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Date/Time: Mon, 24 Feb 2020 15:02:17 +0000



Sierra Chart Real-Time Data Feed is not fast enough. How to reduce lag ?

[2020-01-14 22:00:53]
elji00 - Posts: 28 | Ending Date: 2020-05-28
I have timestamped the ticks I receive from Sierra Chart Real-Time Data Feed for SP500 and NQ100 futures.
The measures are carried out with a fast and reliable VPS that is located in Chicago. The data feed server pings within 1ms.

I was surprised to observe that the ticks arrive in large packets, and that I rarely get more than 10 packets per second.
The behavior on another computer located far away from Chicago is the same, so I guess the problem is the data feed server that sends about 10 packets per second.

The good news is that the lag is steady, but since I get only 10 packets per second, the lag for the first tick in packet is at least 100ms.


Here comes my question: how can I increase the number of packets per second ? For clarity purpose, lets' say I would like to reduce the lag to 20ms.



PS: attached is an excerpt of time stamps (SP500 future, 2020-01-14, Chicago local time)
attachmentFut SP500 - 2020-01-14.csv - Attached On 2020-01-14 21:49:41 UTC - Size: 1.08 MB - 31 views
imageCapture.PNG / V - Attached On 2020-01-14 21:51:41 UTC - Size: 73.33 KB - 90 views
[2020-01-15 01:08:56]
Sierra Chart Engineering - Posts: 81406 | Ending Date: 2020-06-09
There is no setting for this. The server is not set to send out 10 packets per second. Although due to buffering to avoid small packets and maintain efficiency with transmission, it is not likely there would be more than 50 packets a second.

So why you are getting the result that you do is not clear to us.
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: 2020-01-15 01:09:41
[2020-01-15 09:56:33]
elji00 - Posts: 28 | Ending Date: 2020-05-28
Sierra is proposing a new service :
Low latency order routing to the exchange. Under 1 milliseconds. You can choose to use our CME Aurora data center order routing server which is colocated with the exchange.


And yet, for data feed
it is not likely there would be more than 50 packets a second

In reality it is rather less than 10 packets a second.



This low latency order routing makes absolutely no sense for Sierra Chart Real-Time Data Feed subscribers.
[2020-01-16 01:14:14]
Sierra Chart Engineering - Posts: 81406 | Ending Date: 2020-06-09
The order routing is confirmed to be under 1 ms.


We do not know why you are only getting 10 packets a second for the market data. We would have to add additional monitoring to understand 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.
Date Time Of Last Edit: 2020-01-16 01:14:30
[2020-01-16 10:01:38]
elji00 - Posts: 28 | Ending Date: 2020-05-28
I am currently creating an account at a broker proposing this 1ms order routing.

Thus I am in need of solving the " 10 packets a second " problem.


Please let me know if I can provide anything (network data, timestamps or else) to help with additional monitoring.


PS : the data feed is super stable, and that is the very satisfying part :)
Date Time Of Last Edit: 2020-01-16 10:06:08

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