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Direct MessagesDate/Time: Sat, 20 Apr 2024 16:38:17 +0000
[Locked] - Announcement: New Sierra Chart Real-Time Futures Data Feed (CME, CBOT, NYMEX, COMEX data)
View Count: 22409
| [2013-11-21 09:33:02] |
| AKR - Posts: 523 |
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I think you should go on making regular checks also after a week of no problems...
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| [2013-11-21 09:33:58] |
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Yes of course. The data feed is continuously monitored.
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 |
| [2013-11-21 14:31:19] |
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Continuing to run with 0% packet loss.
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 |
| [2013-11-21 14:36:31] |
| alex@n - Posts: 20 |
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Very good news! plan to soon to join you. |
| [2013-11-21 15:04:59] |
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Still running 0% packet loss. The new source data feed connection to the CME data feed is working perfect.
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 |
| [2013-11-21 15:27:02] |
| alex@n - Posts: 20 |
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Very good! Very good! Let us observe for a while. based on the observations and draw conclusions. |
| [2013-11-21 18:57:59] |
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Still running at 0% packet loss. Everything is working perfect.
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: 2013-11-21 18:58:09
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| [2013-11-21 21:41:48] |
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Today's (2013-11-20) volume totals for the ES December futures Sierra Chart CME data feed: 1380995 IQ Feed: 1380912 0% packet loss. And ahead of IQ Feed. Only one of our servers was switched to the new CME data link. However, both of them record historical data. Therefore, you could get historical data from another server. Today though everyone was connected to the server receiving the better feed. So in real time you should have gotten perfect results. We expect by next week the other server to be switched over. 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: 2013-11-21 21:43:40
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| [2013-11-22 14:04:20] |
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Continuing to run with 0% packet loss.
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 |
| [2013-11-22 14:29:31] |
| alex@n - Posts: 20 |
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very good news! |
| [2013-11-22 17:27:38] |
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If you are using the new Sierra Chart Real-Time and Historical Futures data feed, please update before Monday to version 1050 or higher. We are going to be doing some server updates over the weekend. It will be necessary to update to this version to be able to get market depth data after the update. By the way, we are told by the network engineer, that we are now running on a 10 gig switch between our server and the CME. This is why we are seeing 0% packet loss. 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: 2013-11-22 17:30:14
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| [2013-11-22 22:50:40] |
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Today's (2013-11-21) volume totals for the ES December futures Sierra Chart CME data feed: 1224605 IQ Feed: 1224604 Ahead of IQ Feed by 1. We noticed packet loss during a single second today. This does not mean that there was missing data for that entire second, just that there was some packet loss during that one second timeframe. The reason we make comparisons to IQ Feed, because it is a known good reference data feed. There is not an intent to take away business from IQ Feed. However, we do prefer that if the Sierra Chart data feed does meet your requirements that you do use what we provide rather than external services because it makes our job easier to support the software. This is the reason why we will promote it over any other data feed. Edit: One thing we have learned is that the notion of a " known good reference" when it comes to delivering the financial market data, is not entirely accurate. The reason for this, is packet loss which we have been talking about. It does occur. And clearly IQ Feed must be experiencing it. Otherwise how could we have volume counts ahead of IQ feed at times? We could not. So they lose packets as well. The day that we notice significant packet loss, we were nearly 4000 contracts behind on the ES compared IQ Feed. Not a good day. There will not be a repeat of that because we are on a much better network switch now receiving the data. This also goes to show, just how technically complex all of this can be. 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: 2013-11-22 23:39:40
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| [2013-11-23 01:29:13] |
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In order to properly receive the initial market depth data, you will need to update to version 1051 or higher when using the Sierra Chart Real-time and Historical Futures data feed. Update by selecting Help >> Download Current Version. We previously mentioned updating to 1050, but there was a small multiplier problem in that version preventing the initial depth data prices from being multiplied properly. This is fixed in version 1051 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 |
| [2013-11-23 02:23:05] |
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Comment from user: The depth and response time has been excellent in fast markets with no lag. Sierra Chart Support |
| [2013-11-25 16:15:05] |
| User025922 - Posts: 2 |
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Any new information as to when the continuous back-adjusted data will be available? At the end of October, I was told "hopefully by the end of the year". I'm just curious how this is coming. Thanks. |
| [2013-11-25 23:17:35] |
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Today's (2013-11-25) volume totals for the ES December futures Sierra Chart CME data feed: 1095731 IQ Feed: 1095731 There is an exact match to IQ Feed today. Not more than the previous two comparisons. There was 0% packet loss today. One of the servers is still using an older connection and did experience some packet loss and is providing historical data. Therefore, historical data downloaded, may be a little less than 100% completeness with data. This problem is going to be resolved either tomorrow or in the next few days. One user reported a problem with the daily volume numbers. This is now resolved. We have had some questions about the market depth data accuracy based upon comparisons to other programs. Being there is 0% packet loss, and we directly process the CME FAST FIX data feed, and do it properly, we are confident the data provided is accurate. Market depth data is known to be throttled by most data providers. We do not throttle it. It is that throttling by some providers which may account for the differences. We would also like to comment on Cumulative Delta-Volume with this new Sierra Chart real-time futures data feed. The CME data feed provides a field called "Aggressor". We use this field, to identify whether a trade is considered at the bid or ask. We had previously thought that the aggressor field was not provided for the ES. The problem was that we were not passing that data through, but now it is. Using this field is the definitive method to do this rather than comparing the last trade price to the bid or ask. This aggressor field is passed straight through from our server which gets it from the CME data feed, into Sierra Chart. We have noticed that the Cumulative Delta values are slightly different than IQ Feed. The graph appearance is the same. Therefore, what we provide is the definitive reference and is 100% accurate. You cannot achieve any better accuracy than what the Sierra Chart data feed offers. 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: 2013-11-27 07:29:00
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| [2013-11-26 14:01:43] |
| TI Anon - Posts: 36 |
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Is the "Aggressor" field used for the calculation of "Bid Ask Volume Ratio" study?
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| [2013-11-26 14:02:03] |
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Yes
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 |
| [2013-11-27 03:23:00] |
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There was 0% packet loss today. Both historical and real-time data should have been 100% accurate today. Previously we did mention one of the servers was experiencing packet loss, but no one was allowed to connect to it. It has been switched to a new connection after the close of the market today. And it is running well also with 0% packet loss. 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 |
| [2013-11-27 07:27:17] |
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Today's (2013-11-26) volume totals for the ES December futures Sierra Chart CME data feed: 1074483 IQ Feed: 1074483 Exact match. At this point, this project development is considered complete. And we are now going to be focusing more fully on bringing on EUREX and other exchanges. We expect to complete this before year end. We will no longer be providing volume totals in this thread comparing to IQ Feed . If you have any questions or any issues, please let us know. 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: 2013-11-27 07:31:48
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| [2013-11-27 10:06:58] |
| User11942 - Posts: 298 |
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I don't know exactly what you have fixed recently, but specific charts from other reliable data providers are identical or almost identical comparing to those with SC data feed for all of the futures contracts in my trading system at the moment. I don't care that much about a visible market depth difference as far as the charts, trading volumes, trade recaps etc match other providers data. First of all, SC is a great charting package for me, value for money. What I'm seeing on my screens now is that the data feed accuracy is perfectly achieved as well. Hope you will keep it going like this. Great job.
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| [2013-11-27 10:10:57] |
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Thank you for the feedback. The solution was solving the packet loss problem we have previously indicated. Now we are running with 0% packet loss. There's no reason this should not continue because the connectivity to the CME feed is much improved and running across a 10 Gb switch.
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: 2013-11-27 10:12:01
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| [2013-11-27 15:31:56] |
| Demi1201 - Posts: 68 |
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In this whole discussion I need to be clarified on one issue: In the SC menu item data/trade service settings I am only given one option among many to choose. Since I trade through IB I select IB. Now, since SC has this new data service, and since I also have IQFeed I was never able to ascertain whether I was looking at an indicator that ran on tick data (from IQFeed and now from SC) or from IB data, which is not as reliable for volume studies. So, I want to know for sure, if I have IB selected as my data service, (I only have one choice!) will SC independently, in the background, automatically download tick data from the CME and feed that data into my volume indicators? I'm sorry about being such a noob, but I have never found a clear explanation about this issue. |
| [2013-11-27 20:57:14] |
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Yes. If you use Interactive Brokers, Sierra Chart will use the Sierra Chart Real-Time and Historical Futures Data Service in the background for the charts and Trade DOMs, if you have enabled this feature on your account. This is explained on this page here: http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php#Integration 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 |
| [2013-12-02 02:18:33] |
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Prerelease version 1057 has been released. This is a new feature of this version: With the new Sierra Chart Real-time Futures data feed which is integrated with all of the supported Trading services, when you become disconnected from the server for one of the supported Trading services and Sierra Chart is in a reconnecting state, the Sierra Chart real-time futures data feed will continue to be received. So for example, with Interactive Brokers, you will continue to receive the data feed even if Trader Workstation shuts down.
We have made some improvements on the server side to improve overall performance to make sure there are no conditions which can cause any kind of lagging/hesitations with the data feed. Even if they are minor. 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: 2013-12-02 02:18:53
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| [2013-12-02 04:16:33] |
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Some Sierra Chart accounts that had subscribed to this data feed in November, are no longer enabled for it because either you have disabled the automatic renewal or there was a not enough Additional Services Balance on your Sierra Chart account to cover the next months fees. In this particular case, to use the data feed provided by your trading service, if Sierra Chart was running at the time that December 1 came, it is necessary to restart Sierra Chart to cause an update of some internal variables or disable Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds. Otherwise, you will not get data because you cannot connect to the Sierra Chart data server and there will not be a request to your trading service for market data. If you want to reenable the Sierra Chart Real-time futures data feed, you can do so on this page: https://www.sierrachart.com/usercp.php?page=Features There is a link on that page to add more credit to your account to pay for 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 Date Time Of Last Edit: 2013-12-02 06:17:03
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