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Date/Time: Tue, 11 Aug 2020 03:22:55 +0000



Performance Improvements with Sierra Chart Exchange Data Feed

[2018-02-13 02:55:22]
Sierra Chart Engineering - Posts: 88504 | Ending Date: 2021-04-05
We have just finished releasing software updates to greatly improve the performance of the Sierra Chart exchange data feed to provide extremely low latency between the source data feeds and the sending of data out from the servers.

This was inspired by all of the heavy market activity last week. While we did not hear any problem, other than one potential issue reported by one user (a delay of 1 to 2 seconds at times) which we did not ourselves notice or able to verify the actual source of, we always want to deliver the maximum performance we can.

Gradually we have been doing the updates over the last week, but this is now all finalized and released .

It is a major advancement in the overall architecture of the Sierra Chart market data handling which utilizes both Sierra Chart and a separate real-time server process. So even the latest releases of Sierra Chart also contain these performance improvements as well. It is drastically more efficient which avoids any unnecessary map lookups. No matter how fast the market is, data is always going to be delivered with extremely low latency and this is with handling data for hundreds of thousands of symbols. The main server we use, handles something like 70,000 symbols.

The options server handles over 250,000 symbols. (Update: Options processing has been moved into our main server because of the performance improvements)


Most importantly:

If you are not using the Sierra Chart Exchange Data Feed, and the vast majority of our users do not, you still can have problems with delays and serious lagging which originates with the particular data feed you are using. This is nothing that we can do about this whatsoever. If you want a good feed, use the Sierra Chart Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

The best performance is always going to be achieved with the CME data because it is those particular feeds, that we get direct from the exchange. The other feeds, are taken from Barchart.

While the Sierra Chart data feed has always delivered very low latency and excellent performance, we refer to this as a major improvement because of the underlying changes that are made to ensure extremely low latency no matter what the data flow is. Obviously though, if the data flow were tremendously extreme like hundreds of times of normal continuously, then would potentially cause an issue, but we do have ways of managing that with load distribution.
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: 2018-05-02 04:39:25
[2018-02-13 03:06:52]
Sierra Chart Engineering - Posts: 88504 | Ending Date: 2021-04-05
Also if you want to make the whole process complete for the most extreme performance, update to prerelease 1700 to take advantage improvements on the client-side as well.

On a technical side, one of the things that we did is rather than using a single map per sub exchange from the CME for looking up the associate symbol data objects every time there is an update for a particular symbol, we now use an individual map per multicast channel. This is especially helpful with the NYMEX which has a lot of symbols and is also very beneficial for the ES futures which has its own dedicated channel.

And is also especially helpful with options.

Now we want to also make a statement in regards to reality. In most cases you're not going to notice any difference with these improvements. you are not going to be able to see a difference just by looking at the data feed with the human eye. You may or may not see a benefit, when the market activity is very extreme. That depends upon whether there was any noticeable problem previously. But from a technical position, this is a major improvement.
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: 2018-02-13 03:09:31
[2018-02-13 04:34:06]
Sierra Chart Engineering - Posts: 88504 | Ending Date: 2021-04-05
If necessary there is further performance improvement steps that can be taken. Also, there is going to be a little additional work in the coming days for the US equities feed.
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.
[2018-02-22 18:47:26]
Sierra Chart Engineering - Posts: 88504 | Ending Date: 2021-04-05
We have completed the release of another performance improvement which has dramatically reduced CPU usage in the real-time server process which is going to lower the latency, and allow still very low latency, with high data rates due to increased market activity.
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: 2018-02-22 22:29:03
[2018-05-02 04:43:07]
Sierra Chart Engineering - Posts: 88504 | Ending Date: 2021-04-05
Additional performance improvements were released about two weeks ago with market depth data processing.

And today we released another performance improvement, not related to real-time data processing but with historical data processing. This was necessary because we were observing a bug apparently at the operating system level which was affecting the historical data downloading when downloading for a very large number of symbols.


After the initial decoding of data from the exchange feeds, there is no further decoding which occurs and essentially all processing is extremely efficient.
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: 2018-05-02 04:46:14
[2018-05-02 04:51:13]
Sierra Chart Engineering - Posts: 88504 | Ending Date: 2021-04-05
The CME themselves have also made performance improvements as documented here:
http://www.cmegroup.com/notices/electronic-trading/2018/04/20180423.html?#mpe

Sierra Chart directly benefits from these because we interface straight to the CME multicast data feeds. The link that Barchart has to the CME multicast feeds is a fiber-optic link, and our servers utilize a 10 Gb connection to the Barchart switch which the fiber-optic link goes into.
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: 2018-05-02 04:52:29
[2018-06-30 07:58:20]
Sierra Chart Engineering - Posts: 88504 | Ending Date: 2021-04-05
This past week additional performance and stability improvements with all Sierra Chart data feeds has been released.
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: 2018-06-30 07:58:44

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