Login Page - Create Account

Support Board


Date/Time: Fri, 29 Mar 2024 05:02:11 +0000



SC Exchange Data feed Issue

View Count: 1261

[2018-10-09 14:48:03]
YSS - Posts: 105
I subscribed to the SC futures data, one question, is this Barchart data (I had to sign documents from barchart when i enabled the trial?)

This is a bad feed. It halts at the open with big movements, I compare it to Trading Technologies TT PRice ladder) and the TT ladder have moved and the sierrachart chart is freezing up for a few seconds.

This is happens randomly but mostly at the open or last Friday with Non farm payrolls.

if the trial is different than barchart for the SC data i will check that out otherwise I will cancel because this feed is bad.

Thanks
[2018-10-09 15:05:58]
Sierra Chart Engineering - Posts: 104368
This is the first time we have had a report like this. Tell us what symbol you notice this with. Perhaps it is due to the recent release of the additional market depth levels in which case we would have to remove them if it is causing this problem. We have never had a report like this before.

If indeed the problem is from our side, we can solve this. So just give us a chance to look into this. We will remove the additional levels of market depth from one of the servers after the close.
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
[2018-10-09 15:48:41]
YSS - Posts: 105
Thanks, if you look at the S&P500 e-mini from last friday morning, just after release of the non - farm payroll data

very clearly, the chart stopped several times updating after the release of this important number

i noticed because my price ladder to place orders in TT X-trader kept jumping up while my chart in Sierracharts just stood still for several seconds.

I hope you have a way to investigate this with data from last Friday.

Cheers
[2018-10-09 16:02:48]
Sierra Chart Engineering - Posts: 104368
We have no way to look at this with past data other than to say we see no data loss at all from the CME feeds on that day. We have not heard of an issue like this before, at least not to such an extent, but if it is indeed an issue on our side we would suspect it relates to the additional levels of market depth data.

We are not noticing any obvious additional load from that data on the actual processing of the CME feed but the transmission of it to users may be where the problem lies assuming this is an issue on our side (Which still has yet to be determined). There can be all kinds of causes of an issue like this including network issues outside of our systems.
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: 2018-10-09 16:05:24
[2018-10-10 00:27:12]
Sierra Chart Engineering - Posts: 104368
We disabled the market by order functionality on one of our servers for the ES and NQ. You will know you are connected to the server because you will only see 10 levels of depth. So let us know if you notice the problem over the next few days and we will also be monitoring this as well. If you see more levels of depth and you have the problem just reconnect to the data feed:
File Menu: Procedure to Reconnect to the Data and Trade Servers

and see if the problem goes away.

There are three potential causes. It could be at the market data feed processing level. It could be at the real-time serving level. Or it could be completely external and not an issue on our side.
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
[2018-10-10 07:45:01]
YSS - Posts: 105
Ok thanks
[2018-10-26 19:58:57]
Sierra Chart Engineering - Posts: 104368
We think we might have determined the reason for the issue. We have had a few reports of this. But it is isolated to just some users. We have increased the outgoing socket buffer size on our server used for individual clients. This was done yesterday evening.

We have been doing some other things previous to this, which may or may not have helped. Assuming you are not going to renew you will still have access to the data feed until Wednesday of next week. So please let us know if you see any further problem.

Whatever the issue is, we will get it resolved. And we do think this problem is related to the additional market depth levels because it directly coincides with that. Previous to this we have never had a report of a problem like this.



Update:

Also, what we also realize after looking into this further is that if increasing the buffer size is solving the problem and understanding how all of this works, most likely it does indicate that there is an issue with your network connectivity at that time. Or the outbound connectivity between your computer and our server. And that could be anywhere along the line.
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: 2018-10-26 21:36:46
[2018-10-27 07:44:27]
YSS - Posts: 105
Thank you, let me check it again.

You type:

Update:
most likely it does indicate that there is an issue with your network connectivity at that time. Or the outbound connectivity between your computer and our server. And that could be anywhere along the line.

My logs from my Cisco Router on my fibre internet indicates 0% tcp packet loss during these events and as previously stated the Price Ladder on TT (trading TEchnologies X-trader) kept going strong, it was your barchart feed who stopped. TCP/IP resends lost packets send from your server to me when packets are dropped, that's why they have a sequence in the TCP/IP packets, tcp/ip guarantees complete delivery of the packet, what you say packets gets lost during transfer over the internet doesn't make any sense. I have no idea what you are alluding here.

Cheers
Date Time Of Last Edit: 2018-10-27 08:10:20
[2018-10-28 01:18:43]
Sierra Chart Engineering - Posts: 104368
TCP/IP resends lost packets send from your server to me when packets are dropped, that's why they have a sequence in the TCP/IP packets, tcp/ip guarantees complete delivery of the packet, what you say packets gets lost during transfer over the internet doesn't make any sense. I have no idea what you are alluding here.
This is not what we are referring to. We are referring to the other direction.


With regards to our claim of the network connectivity issue between your system and our server with sending acknowledgments, from your side, this is not to shift blame or responsibility but it is just the providing some background explanation. The solution does lie with us and we have implemented a solution.

We have determined that our use of overlapped network I/O is not the most efficient. What we suspect has happened is that when there was a delay of several seconds there was not a timely acknowledgment on your side of the received packets and there was a delay with the I/O completion event leading to the problem. This issue could have been on the Barchart network side, we do not know.

Now our conclusion may be incorrect but that is our best analysis at this time. Part of this is making some educated guesses based on observation as to certain behaviors at the operating system level which we cannot know. Certainly an issue like this has caught us off guard. Most users were and are not affected by this. We are only aware of about 4 to 5. And we never observed this ourselves even with a higher latency connections.

My logs from my Cisco Router on my fibre internet indicates 0% tcp packet loss
This is not going to be relevant. What would be more relevant but not really totally conclusive is packet loss between your side and our server.

And this issue with acknowledgments, we think is the core problem with all of these numerous lost CQG connections that users report here. CQG clearly has a problem with this. And it affects only some users. Now what does that tell you. You can see how lower-level networking issues affect some users and can cause lost connections due to the lack of timely acknowledgments. You were not losing the connection but you are seeing a side effect, of delayed acknowledgments. Our conclusion may not be right. And our network I/O implementation did have an issue but this is our best analysis.

And we are quite certain, we do have the issue resolved but there will be further work related to this we will be doing.
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: 2018-10-28 03:16:40
[2018-10-31 05:19:52]
Sierra Chart Engineering - Posts: 104368
Please let us know if you are still seeing the Sierra Chart Exchange Futures Data Feed interrupt for a few seconds at a time or not. It is important for us to know if we indeed have resolved the issue. This would confirm that our analysis was correct.
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: 2018-10-31 05:20:47
[2018-10-31 09:31:02]
YSS - Posts: 105
I think it is fixed. I traded last High Impact News Event which had extreme high volatility and I did not encounter the pause as before. Thank you for your help.
[2018-10-31 17:16:42]
Sierra Chart Engineering - Posts: 104368
Good. That is what we would expect and therefore our analysis of the issue was very likely correct. There was another thing we did which was a potential solution but we reverted that out because we wanted to just see if this was indeed related to the acknowledgments from the remote side and it appears as though it was. But we cannot really be 100% sure of that. But in any case the problem is solved. We really would not think the sending of data out over the network socket and the completion events, would be tied to remote acknowledgments.
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: 2018-10-31 17:19:51

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account