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Direct MessagesDate/Time: Mon, 06 May 2024 00:24:42 +0000
SC data feed issue
View Count: 1099
| [2018-10-17 15:37:41] |
| User165114 - Posts: 18 |
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I am using the sierra chart data feed. I noticed that my DOM, time and sales window, and charts freeze from time to time for 10~20 seconds. When they are frozen, my status bar also freezes. However, I don't experience this when I use the replay feature. Any suggestions to fix this problem? |
| [2018-10-17 17:09:33] |
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When you notice this, do you notice the user interface of Sierra Chart is inoperable and cannot be interacted with? We need to try to understand the source of the problem. We have also been monitoring the data feed over the last two weeks, and we do not observe any issue like this with the data feed itself. So we need to understand the cause of this. It would seem to be something user specific. If it is a problem with the feed not sure why would affect just one user. Another thing is you may want to try using low bandwidth mode in order to see if that prevents the problem and that gives us some useful information to try to understand why this is happening. Refer to: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#LowBandwidthOption 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: 2018-10-17 18:11:28
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| [2018-10-17 19:04:42] |
| User165114 - Posts: 18 |
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When I notice this, I can still interact with SC such as changing the scale of a chart. My internet download speed is 25mbps. I don't think this speed is slow for receiving the live data, but I will check if enabling the low bandwidth option solves the problem. One more question. Since the problem seems to be user specific, could reducing the number of symbols I am monitoring prevent the problem? |
| [2018-10-17 19:13:14] |
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You do not need to reduce the number of symbols. Just tell us the outcome of using low bandwidth. We have to think about what we can do to monitor this from our side to isolate the problem. We are going to add some logging to determine what the maximum outgoing buffer size per user and the time that occurs at. And this will give us hopefully some clue about this. And if you can tell us the time this occurs at next, that will help us. This is really very unusual to hear about something like this. In general we do not ever hear about an issue like this but it coincides with the new extended market depth data and we wonder if that is somehow related. But we just do not observe anything like this ourselves. 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: 2018-10-17 19:14:31
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| [2018-10-17 19:42:57] |
| User165114 - Posts: 18 |
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For your information, here is the time when I noticed the problem today without using the low bandwidth option: Symbol: ESZ18 Eastern time: 09:33:44, 10:09:33 Date Time Of Last Edit: 2018-10-17 19:43:24
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| [2018-10-17 20:36:49] |
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Okay do not use the low bandwidth option at this time. We might be overlooking the obvious. We want you to clear the Message Log following these instructions: Message Log: Clearing the Message Log And then when you notice that the data feed stops, open the Message log with Window >> Message Log and see if you notice any new messages added indicating a reconnection to the 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 |
| [2018-10-17 22:12:56] |
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Also just for the record we did not see any disconnections at Eastern time: 09:33:44 for your account from the real-time server on 2018-10-17. But we only checked one of the servers but if there was a disconnection the reconnection would have been to the other server so we would see a reconnection to the server we were looking at. We did not.
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: 2018-10-17 22:13:15
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| [2018-10-17 23:12:08] |
| User816220 - Posts: 80 |
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I've been seeing the SC data feed freeze as well. I haven't moved live trading over to SC yet, so my observations are limited: - I have a quote board with both futures and equities symbols. I've seen both freeze and unfreeze at the same time, and I've seen one type unfreeze several seconds before the other. - I saw the freeze for ESZ18 (and more) at around 10:10 eastern time today, too. There's nothing in the message log about a disconnection around that time. - About a minute after the 10:10 freeze had unfrozen, the equities on my quote board (SPY, QQQ, AMD) were updating with a delay of about 10 seconds (i.e. the "LastTime" field was about 10 seconds in the past each time there was an update), and the updates were coming 5-10 seconds apart. The futures were updating without a noticeable lag. The equities lag lasted for probably less than 30 seconds. - The first time I saw a freeze was somewhere around Oct 3-5. It was long; somewhere around a minute. I remember checking the message log but not seeing any sort of error or disconnect message then either. - I didn't notice the UI being unresponsive, but I can't say for sure that I actually tried interacting with it. |
| [2018-10-18 00:58:16] |
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Well, this is clearly a recent issue and very surprising with all of the performance improvements we have been working on. And it coincides with the release of this market by order data which creates extended market depth levels. But why that would be affecting the equities data feed we do not know because that is a separate connection. Obviously for us to read reports like this when the performance of this data feed has been very good and exceptional and when we have done numerous improvements, is quite disappointing. At this point being we ourselves have not noticed this kind of behavior and being this coincides with the market by order data we can only conclude this is somehow creating this problem but that is not clear. Based on the most recent description it appears as though that this is an issue at the operating system level because for the equities data feed to also be affected is strange because that is a complete separate connection. We wonder when you notice this problem if you also notice a delay with TICK-NYSE by looking at the timestamps because that calculation uses a data feed off of the very same server you are connected to and it handles like 8000 symbols. So if that is not affected then this is pointing to some other external cause. In other words, an outside network issue. 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 |
| [2018-10-18 01:05:46] |
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You can tell what server you are connecting to by looking at the Message Log. You will see either DS1 or DS7. Our US equities feed is currently connected to DS1 tracking 11,000 symbols. If that does not experience a lag and you can tell if there is a lag because you would notice TICK-NYSE begin to lag or just stop, and you are connected to the same server then this would indicate a network issue affecting you. When you notice this problem please post the Message Log at that moment and then we will see what server you are connected to. And also let us know whether TICK-NYSE is lagging. We are not going to do anything at this moment because we want to try to isolate what the cause is but we need to get some further details. Trust we will get this problem resolved as quickly as possible once we understand the issue. 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: 2018-10-18 01:16:19
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| [2018-10-18 07:26:02] |
| User19165 - Posts: 346 |
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I've had this happen twice over the last couple weeks since starting to use the SC feed nearly 2 years ago. For the record, I'm trading HKEX products.
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| [2018-10-18 14:00:42] |
| User816220 - Posts: 80 |
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Looks like I'm on DS1: SC Data - All Services | Connecting to the server ds1.sierracharts.com. Port 443 | 2018-10-18 07:31:54 SC Data - All Services | Connecting to the server ds1.sierracharts.com. Port 10047 | 2018-10-18 07:31:54 At 09:45 ET the equities and NYSE-TICK stopped updating for about 20 seconds while the futures continued updating. During the freeze, NYSE-TICK had a last time stamp of about 7 seconds after SPY/QQQ. They all started updating again at about the same time. Also, in the few minutes before 09:30, NYSE-TICK was in a cycle of lagging by up to 2 seconds, catching up, lagging again, catching up, and so on. |
 log.txt - Attached On 2018-10-18 13:50:43 UTC - Size: 153.68 KB - 276 views |
| [2018-10-18 17:20:43] |
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We do see these interruptions with the market statistics data feed driven by the US equities feed but for different ranges of time. Smaller than what you are seeing but we are seeing them at other times as well. Unfortunately we may have to have to reduce the additional levels of market depth for the time being. This would appear to be the cause but we are not totally sure at this point. We are going to have to see what we can do. We did already implement one potential performance improvement and are in the process of evaluating it. 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: 2018-10-18 17:55:38
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| [2018-10-18 22:46:54] |
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We updated our post 13 above because some of our conclusions at the time of that we do not think are necessarily correct. We reduced the number of market depth levels data server 1 to 20. And today, it was just running at 10 levels for index futures but now it is 20 levels. We have also changed the method of buffering used on the real-time server for the stock data. But not futures. We want to see what improvements these changes will have. It is also possible that this issue while it would seem unlikely, is an external networking issue. That might be difficult to determine, but we will implement some monitoring that could potentially give us a clue about this. But if this is the case, the reason for the problem would be due to the higher data rate due to the additional levels of market depth. And that could be triggering some lower-level problem that we are not aware of. While you have reported interruption in the market statistics data feed and we observed that ourselves today, this kind of issue is not really new. We have seen this before. And in general, we would not really think that would be a problem within our own software but something more at the operating system or network level. Our main concern though is how frequently the real-time server is sending data out over the socket. There always must be some degree of buffering. And there is a trade-off between latency and buffering. But some buffering is absolutely essential and data needs to be sent out in larger blocks, otherwise there will just simply be an overload condition. This is one thing that makes the transmission of real-time data challenging. Especially when there are a large number of endpoints. 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: 2018-10-18 22:50:02
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| [2018-10-23 00:13:19] |
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Letting you know we are still working on this issue. We did notice a problem today with the US equities data feed in the morning. We are not aware of any problem though with futures data. If you had any issue with the futures data, let us know. We think that the stopping during busy times with the real-time US equities data feed for a few seconds, should be resolved and we are taking additional steps as well related to this. 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: 2018-10-23 00:14:46
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| [2018-11-01 07:50:13] |
| User816220 - Posts: 80 |
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I saw the futures feed stop updating for 20 seconds on 10/31. When I pulled up the QuoteBoard, ESZ18 and NQZ18 had a last time of 09:35:15. They started udpating again at 09:35:35. The equities (including TICK-NYSE) were updating during this time; I didn't check if they were lagging though.
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| [2018-11-01 14:53:44] |
| User165114 - Posts: 18 |
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I also noticed this problem again with ESZ18 after the depth was increased to 30 since yesterday.
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| [2018-11-01 17:06:01] |
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Okay we can still see there is an issue for some users. This is going to be an issue that affects a small number of users. We are going to make some additional adjustments after the close today. This issue does coincide with the additional levels of market depth so it is definitely related to the higher levels of bandwidth being used because we have never heard about it before. 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 |
| [2018-11-02 02:16:53] |
| User19165 - Posts: 346 |
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I'm not sure that is entirely true SC support. I had reported similar issue and I'm not using any products that are taking advantage of your increased depth. Of note though, I have not experienced this since my notice above. |
| [2018-11-02 02:42:10] |
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Yes but we think this is a side effect because the data does flow through a common thread and operating system.
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 |
| [2018-11-08 21:23:57] |
| User816220 - Posts: 80 |
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The futures feed stopped updating after the market closed today (last update 16:08:09), and still hasn't resumed as of 16:23. The equities feed has been updating during this time.
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| log.txt - Attached On 2018-11-08 21:23:02 UTC - Size: 395.9 KB - 266 views |
| [2018-11-08 21:34:46] |
| Usermb - Posts: 126 |
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I experience the same issue, the SC real time data feed is down, CQG is up and running. Could you please look into this? |
| [2018-11-08 23:24:32] |
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In regards to post #21 and #22, they are unrelated to this original thread. This was a Barchart network issue or a CME issue. Barchart has been notified of the problem and we are awaiting an answer as to what went wrong. This issue was not related to any Sierra Chart systems or software. 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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