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Date/Time: Fri, 29 Mar 2024 06:43:30 +0000



Data Lagging

View Count: 1907

[2019-08-17 00:18:34]
Asif - Posts: 5
Hi
I use Sierra Charts Trading Dom with CQG Data to trade. my Sierra Charts account is linked with Advantage Futures. I also use Investor R/T with IQFEED and Tradestation for charting purposes.
With the High Volume and High Volatility sometimes the data in Sierra Chart lags, and it gets corrected in few minutes.
I was wondering if there is any settings that I can change so that the Data Doesn't lag, or if I can change the Data feed from CQG to IQFEED, if that could help. because Data does not lag in Investor R/T with IQFEED. however to change the data feed to IQFEED I will need instructions on how to do that.
If you can please help me resolve this issue, I would greatly appreciate that.
Thank you
[2019-08-17 00:21:54]
Sierra Chart Engineering - Posts: 104368
We have had a lot of reports of CQG data lagging. The best thing to do is to use the Denali Exchange Data Feed which is fully integrated with trading services like CQG. Instead of using IQ Feed.

You can find complete documentation and instructions here:
Denali Exchange Data Feed

So for the record, we hear about lately the CQG data feed lagging. Transact websocket data feed lagging, Rithmic data lagging.

And no one says anything about the Sierra Chart provided data feeds lagging. It does not mean that our data feeds could not potentially lag. They potentially could do to the available bandwidth between the server and your computer, but that is also manageable in a couple of different ways:
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxDepthLevels

Real-Time Exchange Data Feeds Available From Sierra Chart: Low Bandwidth Option




Also refer to this help topic in regards to lagging data:
Prices / Data Falling Behind
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: 2019-08-17 00:30:04
[2019-08-17 18:13:34]
User657944 - Posts: 173
I confirm with Transact data feed I got the same issue 3-4 times during the last month with a sort of lagging between 30 seco to 1-2 min before it allign again and that means any auto trading signal was completely wrong.
[2019-08-18 17:02:39]
User90125 - Posts: 715
Never had this happen with the legacy TA bridge connection myself. Then again, when fast market conditions are in play, anything is possible.

Got a stop or stop-limit in place? Good luck with that. Expect slippage as a matter of course. Don't be surprised if you are left naked with a limit order that didn't trigger as part of a stop-limit that was skipped over.
[2019-08-18 19:04:40]
User657944 - Posts: 173
Always happend to me in the past wiht TA Bridge too, it is not a question of a stop order it was a question as said from the other user that for 30 sec to 2 min the platform was 70 points NQ in delay to actual price I saw on the book, and it is not just in the last months it was always like that in case of volume spike in short time i.e. vol/sec very high.What was better in the last years waere the disconnection that was rare comapred to the past when it was very frequent to get the bridge disconnected.
[2019-08-18 23:17:46]
Sierra Chart Engineering - Posts: 104368
Don't be surprised if you are left naked with a limit order that didn't trigger as part of a stop-limit that was skipped over.
This will not be related to lagging data. This will just have to do with the actual market conditions and the order type. It does not matter what service you are trading through.

If anyone wants a trial for the remaining month of August for the Denali Exchange Data Feed:
Denali Exchange Data Feed

to see if it solves the lagging problem you are having, just let us know and we will add credit to your account.
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
[2019-08-23 16:45:28]
User626032 - Posts: 36
I would like to trial the Denali Data as CQG seems not to be valid anymore.

Questions:

1) Can I use my existing cme exchange privileges I have with CQG/Dorman for the trial period?

2) How much would I need to credit my Sierra chart account with for the trial or is it free?

3) If I like Denali and want to quit CQG can you bill Dorman for my CME privileges, Denali data fees and the SC .10 per side charge?

4) Are there any advantages/disadvantages to SC order handling over CQG order handling (is their order handling as bad as their data?)

5) Am I correct in thinking that there is just the .10 per side SC charge and not a monthly set charge as well?


Thank you
[2019-08-23 17:08:17]
Sierra Chart Engineering - Posts: 104368
1. No. But there will be no cost for the exchange fees for the rest of this month.

2. Nothing. We will give you a credit for this.

3. For order routing we recommend staying with CQG for now. You can use our data feed but still use CQG for order routing. The data feed billing though will be direct to your Sierra Chart account and not through the clearing firm.

4. There are advantages to using our TT based order routing, but TT had an incident recently, and we would want to make sure they have that well resolved before we add anyone new.

5. In regards to our TT based order routing, this is correct.

To use the Denali Exchange Data Feed, follow through the instructions here:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*
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: 2019-08-23 17:10:34
[2019-08-23 17:17:50]
User626032 - Posts: 36
thanks for the prompt reply.

one last question: do you send out a reminder email prior to billing for the Denali data like you do with SC chart subscriptions?
[2019-08-23 17:19:36]
Sierra Chart Engineering - Posts: 104368
Yes there is one reminder for any services which need to be paid for on your Sierra Chart account.
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: 2019-08-23 17:19:42
[2019-08-23 17:43:31]
User626032 - Posts: 36
I have an issue with the billing.

Can you look this over in my account?

I may have activated too many data feeds when I went back to activate Denali for a non-SC order routed account. The amount due next month increased and again when I check marked the Allow support for Sierra Chart Data feeds.
[2019-08-26 16:46:53]
Sierra Chart Engineering - Posts: 104368
Your account looks fine, and your selections for the Data Feed look fine. You are setup for the Denali Exchange Data Feed for Other Services (since you are not using the Denali feed with the TT Order Routing Service from Sierra Chart), which costs 25.00 USD per month. And you have selected the Full CME Group of exchanges with Market depth, which is 15.75 USD per month. So your total would be 40.75 USD per month.

The only reason we can think of in terms of the amount changing is that if this is your first month for this Exchange Data Feed, then the Data Feed pricing is pro-rated for this month, and the exchange is free for the first month.
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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