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Lagging 10-30 sec on sudden market moves

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[2019-10-11 14:31:09] #1 [Go To First Post]
User912279 - Posts: 102
My Sierra invariably lags 10 sometimes 30 seconds behind market (as I see at my independent broker), whenever there is a sudden market move. I have increased my Chart Update Interval to 350 ms, but to no avail (see screen shot). I have 32 GB RAM (not that Sierra uses more than 10 pct of it!) and my processor also only used about a third of its capacity. My data feed comes from AMP/Rithmic, but I cannot see such lag on the Rithmic Trader Application, so that leaves my Sierra. Could you help please. Thank you.


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[2019-10-11 14:49:44] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Refer to this help topic: Prices / Data Falling Behind Consider using this data feed instead: Denali Exchange Data Feed And possibly this order routing service: Sierra Chart / Trading Technologies Futures Order Routing Service We definitely do hear about lagging issues when using Rithmic. 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

[2019-10-11 19:01:03] #3 [Go To First Post]
User530148 - Posts: 4
User912279. I'm with AMP using Rithmic as well and have the same problem. Other traders that I have spoken to seem to be having data/software lag issues as well and some are using CQG. Please post if you have found any setting changes that may have helped, as I have done as much of the trouble shooting as I can and still have the problem during periods of high volatility around news/tweet events. Sierra Engineering - one thing I have noticed is that my alert sound on an order being filled will chime and the chart will only populate showing my price being hit around 5-10 seconds later. Does this info help in possible troubleshooting? It seems the order routing isn't the issue. Thanks in advance Date Time Of Last Edit: 2019-10-11 19:02:08

[2019-10-11 19:22:28] #4 [Go To First Post]
User912279 - Posts: 102
True, and that would mean seems this problem only affects the charts. And like I said: Rithmic's own Chart Trader App shows the charts without delay, so it seems to do with the way Sierra receives the data from AMP/Rithmic. But if I were to switch to Sierra's new internal Data Feed: how much would it cost to have a Futures package per month (ES, NQ, RTY)? I cannot seem to find this info under Sierra's Data Feed FAQ. Could you advise please.

[2019-10-11 21:46:44] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The data feed is going to be $20 USD per month, plus the exchange fee which would be 3.25 USD per month if you do not require market depth data. Pricing is here: Denali Exchange Data Feed: Pricing 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

[2019-10-11 22:06:55] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
One thing we want to say in regards to the Sierra Chart provided data feeds. Based upon the overall bandwidth between our servers, and your computer, and the amount of data being sent, there still is always the potential for some degree of lag. We normally do not hear about lagging problems. That is unusual but there are some isolated cases where we do but it is manageable and we explain this in this section here: Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds And we are also working currently on reducing the bandwidth of this feed by at least 30%. 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: 2019-10-11 22:08:41

[2019-10-11 22:51:29] #7 [Go To First Post]
User912279 - Posts: 102
Thank you. How deep is your CME Market Depth? 10 ticks like CQG, or Full like Rithmic?

[2019-10-12 05:30:35] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It is 500 levels. 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

[2019-10-12 15:59:42] #9 [Go To First Post]
User912279 - Posts: 102
Where do I sign up? :) And can I migrate my existing Sierra subscription that I had thru AMP to you)? Thanks

[2019-10-13 01:35:02] #10 [Go To First Post]
User530148 - Posts: 4
Sierra Chart Engineering: In case you missed my earlier post, I'm hoping you could address the problem I and other traders I've spoken to this past week who use Sierra Charts as well (some Rithmic and some CQG) about the audible sound alerts going off from Sierra chart when the market trades at the order/stop price but the charting software has visual lag of 3-6 seconds before the entry or stop price is shown on the charts. The order is obviously getting executed in the market/exchange but where could the problem lie that causes charting lag? I primarily use TPO's and Numbers bars. All have been set to 300ms update in my Global settings. My CPU and RAM show less than 50% use during high volatility. Thanks for your help

[2019-10-13 06:18:00] #11 [Go To First Post]
User753428 - Posts: 158
i've experienced datafeed lag when using Rithmic with Sierrachart countless times. especially during the first 1-2 hrs of market open when volume and volatility is high and also during sudden high-volume price spikes. although SierraChart Engineering will tell you to just switch to their own datafeed, there are many of us who need to use Rithmic as combine or funded traders with Topsteptrader, Earn2trade, Oneuptrader, SMB, Leeloo, etc. There's no alternative to Rithmic for traders with these funding companies. For example, Topsteptrader forcefully charges $105 Rithmic datafeed per CME exchange for their funded traders using Sierrachart, even if they have their own feed. So even if you want to use Sierrachart's own datafeed and just execute via Rithmic, you'd still have to pay $105 (to TST) + $140.50 (to SC for denali feed) for just one CME exchange. It gets expensive real quick. If you're a funded trader, in most cases you'll have no choice but to use the Rithmic datafeed. In this case, I suggest using other platforms that don't suffer from this lag problem. If you're not a funded trader, it's best to simply switch to a non-Rithmic feed with Sierrachart. CQG works fine for me with Sierrachart.

[2019-10-13 06:38:24] #12 [Go To First Post]
User912279 - Posts: 102
Thank you guys. I very much appreciate all the extra info. I uti am only trading the indices and pay to Rithmic $25 a month. Would that really be 140 with Sierra's data feed?

[2019-10-13 06:46:10] #13 [Go To First Post]
User753428 - Posts: 158
no that was only in the case of a funded trader, who needs to pay professional CME fees. but if you're a funded trader trading only the indices, then yes it's $140.50 for the denali feed: $25 Denali feed cost + $115.50 professional CME exchange fee (ES, NQ, RTY) = $140.50

[2019-10-13 08:10:14] #14 [Go To First Post]
User912279 - Posts: 102
Thank you, so funded means pro and I would still pay the same $25 to Sierra, like I pay to Rithmic now. I will wait for Sierra to confirm on the ext weekday. Thank you again. I am not certain if the problem will solve itself this way, but I have the flexibility to try and this way possibly contribute to the solution, if that knowledge somehow helps Sierra's engineers to narrow down the source of the problem, because as I understand: order routing and alert functions are still in real time, only the graphs slow down during high volume/volatility. Testing this on the same hardware, same set-up for the month of November would give me a statistically significant chance to "catch" such a moment (all we need is an upside-down tweet).

[2019-10-13 15:31:39] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
about the audible sound alerts going off from Sierra chart when the market trades at the order/stop price but the charting software has visual lag of 3-6 seconds before the entry or stop price is shown on the charts This is explained in help topic 4.13: Prices / Data Falling Behind: 4.13 - Delayed Data Causes Delay with Order Fill Markers . There's no alternative to Rithmic for traders with these funding companies. Yes there is. They can use this service: Simulated Futures Trading Service SMB Capital is getting started using this service. This is a very good quality and reliable service. It does not have all of the risk management features that Rithmic has, but we are aware of what others require and we can add functionality quickly within a week if needed. But there is one additional problem involving the cost of exchange fees which is why it is not more widely adopted. The problem is Rithmic is not following CME rules in regards to exchange fees. They are not supposed to be giving out the market data at nonprofessional fees longer than within the calendar month, at nonprofessional fees if someone does not have a funded trading account. This is clearly in violation of the rules. And there is nobody else who is doing this other than Rithmic. So we cannot provide the market data if you do not have a funded trading account, longer than within the calendar month unless you pay the professional fees which nobody would want to pay understandably so. Now we are not here to try to enforce CME rules on others. Others can do whatever the they want and that is fine with us. If Rithmic wants to do this, good, although at some point the exchange may, would seem likely so at some point, come down very hard on them, but the problem is we cannot because then we risk fines from the exchange. But we are making clear the fundamental problem. It is not enough to have a user complete the nonprofessional self certification form. And blindly trust it. We cannot trust just that. We have to verify through a technical means that you have a funded trading account. We do that. And if we cannot verify it that way, an alternative is to obtain your trading account statements every two months. 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: 2019-10-14 06:14:57

[2019-10-13 15:36:46] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Where do I sign up? :) And can I migrate my existing Sierra subscription that I had thru AMP to you)? Just follow through the instructions here: Denali Exchange Data Feed: Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges And we are working out the ability for AMP to offer the Denali Exchange Data Feed for use with services other than the Sierra Chart order routing service. This should be available this 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 Date Time Of Last Edit: 2019-10-13 15:58:39

[2019-10-14 09:23:41] #17 [Go To First Post]
User753428 - Posts: 158
Yes there is. They can use this service: Simulated Futures Trading Service i am very well aware you offer this service but when i say there's no alternative, i'm speaking from the perspective of a customer who has to pick among a limited choice of offerings. whether or not you offer a simulated service doesn't matter when the major funding companies (tst, e2t, out) aren't offering it, and don't plan to anytime soon. and you actually misunderstood me. i was referring to funded traders (traders who already passed combine/evaluation and are funded). funding companies set up funded trader with live accounts at their partnered prop firms, who use Rithmic risk management features. so at the very least, all trades have to be executed via Rithmic, which is fine. since the problem is with the Rithmic datafeed, not Rithmic order routing, ideally we should be able to just purchase professional Denali or Sc datafeed and use it with Rithmic order routing. although this is technically possible, there are funding companies like Topsteptrader that force you to purchase the Rithmic professional datafeed directly from them. So even if we want to go with SC datafeed + Rithmic execution route, we cannot, unless we want to pay for the professional datafeed twice. This is what I meant by saying there's no alternative. This isn't the case with every single funding company however but TST is a major one.

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