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Date/Time: Sun, 28 Apr 2024 23:00:43 +0000



how many messages per second can be handled by SC?

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[2018-05-13 16:36:30]
User61576 - Posts: 418
is there any benchmark out there?
will there be any difference when using iqfeed vs. SC internal feed?
[2018-05-13 20:24:08]
Sierra Chart Engineering - Posts: 104368
Sierra Chart market data processing is immensely fast. It can easily handle in far in excess of 10,000 messages a second. How many really depends on the speed of the system. Probably even 30,000 or 40,000 messages per second would not be a problem.

There is a huge difference between IQ Feed and the Sierra Chart data feeds . The Sierra Chart data feeds can easily handle many tens of times of more messages per second.

There is simply no comparison whatsoever. IQ Feed is not even in a position to even come close. It is very substandard by comparison.
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: 2018-05-13 21:59:21
[2018-05-13 20:31:02]
Sierra Chart Engineering - Posts: 104368
The key differences between the Sierra Chart data feeds and IQ Feed are as follows:

-IQ feed uses text encoded messages which have to be parsed and interpreted. Sierra Chart messages are already binary encoded and can be used as is without any type of parsing or decoding. This makes a huge difference in processing reduction with the Sierra Chart data feeds.

-IQ feed messages require a lookup of the corresponding data object for the symbol using the symbol itself. Whereas the Sierra Chart messages just require an offset reference to the data object for the symbol. When tracking hundreds or tens of thousands of symbols this makes a big difference.

-The Sierra Chart messages are also much more compact and specific to the update type. There is a lot less overhead.

-Sierra Chart market data processing is also done on a separate background thread unlike IQ Feed.

So as you can see there is a drastic difference between the two. IQ Feed is in effect like a legacy data feed. The Sierra Chart data feeds by comparison are ultrahigh performance.
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: 2018-05-13 20:42:16
[2018-05-16 03:50:20]
User61576 - Posts: 418
btw, how many messages does each instrument has on a regular basis? any way to check this info?
[2018-05-16 04:17:38]
Sierra Chart Engineering - Posts: 104368
This we have no idea and no there is no way to check this. Also the concept of a message varies between data feeds. So it effectively is meaningless.
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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