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Direct MessagesDate/Time: Wed, 08 May 2024 00:42:05 +0000
Delay in exchange data feed
View Count: 2353
| [2018-10-25 13:50:39] |
| User998143 - Posts: 11 |
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Hello Sierra Chart, I am often experiencing significant delay in exchange data feed. e.g. today 8:31:53 the feed stoped for 19 seconds until 8:32:12 The internet connection is not to be blamed - I am running non stop internet connection quality check - no lost packages, usual ping. The above described situation appeared dozen of times also in the past weeks. Unfortunately, such poor quality of exchange data feed is not acceptable. Is there, please, anything that can be done about it? Thank you, Tomas Date Time Of Last Edit: 2018-10-25 15:58:57
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| [2018-10-25 16:14:16] |
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Since the release of the additional market depth levels as documented here: Available: More Market Depth Levels for CME Futures with SC Exchange Data Feed! About 5 users have reported this issue but most have not and we have never observed it either. So it does clearly appear to be related to these additional levels. We have been actively looking into this over about a week. The cause of it is not clear at this time but we will determine the cause and resolve. We are going to be working on this issue again today. 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: 2018-10-25 16:24:25
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| [2018-10-25 16:56:42] |
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We think actually we know why some users are experiencing the problem and most others not. We are going to increase the operating system level outgoing buffer size. This would explain the problem why some users are affected and others not. We do think due to the higher data rate and the fact that your latency is going to be higher relates to the problem.
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: 2018-10-25 16:57:00
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| [2018-10-25 17:05:07] |
| User998143 - Posts: 11 |
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"We are going to increase the operating system level outgoing buffer size. " Is this on your (server) side, or shall I wait for a new version of SCH app? Thank you for your support, Tomas Date Time Of Last Edit: 2018-10-25 17:05:24
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| [2018-10-25 17:34:03] |
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This is on the server. You do not need to do anything. It will be done after the close today.
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 |
| [2018-10-26 03:24:40] |
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We have increased the buffer size on our server for client connections to 96K. This is triple the original size. Let us know if you still observe a problem. If not, then this very likely solved it because there have been no other changes.
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 |
| [2018-10-26 21:39:44] |
| User998143 - Posts: 11 |
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Hi, I have noticed no delay today. Fingers crossed, the issue's solved. Should the delays appear again, I will let you know. Thank you, Tomas |
| [2018-10-31 17:27:49] |
| User998143 - Posts: 11 |
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Hi, the exchange data got laging today again. This time for approximately almost 1 minute :/ Start time of the event 12:17:59 - 12:18:47. Thanks for tackling the issue. Tomas Date Time Of Last Edit: 2018-10-31 17:28:04
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| [2018-10-31 19:28:23] |
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There is a very important difference between a "lag" condition and the feed stopping. So are you noticing continuous updates but the data is then lagging? We need to know. The most likely reason for lagging data is not a server problem but just due to the increased data rate because of the extended market depth data, there is momentarily insufficient bandwidth between your computer and the server to handle all of the data and therefore it lags for a period of time. 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 19:29:04
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| [2018-10-31 21:04:22] |
| User998143 - Posts: 11 |
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Hi, Thanks for the explanation. The data feed stopped at 12:17:59 pm until 12:18:47. In the given time frame I got NO data feed at all until 12:18:47. Tomas |
| [2018-11-01 11:30:42] |
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Okay thank you for the information. We will make additional adjustments after the close today.
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 |
| [2018-11-01 15:42:40] |
| User998143 - Posts: 11 |
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Hi, Thank you for your information. Right now I am experiencing the exchange data feed being stopped again. I have noticed it at about 10:36 and it stops and goes on after while in endless cycle as of now. Tomas |
| [2018-11-01 17:05:11] |
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Okay we want to know tomorrow if you still have the problem. Just for the record, this issue affects only a small number of users.
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 |
| [2018-11-01 19:45:06] |
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Letting you know we are going to put out the changes in about two hours.
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 15:49:13] |
| User998143 - Posts: 11 |
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Hi, I have experienced the issue again. Start around 10:45:03 - 10:45:50. And this time it was actually combination of data feed being stoped for some time and then it was lagging. Tomas Date Time Of Last Edit: 2018-11-02 15:56:38
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| [2018-11-02 17:13:55] |
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Part of this issue is going to be due to your Internet connection. The first thing we want you to do is to use the low bandwidth option: Sierra Chart Exchange Data Feed: Low Bandwidth Option This is going to solve the issue for you. We will cancel the Sierra Chart Exchange Data Feed for you. Clearly the additional levels of market depth are causing a problem in your case. 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: 2018-11-02 17:24:23
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| [2018-11-02 17:27:38] |
| User998143 - Posts: 11 |
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Thank you for your reply, low bandwidth option set on. "We will cancel the Sierra Chart Exchange Data Feed for you." - What do you mean? What exactly do you want to cancel, please? |
| [2018-11-02 17:36:12] |
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We can cancel the Sierra Chart Exchange Data Feed for you this month and we will refund the rest of the month. We can do this right now. If you do not want us to do this, let us know. We will do further work on this issue, but not sure how soon we can get to it because clearly the additional levels of depth are a problem in your case. We really have to add an option to control the number levels of depth. 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 17:52:15] |
| User998143 - Posts: 11 |
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Make no cancel right now. I will consider the option over the weekend and make a decision whether to stay on SC data or I go somewhere else for the data. |
| [2018-11-02 17:55:23] |
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If we do not cancel it today, there is no refund for the rest of the month. We have to do this today. Otherwise you will have to pay for the rest of the month. This is your choice. Also the low bandwidth option we would expect will solve the problem. Will be hard to believe otherwise. We can do the cancellation 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 Date Time Of Last Edit: 2018-11-02 17:57:17
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| [2018-11-02 18:18:07] |
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Also as an alternative to using low bandwidth mode, when you notice this just reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade 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 |
| [2018-11-03 01:58:54] |
| User19165 - Posts: 346 |
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Yesterday trading the Hang Seng using Sierra Feed with IB broker I was getting many data feed stopages. My TWS was jumping off and on, but the this should not be affecting the SC feed. Each time this happened, I had to disconnect and reconnect Sierra to force it to get the real-time data again. Using version 1823, this was brand new behavior never experienced since using SC feed. |
| [2018-11-03 02:13:53] |
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At what time and time zone did you notice 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 |
| [2018-11-03 02:19:19] |
| User19165 - Posts: 346 |
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Going from memory here: NZDT around 1900 - 2000. I couldn't keep trading with this constant outage so I stopped for the week after 2000. Kept saying something about DTC client socket glosed.
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| [2018-11-03 02:24:19] |
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When you notice the problem again look at Window >> Message Log and see if there any messages in the log which occur at that time. If so copy and paste them here. This is not at a time when the market is busy so we do not see how this is related to the additional market depth levels for the CME markets. There must be some other cause. This sounds like more of a network level 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 |
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