a lot of the development as quickly as possible. We are updating the main Sierra Chart documentation as it is done.

We still intend to get millisecond time stamping and market by order out before the end of the year.

Keep your questions to a minimum on this Support Board so that this does not take too much of our time away from development.

Many of the discussed in this thread are done including:

-The ability to modify chart drawings that are copied from another chart, on the destination chart (Chart they were copied to)

-Updating of all of the specialized market data columns on the Chart/Trade DOM during a chart replay

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-10-02 10:07:00
[2017-10-21 09:51:51]
Sierra Chart Engineering - Posts: 56289
Effective with version 1626, it is possible to use your own custom icon at the top left of the Sierra Chart windows and on the system taskbar.

Simply place a Program.ico file with your own custom icon in the installation folder for Sierra Chart. It will be automatically used.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-11-27 10:29:41]
Sierra Chart Engineering - Posts: 56289
These items still need to be worked on:
Ability to load data for multiple symbols into the chart which share the same timeframe as the main symbol.

Market by order out before the end of the year.

We are going to try to get out today or tomorrow, estimated position in queue. That has been asked about many times and we just decided to get it done in the last day or two. It really is not that hard, just had to be thought through. Total development time is probably about four hours.

There is also going to be greater effort on crypto currency related development in the coming months. This is going to be handled by separate developers so it does not interfere with our other main development.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2017-11-27 10:32:10
[2017-11-29 09:13:13]
Sierra Chart Engineering - Posts: 56289
In regards to millisecond time stamping, this is going to be held off for a couple of months. We need to create a new SCDateTime class which uses an integer.

Otherwise, this task is just to tricky and not comfortable and well structured.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-01-12 03:33:48]
Sierra Chart Engineering - Posts: 56289
We have started work on the CME market by order processing to expand the number of market depth levels for the Sierra Chart Exchange Data Feed. Should be out no later than the middle of next week.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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[2018-01-12 18:51:36]
Sierra Chart Engineering - Posts: 56289
In regards to market by order data to create additional levels of market depth for the CME for the Sierra Chart Exchange Data Feed, we are definitely not going to get this out, next week.

We see some very significant complications with this. First of all, we are very concerned about the performance impact of processing this data. It is going to have an impact. How much latency it will introduce we are not totally sure.

And we also see a problem where it is very easy for the state of the market depth to be slightly inaccurate due to data loss. It is processing wise intensive and/or complicated to recover from this.

And we also have to finish with other market depth enhancements first before this can be properly supported.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2018-01-12 18:52:57
[2018-01-12 23:28:04]
Sierra Chart Engineering - Posts: 56289
Actually we should be able to get market by order out no later than the middle of this coming week.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2018-01-12 23:35:01
[2018-01-14 09:08:01]
Sierra Chart Engineering - Posts: 56289
As we continue to work through the CME market by order data, to create additional levels of market depth, this indeed is difficult. It is not going to come out this coming week.

There are a lot of complications with this. The problem is, this data creates increased latency and faulty depth data, at least beyond the first 10 levels, in the case were there is any data loss which is inevitable. Trying to correct that faulty depth data is a ridiculously intensive process which we would not do.

We really do not think this was ever designed properly from the CME. The whole concept of transmitting mass amounts of information like this on a multicast feed without any ongoing corrective data, fundamentally makes no sense. Not to mention that it is very confusing with the way that is sent with template extensions, and different templates for the same data.

So we are quite worried, about the potential delays processing this data will introduce into the Sierra Chart Exchange Data Feed for CME data.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2018-01-14 21:34:21

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