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Direct MessagesDate/Time: Tue, 30 Apr 2024 03:22:51 +0000
30 second Data drops with both CQG & AMP, + 2 different ISP's - for two months now.
View Count: 6657
| [2018-10-01 21:07:49] |
| TraderTen - Posts: 80 |
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The only conclusion I can draw it is an AMP issue since I get same result with diff. data and ISP's. Do you see anything in the attached log that would shed light on this problem? |
Private File |
| [2018-10-02 01:07:20] |
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This is a very common problem: CQG Trading Platform Service: Frequent Server Disconnections when Using CQG We lost all hope with CQG to take interest and resolve this issue. We are going to develop an alternative solution with TT. 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 |
| [2018-10-02 01:11:20] |
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But actually we can see your issue now that we look at the log that it is with Rithmic. But you also mention CQG. So that is interesting. But in any case we think the TT solution will be solid because we will be routing the orders and providing the data feed and we are not aware of any connectivity problems to our servers. 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 |
| [2018-10-02 04:57:02] |
| TraderTen - Posts: 80 |
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Yes, you are on the right track. Though what is TT? Trading Technologies? and when will this solution be available? Finally, just to clarify, for two months on both data feeds I get 5 minutes of data and 30 seconds of nothing all throughout the trade session...they say they have had no complaints, but I find that hard to believe. So please update me on your solution. |
| [2018-10-02 05:29:55] |
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We hear about more of a problem with CQG but not really an interruption of five minutes. Just simply a lost connection and an immediate reconnect after. So it is more of an annoyance than anything. But sometimes it can have an effect on order entry. Rithmic sometimes we hear about issues but there can be all kinds of causes of those. TT is trading technologies. We hope to have this out in about 60 days. But it could perhaps be longer. 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 |
| [2018-10-02 22:12:15] |
| User13668 - Posts: 291 |
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Re post #5 - doesn't TT suffer from inaccurate Bid/Ask data though? Or will this have been fixed up by TT as part of your revised solution with them?
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| [2018-10-02 22:17:56] |
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The plan is to use our data feed (SC Exchange Data Feed) with TT order routing . The TT FIX data feed would not be used.
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 |
| [2018-10-03 11:51:20] |
| User657944 - Posts: 173 |
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Very interesting please keep the sierra chart community updated on this development thx
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| [2018-10-29 17:07:53] |
| TraderTen - Posts: 80 |
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I am still having the data-drop issue, even after changing to Rithmic with AMP Futures. Also, I changed ISP to see if that was the issue, but no, still get approx. 5 minutes of data, then 1 minute with a data-freeze. The other day, after I begged AMP for a solution because I can not trade under those circumstances. They said disable Windows Firewall, which I did (along with my AV firewall). Result: still no help. However, today while SIM trading I set up one of your Stats symbols onto the chartbook (TRIN-TF), and guess what? During the next interruption period where Rithmic/AMP data was frozen, the Sierra Chart Stats worked fine and were not interrupted. While I still do not have the solution, I will now go back to AMP and lean on them to find a fix, as it would seem to not be on my end, or with Sierra Charts. Also, I pray every day that you will get the SC/TT data solution up and running asap! |
| [2018-10-29 17:35:08] |
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We see you are using the Sierra Chart Exchange Data Feed. Is the symbol you notice this problem with using data from that data feed? You can tell because at the top of the chart after the symbol you will see [M]. 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 |
| [2018-10-29 18:00:13] |
| TraderTen - Posts: 80 |
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No, there is no [M] there on any of the Futures symbols from the Rithmic feed. However, on the Stats symbol:(TRIN-TF), yes, there is an [M] after that one (Exchange). However, that feed is working fine, even when the Rithmic feed freezes, the Exchange feed keeps feeding Stats data without interruption. In addition to this Trading platform, I have a Historical SC charting setup, and just checked that, and no [M] after those symbols either. On the title bar for that feed it says: SC Data - All Services. |
| [2018-10-29 18:25:16] |
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The Sierra Chart market statistics data feed is different than the Sierra Chart Exchange Data Feed. You can use the Sierra Chart Exchange Data Feed when using Rithmic. Just follow the instructions here: Sierra Chart Exchange Data Feed: Integration with Trading Services This is so long as you are using a live trading account and not the paper trading server. Otherwise, this is not going to work. 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 |
| [2018-11-13 17:15:09] |
| TraderTen - Posts: 80 |
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I still have the data issue referred to above with AMP/Rithmic, and in the log during a data drop today, I noticed a text line in the log which points to a possible issue with my hardware/software. See attached clip which shows the log message. Does this suggest anything to you by way of problem/solution? PS. I still am working on switching to Sierra Chart Exchange as you suggest above. Here is the relevant log clip: DTC Client socket (3) | Socket gracefully closed by remote side. | 2018-11-13 08:32:16 DTC Client socket (3) | Close event error. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2018-11-13 08:32:16 * DTC Client socket (3) | Received socket Close event. | 2018-11-13 08:32:16 DTC Client socket (3) | Signaling to core to close socket | 2018-11-13 08:32:16 DTC Client socket (3) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2018-11-13 08:32:16 DTC Client socket (3) | Closed. | 2018-11-13 08:32:16 SC DTC Data with Market Depth | Disconnected from the server. | 2018-11-13 08:32:16 SC DTC Data with Market Depth | Data feed disconnected. Will reconnect in 2 seconds. | 2018-11-13 08:32:16 SC DTC Data with Market Depth | Connecting to the server ds4.sierracharts.com. Port 443 | 2018-11-13 08:32:18 DTC Client socket (1) | Creating socket. | 2018-11-13 08:32:18 |
 2018-11-13 log clip.png / V - Attached On 2018-11-13 17:01:00 UTC - Size: 33.53 KB - 289 views Attachment Deleted. |
| [2018-11-13 18:09:32] |
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That particular message relates to a lost connection to the Sierra Chart data server and it does not indicate any problem on your side necessarily. But that server is different than the servers used for the Sierra Chart Exchange Data Feed. 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: 2018-11-13 18:09:55
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| [2019-01-02 19:54:47] |
| ged - Posts: 233 |
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I am experiencing the same issue, dropped data for a number of seconds, several times a day on many days. Also, I have the identical message as the one above showing up from time to time in the Message Log. Has your issue been resolved, and if so, how did it get resolved? Thanks much for your anticipate response. |
| [2019-01-02 20:50:35] |
| TraderTen - Posts: 80 |
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Yes ged, I still have those same issues. I have gone another few steps in that I am now using SC Exchange data. While it seems more reliable, it also is affected by the data interruptions. I now have completed a comparison of running the feed on a second computer to see if it might be hardware-specific. Unfortunately, while one is better, it still has the same issues: live data for 5 minutes or so, then no data for up to a minute. The B test machine is older and less powerful that the A machine, where the problems are a bit worse. So, going to send the A machine to the shop where they will test for malware and/or hardware issues. Will report back the results. |
| [2019-01-02 21:23:55] |
| ged - Posts: 233 |
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Thank you for getting back to me, and sorry to hear you are still fighting this. It is a very frustrating situation. Have you taken a look at some of the details of your Internet connection(s), such as packet loss and ACKS? That's an area I'm looking into now. I have a VPN which gives me considerable flexibility as to the location of the server I use. Also, due to this problem, through that VPN I use two ISP's and bond them together for redundancy and speed. (I'm in not a great area for wonderful Internet service so the VPN is very helpful.) If this is of any interest to you let me know and I'll tell you who I'm working with. Just very generally, what area are you located in? (I'm in a small population area in the Pacific NW but inland a bit.) Good luck with the issue. |
| [2019-01-03 00:19:24] |
| TraderTen - Posts: 80 |
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I am in Phoenix, ged, where internet is pretty good, usually 50mbs. I am not so proficient to be able to diagnose packets, etc. but if it could be an issue, would be worth a try. However, since I have tried 2 isp's with same result, that is down on my list of the things to try. Next step is to have a tech examine the PC, though even that probably will not reveal too much since two of them exhibit the same issue. May have to just use stops on every trade. For the time being, I have stopped trading, due to risk from data drops. My name is Bill, thx for your feedback. |
| [2019-01-03 01:13:50] |
| ged - Posts: 233 |
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Thanks for getting back Bill. I'm working with a tech in the San Francisco area via phone and Chrome Remote Desktop. He's a good guy and pretty sharp. He has the ability to analyze the packets, ACKS, strength of various Internet connections (especially in my case since I have the VPN and several choices of server location - we're testing different ones right now). If he solves my problem I'll let you know. Also, would appreciate it if you make any breakthroughs on your end. This pesky problem simply has to be solved. Best, Ged |
| [2019-01-05 00:09:06] |
| ged - Posts: 233 |
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Bill, I ran several tests today during SC data freezes using MLabs (https://www.measurementlab.net/tests/ndt/) Each test was absolutely clean: no packet loss, no ACKS, etc. No problems evident at all in test after test on a day I experienced multiple SC data freezes. You might want to use measurementlab yourself and see what you can find out about the quality of your Internet connection. |
| [2019-01-05 02:31:24] |
| TraderTen - Posts: 80 |
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Ged, this is very interesting; I believe I will try this on Sunday/Monday when markets open. Also, I have had more insight into my situation with the same problem. I monitored my two PCs that I run the trading account off of, which has Sierra Exchange data, and AMP/CQG for trading platform, and Sierra Chart Exchange data. If you look back on this thread you will see that SC is not a fan of CQG (as well as other providers, in other instances). They are also routinely critical of how much these data platforms charge for their services (including the exchanges). With this issue, I believe we should, like investigators do, and that is start with the hypothesis of 'who benefits' from these outages, since they absolutely recur throughout the trading day? My first take on that is the data providers (only to the extent that they may get execution/activity fees. The others would be primarily brokers and exchanges who would be possible beneficiaries of anomalies such as this, which could cause the transaction activity to increase. Though for the exchanges to fiddle with the stream would mean they have to split it off at some point, and give the 'retail side the junk data (meaning dropped data). That would be hard to believe, but not impossible to do. In fact, the HFT boys would love to have some of their competition slammed with corrupted data. Therefore, among the possible winners would be brokers and exchanges, as well as HFT firms. In the end, our job is not to assign responsibility, but rather to find the solution, or simple avoid trading in such an environment altogether. After all, this kind of hurdle reduces the odds of making money under such a handicap. Anyway, enough of that digression, here is what I discovered in the last day. After monitoring both trading PCs, it turns out that #A1 has at least 3x more data loss-incidences than PC #A3. Furthermore, I have a non-trading PC (#A2) [all are Windows machines], with Sierra Historical data for many years (I believe it is Barchart data). On this PC, I monitor Bitcoin a lot (BTC) from Bitfinex, which runs 24/7. And while a few hours is not as robust as the other Daily, multi-hour instances, it turns out that so far, there has not been one instances in the Data Log that would indicate any instance of recovery from data interruptions. Furthermore, I have watched the live BTC chart and log while doing other tasks, and no anomalies have occurred in two hours. Whereas, in two hours of data on the other instances with the futures data, there would be at lease four and sometimes a lot more, within an hours time. Thus, it would seem that BTC, might be a trading option, if we can not solve the freeze/drop data issue. Frankly, I am watching one of my charts with a 1 range bar setting on BTC, and it trades as sweet as any futures contract I have traded. Meaning that it should be easy to trade. If you know anything about BTC, maybe you can tell me what the tick value is in this latest excursion of 5+ minutes: High: 3996, Low: 3979, High: 3994. The total gain if you entered and exited as above would be: 32 ticks or points, what ever they are called. Any idea what that would be in dollars? And in the last 11 minutes the ticks when up by +14. Let me know if you have any thoughts on this, Ged. Bill |
| [2019-01-05 05:23:18] |
| ged - Posts: 233 |
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Know very little about Bitcoin, have never traded it, but it is heavily traded. Believe one CME contract represents 5 Bitcoins; a tick is $5, and a point is $25/contract. I primarily trade the ES. Do you trade the index futures? I agree with you that we have to be a bit like detectives in trying to solve our data problems. I'm not qualified to go deeper than I have, but the tech I'm working with is planning to dig quite deeply into the network to see if he can find my problem(s). Your comments about a distinct difference in data freeze frequency between your two computers is very interesting. Are their major differences between the two computers in terms of Windows version, processor, RAM, etc? Let's keep sharing information as pertinent. Maybe we can help each other get this resolved. |
| [2019-01-07 07:13:13] |
| TraderTen - Posts: 80 |
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Well Ged, while I did not do the Line monitor test, I spent lots of time in front of both machines today, with one surprising result: The newer, more powerful machine again had the worst performance by a long shot: in two 1/2 hours, there were 32 instances of dropped data or shutdown/restart (far worse than any session I can remember). Contrast that with the older machine for a similar time period had maybe three (which was from observation as I was working on it the whole time). This is quite depressing because I was going to test some trades on the newer machine, but now that is out of the question, and will have to take it in for a diagnostic. Thus, even though the laptop has a jerry-rigged monitor complement, I think I will have a go at some live trades soon, while the other one is in for tests. I will use a timer to start as soon as an interruption occurs, with the expectation that I will have 2-5 minutes between interruptions. Since I just scalp for a point or two, I am usually in a trade for no more than a few minutes. |
| [2019-01-07 14:21:45] |
| ged - Posts: 233 |
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That is very interesting Bill. My machine is also relatively powerful. Would very much like to know what you learn from the diagnostics on your more powerful computer. Tech is soon to do more extensive deep testing for me. Will let you know if anything interesting comes to light. |
| [2019-01-17 17:44:23] |
| ged - Posts: 233 |
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Bill, want to let you know that my data freeze issue has been 100% successfully resolved. The cure for my situation involved adding a 2nd instance of SC (and I actually have added two instances, 3 in total). If you would like additional information feel free to get in touch. |
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