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Direct MessagesDate/Time: Fri, 03 May 2024 06:34:08 +0000
[Locked] - Performance Issue with New Bid and Ask Depth Bars
View Count: 1570
| [2019-09-09 13:45:16] |
| User209218 - Posts: 34 |
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After seeing your post about not supporting CQG soon, I updated from 1941 to 1986. CPU usage went up from 15% to 17%, and I am experiencing a significant lag on screen when using the chart values tool (cross hairs). I rolled back to 1941, and everything works again. Restarted computer, updated to 1986, still have the lag. What can I send you to help diagnose this? Thanks |
| [2019-09-09 14:12:46] |
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We can only refer you to help topic 30: High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often If you are using Bid and Ask Depth Bars, then refer to: https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=213&Name=Bid_Ask_Depth_Bars#ImprovingPerformanceOfThisStudy We do suspect the issue relates to the excessive number of levels for CL futures transmitted by CQG. Are you using CL futures symbols anywhere within Sierra Chart? And do you know if you are using the OpenGL option in Sierra Chart? 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: 2019-09-09 14:13:24
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| [2019-09-09 14:38:14] |
| User209218 - Posts: 34 |
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I am using full depth, not using OpenGL. Just don't understand what changed form 1941 to current. Thanks,
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| [2019-09-09 14:52:22] |
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It is really impossible for us to know what the problem is. We can only refer you to what we said previously. You will be able to resolve the issue by following through the items in help topic 30. You also did not mention whether you are using the CL futures symbols.
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 |
| [2019-09-09 14:56:25] |
| User209218 - Posts: 34 |
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i am using F.US.CLEV19 symbol.
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| [2019-09-09 15:00:27] |
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Then we strongly suspect that problem is with the excessive number of levels. Are you using the Bid and Ask Depth Bars study?
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 |
| [2019-09-09 15:10:01] |
| User209218 - Posts: 34 |
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I am using the depth bar studies, but am trying to understand what changed since 1941. I haven't changed any settings, but now have a lag issue.
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| [2019-09-09 15:10:55] |
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Therefore, follow the instructions here: https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=213&Name=Bid_Ask_Depth_Bars#ImprovingPerformanceOfThisStudy 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 |
| [2019-09-09 15:47:28] |
| User209218 - Posts: 34 |
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I had 3 charts with depth bars, removed 2 of them, reduced cpu from 17% to 10%, no difference in the lag.
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| [2019-09-09 18:21:31] |
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Is that all you did? There are other items like reducing the number of market depth levels in the calculation.
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 |
| [2019-09-09 18:27:25] |
| User209218 - Posts: 34 |
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I would prefer not to reduce the number of levels. I will live with this as is, but would still like to know what changed from 1941 to current to cause this.
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| [2019-09-10 13:50:34] |
| 101010 - Posts: 18 |
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+1 I have had the same issue and would also like to better understand what changed between versions.
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| [2019-09-10 14:14:26] |
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You need to set this a nonzero value and under ~250: Chart Settings: Number of Levels for Bid/Ask Depth Calculations (Chart >> Chart Settings >> Market Depth menu) to significantly improve performance. 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 |
| [2019-09-10 20:05:15] |
| 101010 - Posts: 18 |
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Is there any possibility you can increase the efficiency and performance with max levels? While I can make due with what's currently available it would be ideal for max levels to be as efficient as possible.
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| [2019-09-10 21:22:36] |
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There is definitely going to be some efficiency improvement by using the Sierra Chart / Denali Exchange instead of CQG: Denali Exchange Data Feed Although that may not make much difference but still it is highly recommended because there is a huge difference with data handling which is far superior with our own data feeds as compared to how Sierra Chart handles CQG data. But then again it may make a significant difference. We also realize the documentation needs to be updated in regards to improving performance by reducing the number of levels in the calculation for the Bid and Ask depth Bars. The documentation is referring to the old setting for that. Also, the Bid and Ask Depth Bars study is not accurate when using CQG for CL futures. Refer to: CQG Trading Platform Service: CQG Market Depth Data The basic reason for the difference is newer versions of Sierra Chart use a complete and very detailed method of calculation for Bid and Ask Depth Bars now. 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: 2019-09-10 21:52:38
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| [2019-09-11 00:10:21] |
| 101010 - Posts: 18 |
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I should have clarified I'm already using Denali and was hoping you could improve the efficiency of the depth bars with that feed when using maximum levels of depth.
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| [2019-09-11 06:18:24] |
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Yes we can see that now that you mention it. And we were questioning whether that would make much difference or not. We do think it would make some difference for those who are not using it but it is not the core issue in this particular case. We are going to do some monitoring of this ourselves today and see what we observe. We will test with 500 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 Date Time Of Last Edit: 2019-09-11 06:18:43
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| [2019-09-11 13:40:07] |
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We thought of a way that we can incrementally do the summation calculations for the market depth quantity data, which will solve the issue altogether. We will have that out tomorrow. We also updated the title to reflect what this thread is about. 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: 2019-09-11 13:41:21
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| [2019-09-12 08:46:40] |
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Try version 1987. Refer to the notes for that here: https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer1987 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 |
| [2019-09-12 11:03:02] |
| User132748 - Posts: 159 |
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What does it excatly mean? (Whats new page) The underlying quantity summation calculation for Bid and Ask Depth Bars is now done incrementally. After updating to @1987 there is no effect when using different values in "Number of Levels for Bid/Ask Depth Calculations". We need to have that possiblility not just because of performance reasons! It's very important feature for market depth analysis and trading. Thank you. PS: Fwiw I had no lag or other performance issues on previous builds despite using 10 crude charts with many deptbars studies on it having different setting. Exactly same chart update speed as 1941. Im using CQG Webapi. Date Time Of Last Edit: 2019-09-12 11:27:29
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| [2019-09-13 00:59:33] |
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After updating to @1987 there is no effect when using different values in "Number of Levels for Bid/Ask Depth Calculations". This will be supported in the next release.
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 |
| [2019-09-13 08:46:40] |
| User132748 - Posts: 159 |
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Great to hear. Thank you!
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| [2019-09-13 16:01:06] |
| User209218 - Posts: 34 |
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After a couple of days of reduced lag, it's back I downloaded 1987, everything seemed fine, but today, the lag is back. Any other improvements planned?
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| [2019-09-13 16:06:24] |
| User209218 - Posts: 34 |
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Another issue I am having that could be related to how the calculations are done, is particularly long tails on the bid and offer. One today went from 770 to about 5730. The previous bar was 5445 to 5741 on the bid. I doubt that the bid dropped that much in a short period of time. Do you have an explanation?
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| [2019-09-14 05:28:30] |
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After a couple of days of reduced lag, it's back I downloaded 1987, everything seemed fine, but today, the lag is back. Any other improvements planned? Nothing has changed with this. As long as you are running 1987, the performance is going to be identical. The only variance would be based upon the amount of market depth data updates from the exchange but we do not expect that would make any perceivable difference in performance. There has been a dramatic boost in performance already. We simply cannot do anything more.We cannot analyze post #24, there is a massive amount of analysis involved in that. We do know that calculations are accurate. But in the next release there will be a simple test that can be applied to validate 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: 2019-09-14 05:29:25
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