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Date/Time: Sat, 24 Aug 2019 12:34:33 +0000



Discrepency between Sierra Chart price and DOM price

Support Request:
[2019-08-07 18:33:14]
User734688 - Posts: 12
I am connected to InfinityAT DOM and also to Sierra Charts. The currently traded prices are different. Sometimes they are a few ticks different and sometimes it is points apart, depending on how fast the market is. I have opened a very basic Chart to watch this and it still occurs. CPU is only 0.1% and there are no error warnings.
Can someone help resolve this please
[2019-08-07 19:00:15]
Sierra Chart Engineering - Posts: 75442
This is not something we are able to control. But have a look at this help topic:
Https://www.sierrachart.com/index.php?page=doc/helpdetails4.html

It contains various items of information which may be helpful.

And we think you did describe this yesterday as well.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-07 19:00:34
[2019-08-07 19:17:40]
User734688 - Posts: 12
Yes I did mention this yesterday and the response was that it was likely an ISP issue. I have, hopefully, resolved any ISP issues today.

Is there any way to connect to the same server on Sierra and Broker DOM?
[2019-08-07 20:10:34]
Sierra Chart Engineering - Posts: 75442
One other thing you mentioned is that the market statistics symbols would stop for a few seconds and then continue. When helping another Transact user at this time, we now realize why that happened.

This is now resolved as of this time.

We will get back to you in regards to the other issue with the Transact data feed. Most likely we will just give your details to Transact to help you with that.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-08 07:15:09]
Sierra Chart Engineering - Posts: 75442
One explanation for the problem is that in the Transact trading software, we understand the price data is streamed using UDP. Whereas with the new websocket connection, which is used by newer versions of Sierra Chart, the connection is always TCP.


With a TCP connection, there is the potential for lag.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-08 07:24:01
[2019-08-08 09:17:02]
User734688 - Posts: 12
ok...so we might be getting closer to the issue.

Is there a way around this?
[2019-08-08 10:04:45]
Sierra Chart Engineering - Posts: 75442
No there is nothing we can do. However, you could consider using this data feed :
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

However, we make no guarantees that you will avoid the lag but you can certainly try. It would be a good test. You could also use low bandwidth mode:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#LowBandwidthOption

This setting only works on the Sierra Chart provided data feeds, not Transact.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-10 02:58:42]
Sierra Chart Engineering - Posts: 75442
What we would like you to do is to try using the Denali Exchange Data Feed when using Transact for trading. This is available to you. The documentation for it is on this page:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

You can access the set up for it through your account control panel by selecting Help >> Account Control Panel within Sierra Chart.

We added a $20 credit to your Sierra Chart account associated with your Sierra Chart installation for Transact. This will more than cover the cost of the data feed for the remainder of the month. There is no charge for the CME exchange fee for the remainder of the month.

We will help you with the setup process.

The reason for this test is we want to see if it resolves the problem and it helps us understand the performance of our data feed as compared to others.

We are not saying that you should continue to use it after this month. It will cost you nothing this month and we want you to try it and provide feedback to us which is essential. Like we said, we will help you with the set up. Just tell us you want to try it this month. It will be discontinued at the end of the month.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-10 02:59:23
[2019-08-12 13:35:31]
User734688 - Posts: 12
yes, I am willing to help by using the Denali feed

What is the next step?
[2019-08-12 17:12:29]
Sierra Chart Engineering - Posts: 75442
The first thing we need you to do is to go to your installation of AT Charts and select Help >> Account Control Panel.

After that, accurately update all of your information here which is required:
https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo

And then complete the agreements here:
https://www.sierrachart.com/UserControlPanel.php?page=ExchangeAgreements

You must do this on your Transact associated Sierra Chart account. Not the account you have logged into this Support Board with.



Let us know when the above is done.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-08-13 02:04:21
[2019-08-12 19:44:29]
User212764 - Posts: 162
One explanation for the problem is that in the Transact trading software, we understand the price data is streamed using UDP. Whereas with the new websocket connection, which is used by newer versions of Sierra Chart, the connection is always TCP.

With a TCP connection, there is the potential for lag.

Based on my QuoteBoard activity, it would seem that not all symbols are subscribed and active with the new websocket connection. This might explain why.
[2019-08-13 02:05:45]
Sierra Chart Engineering - Posts: 75442
Regarding post #10, let us know when that is completed.

Based on my QuoteBoard activity, it would seem that not all symbols are subscribed and active with the new websocket connection. This might explain why.
If this has to do with with using inconsistent letter case within symbols (Like GCz19), update to the latest version of Sierra Chart. This issue is resolved.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-13 15:03:04]
User224598 - Posts: 2
Hi guys, I have signed the Exchange Agreements and Updated my details in the account.

Do I have to also have to sign up for a sierra chart service package?
and
what else do I have to do?
[2019-08-14 07:18:55]
User734688 - Posts: 12
Also, the following is not clear;

Which version of Sierra should I be using as an Infinity client?
My Message Log tells me that the Data is still coming through TransactWS for futures and SC for NYSE tick. However, I had signed up for Denali for futures????

If this could be clarified today that would be great.
[2019-08-14 07:34:12]
Sierra Chart Engineering - Posts: 75442
Sorry about the delay. We are finishing the set up for the data feed for you now.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-14 08:28:18]
Sierra Chart Engineering - Posts: 75442
Do I have to also have to sign up for a sierra chart service package

No you do not.

We have activated the Denali Exchange Data Feed on your Sierra Chart Transact account. You should be receiving it now. But restart Sierra Chart just to be sure. And follow step 5 here:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#SetupInstructions
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-14 17:46:41]
User734688 - Posts: 12
FYI
After connecting to the Denali Feed chart prices are almost identical to InfinityAT DOM prices - no lag

Would you like feedback in a week's time?
[2019-08-14 18:08:47]
Sierra Chart Engineering - Posts: 75442
Yes please.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-08-22 12:46:58]
User734688 - Posts: 12
FEEDBACK

I've been using the Denali Futures Feed for about a week now.
I've had the Infinity DOM side by side with the feed for this time.

During this time I've found that the DOM and feed are almost identical.
There are small instances when sometimes the DOM is a tick ahead and sometimes the feed is a tick ahead. But I have not noticed a larger discrepancy that this.

Perhaps, Infinity should be paying for this feed, given their feed is unusable.

Thanks,

Elena
[2019-08-22 18:33:44]
Sierra Chart Engineering - Posts: 75442
Ok we will let Transact know about this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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