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Date/Time: Wed, 25 Apr 2018 08:54:02 +0000



Different data when using DTC Sub Instance

Support Request:
[2017-10-31 00:28:50]
Usermb - Posts: 90
Using 1631
Using SC Data for real time data and CQG DTS with "Connect to Market Data Server" set to true (because of options data).
Charts are set to use "Combine Trades Into Original Summary Trade"

Could it be there is a bug when using a second instance of SC with DRC Sub Instance?
Behavior: the data of the second instance seems to be different, different ask/bid volume for certain trades than the data from the main instance which gets its data from SC Data ([M]). There is no [M] on the chart of the second instance, but I assume that is normal. Allow Support for Sierra Chart Data Feeds" is enabled for the second instance as well.

Means of testing: same symbol, same session times, time zone, intraday chart, filter trades of volume <= x completely (x doesn't matter), basically everything is identical across the two charts in the two instances. Then add a Cumulative Delta Bars - Volume study with Reset at Start of Trading Day. Now compare the close value at the end of the day across the two instances.
The main instance might show something like 6000 where the second instance shows only 150. Common theme across all symbols, the second instance has much smaller numbers.

If I "Delete and Download Data" in the second instance, the numbers from above are perfectly in sync across the two instances. Tested this behaviour with many Symbols.

Could it be the second instance doesn't get the data from SC Data but rather from CQG, and only upon deleting the data and redownloading it do I get the data from SC Data?
[2017-10-31 00:51:46]
Sierra Chart Engineering - Posts: 59414
Someone else pointed out something like this. We need to do some testing and see what the issue is.

At this point we do not know.
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.
[2017-10-31 01:01:09]
Usermb - Posts: 90
Please let me know if there's anything that I could do to help you identify the problem. This has bugged me for a while now, and only today did I figure it out, that the data was different across the two instances.
[2017-11-03 17:33:22]
Usermb - Posts: 90
Don't mean to put pressure on you, did you look into this? Can I help you in any way? It's kind of a pain to constantly delete data and download again to get the real picture intraday.
[2017-11-03 18:40:00]
Sierra Chart Engineering - Posts: 59414
Yes we did. We have been testing this for several days straight with 0% problem.

Obviously this is a major concern to us, but we do not know how to reproduce it. And it makes really no sense why there would be a problem to begin with. So it must be some kind of unusual condition.

We meant to follow up about this.

Use a chart with this disabled: "Combine Trades Into Original Summary Trade". And do not use any volume filtering. See if you still notice an issue.

Do the data in the charts look the same when you reload them after Chart >> Reload and Recalculate?
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.
[2017-11-03 19:08:30]
Usermb - Posts: 90
I have already tested with Reload and Recalculate (Ins key), it doesn't help.
Only delete and download helps.

Also tried with disabled "Combine Trades...". The data appears to still be different: the Cum. Delta Value for the same time window is different and not by just a few bits.

I suspect the first data (received real time from the DTC Server) is the CQG Data, the second (after delete and download) is the SC Data.

What I want to do is test as follows:
- one instance running as it is now acting as DTC Server: the charts use CQG symbols, data comes from SC Data i.e. [M] mode, [M] being displayed on the charts
- a second instance client using the DTC Server from above, also with the charts using CQG symbols. There is no [M] displayed in this case on the charts.
- a third instance using pure SC Data and SC Data symbols, will be using this as reference

Compare the data from the second instance to the third, both before and after delete and download.
Could you please temporarily enable a second connection for my account for testing this?
Date Time Of Last Edit: 2017-11-03 19:09:23
[2017-11-04 01:22:30]
Sierra Chart Engineering - Posts: 59414
We are going to hide post #7 because it is unrelated to this thread.
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.
[2017-11-04 01:44:50]
Sierra Chart Engineering - Posts: 59414
No it is not related. We see you have hidden the post because you probably recognized this. We know what we are talking about here. Any further posts in this thread on an unrelated subject will be deleted.
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.
[2017-11-08 04:46:54]
Sierra Chart Engineering - Posts: 59414
In response to post #6, we are doing testing on this now and we apologize for the delay.

Just give us a few more days to figure this out.

Could you please temporarily enable a second connection for my account for testing this?
We could, but we really have to duplicate this issue on our side to see what the problem is.
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.
[2017-11-16 00:07:31]
Sierra Chart Engineering - Posts: 59414
We have done several days of testing on this and still cannot reproduce the problem and we do not know why it would even occur to begin with. There is a 100% match between the main instance and the sub instance with chart data and also any volume related studies.

Do you notice the problem when charting just one symbol in the sub instance? We tested 2 symbols.

And we did also use CQG and the Sierra Chart Exchange Data Feed in the main instance. No problem at all.
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: 2017-11-16 00:08:24
[2017-11-17 22:47:07]
Usermb - Posts: 90
Since I now have a second connection to test it, I can actually confirm that this problem is still present, even when the CQG connection is not used at all.

Here is how I tested:
1.
Installed SierraChart in a new folder (SC1)
Started and connected it to SC Data - All Services (Intraday data storage unit is Tick)
Enabled DTC Server

2.
Installed another SierraChart in a new folder (SC2)
Started and connected it to DTC from instance one (Intraday data storage unit is Tick)

3.
Loaded a chart for GCZ17 with Number of Trades per bar set to 1 and Days to load set to 2

4.
Let it run for a while, from 16:22 to 16:59:59 ET

5.
Dumped all data from that chart to a CSV text file of the format
"year;month;day;hour;minute;second;millisecond;close;volume;bidVolume;askVolume"

6.
Scrolled to the beginning of the chart and did a "Delete and Download Data"

7.
Dumped the data again

8.
Compared the files with each other, there are differences

See the attached files
imageGC_Diff.PNG / V - Attached On 2017-11-17 22:46:31 UTC - Size: 123.95 KB - 45 views
Private File
[2017-11-17 23:16:25]
Sierra Chart Engineering - Posts: 59414
Can you attach your Sierra3.CFG file for both of these instances. They can be privately attached. But they do not contain any sensitive information.
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.
[2017-11-17 23:36:18]
Usermb - Posts: 90
Here they are.
They do contain some private stuff, please don't make public, best would be to delete them after you download them. Thank you.
Date Time Of Last Edit: 2017-11-22 20:44:01
[2017-11-22 21:52:13]
Sierra Chart Engineering - Posts: 59414
The reason we were not able to recognize the problem from what we can tell, is that this issue solely relates to using the option to combine individual trades back into the original summary trade. Otherwise, we do not see how there could ever be a problem and we do not observe a problem either.

The flag on a trade which is necessary to recombine trades into the original summary trade was not passing through to the DTC sub instance. We have now added that flag.

This will be out in the next release and if you still have an issue let us know.
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.
[2017-11-28 22:11:19]
Usermb - Posts: 90
It appears the problem was indeed related to recombination, although I was pretty sure it happened without it as well.
In any case, thank you very much for fixing it!

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