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Direct MessagesDate/Time: Thu, 02 May 2024 19:35:38 +0000
[Locked] - Data Feed Issue Caused by Error Filtering
View Count: 835
| [2020-04-20 17:11:35] |
| User379468 - Posts: 508 |
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v 2088, CL May contract, severe lag on SC Denali Feed for minutes at a time and missing data in chart from 12:49pm EST to 1:05pm EST, no data showing, no prints below $5 where CQG chart showing $4 traded. Delete and download does not fill. CQG worked fine, had to switch back. Date Time Of Last Edit: 2020-04-20 17:12:04
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| [2020-04-20 17:34:09] |
| User379468 - Posts: 508 |
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Happening again now at 1:33pm EST. Feed gone, no price update. Chart missing data. CQG continuing to work, Denali broken.
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| [2020-04-20 17:45:21] |
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There definitively is no missing data. And it makes no sense there would be a lag either from the server. The lag and historical data issue must be specific to your connection. There is nothing broken at all with the data feed itself. There is no packet loss and the servers are running with next to no load. This is the chart: http://www.sierrachart.com/image.php?Image=1587404504794.png We are watching this data feed on the other side of the world. It is fast and stable. We checked all three servers. Immediate connectivity to them. No historical data issues. No lag. In regards to the missing historical data, follow these instructions: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the 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: 2020-04-20 17:46:09
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| [2020-04-20 17:52:37] |
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There simply is no lag and as we said we are watching the Denali feed on a server from the other side of the world. May CL is very active and trading around 1 USD.
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: 2020-04-20 17:52:54
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| [2020-04-20 18:06:21] |
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Actually it just occurred to us what the issue could be in your case. Disable error filtering if it is enabled: https://www.sierrachart.com/index.php?page=doc/ErrorFilter.html#DisablingErrorFiltering 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: 2020-04-20 18:38:31
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| [2020-04-20 18:13:58] |
| User379468 - Posts: 508 |
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It is still lagging and missing data now on the chart. If it is local connection issue, how can another feed continue to stream seamlessly in real-time on the chart? But there is a difference even between the DOM and the chart both on Denali. It is not a complex chart and has never lagged before and the actual drawing time is below the set update interval and all studies calc time is 0ms. I can send screenshots and video of the lag between DOM vs chart on Denali, and also the lag between Denali vs CQG, and the missing data between Denali vs CQG. Let me know what you need to believe me/help diagnose and fix the problem. This has never happened before, been using Denali for months. Also, as CL May has gone negative, even CQG has started lagging now, while Denali has kept updating. Previously the opposite happened. Unless maybe CQG not set up to track negative price. Date Time Of Last Edit: 2020-04-20 18:15:05
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| [2020-04-20 18:33:00] |
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We can do a remote assistance session with you, but not right at the moment.
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 |
| [2020-04-20 20:38:59] |
| User379468 - Posts: 508 |
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1.Turning off error filtering has fixed the missing data on Denali. I still have some missing on CQG from $0 and below, could be on their server end, another trader has the same. What's the risk to disabling error filtering? Is it necessary to avoid the lag and missing data? 2. I pulled up a CL-RB exchange spread daily chart, from 7/19 to 8/21 there are huge bars that appear incorrect. Is bad data the result of disabling error filtering? 3. Would error filtering have been causing the lag? 4. Would error filtering also have been causing the difference between DOM vs chart? 5. Thank you, let me know when we can schedule remote assist. Date Time Of Last Edit: 2020-04-20 21:53:12
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| [2020-04-21 18:13:41] |
| User379468 - Posts: 508 |
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Please respond, I meed to ensure I have a reliable setup for data and trading.
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| [2020-04-21 18:49:05] |
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1. We see no problem with pricing data from CQG for futures contracts trading below zero. Definitely disable error filtering. As that can cause a problem with CQG as well. We have now removed the error filtering function in the latest prerelease. It is something that should never have been added and is simply not useful and by default it has been disabled for at least 7+ years now. It is a nonsense feature that makes no sense. There simply are no real errors which exist in the market and that is not the proper way to handle any incorrect or out of range pricing condition anyway. 2. Tell us the exact symbol. 3. Yes. 4. We do not know the circumstances to answer this clearly but we do not think so. We do not think the remote assistance session is necessary. Follow the instructions here to download any missing data due to past use of error filtering: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the 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: 2020-04-21 18:51:03
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| [2020-04-21 23:29:58] |
| User379468 - Posts: 508 |
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1. After disabling error filtering, my CQG chart in a separate SC install is still showing a price gap between $0 and -$36 in CL May. Delete and download doesn't fix it. 2. The spread symbol showing issues is CL:C1 RB-CL M20.CL.FUT_SPREAD.NYMEX, first attached. 3. Also seeing incorrect data on CL Monthly older Historical, second attached. A delete and download corrects this, but it returns like this incorrect on subsequent startups again. Never seen these before disabling the error filtering. Edit: This is happening on other symbols also on historical charts, NG Monthly, etc. 4. What could be the cause of the severe lag/lack of updates on chart vs DOM, keeping in mind only the Denali feed chart lagged, the same chart on CQG did not at that time. Third attached. The Quoteboard also seemed more timely than the chart during this. Note, it is not a studies/update interval/load type issue, the chart has never lagged before this instance yesterday and is simple. Date Time Of Last Edit: 2020-04-23 20:36:10
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 CL-RB Spread Bad Data.png.png / V - Attached On 2020-04-21 23:22:30 UTC - Size: 66.72 KB - 240 views CL Historical Bad Data.png.png / V - Attached On 2020-04-21 23:22:35 UTC - Size: 94.84 KB - 215 views Denali Chart vs DOM Lag.png.png / V - Attached On 2020-04-21 23:22:42 UTC - Size: 110.33 KB - 186 views |
| [2020-04-24 18:01:39] |
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1. This definitively cannot be true. No one reported anything like this with CQG data. This problem does not exist at all aside from the error filtering function, filtering out data, but that has been removed. If you disabled error filtering and you redownload the data, there just is no problem (we did verify this). Instructions: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart We are declining further support on this. You are reporting something which is simply nonexistent. We will not help further with this. 2. Older historical daily spread data prior to around the last quarter of 2019 may have some incomplete values and also have some zero values (which you are seeing). We cannot help further with this. You just just need to use the Intraday data for the dates before then. 3. That really just makes no sense. There must be something unusual going on with your system or other circumstances we are just not aware of. Somehow the historical data files, once they are re-downloaded and correct, they are subsequently changing. It would not be Sierra Chart doing that. Fully re-download the continuous futures contract data for all contract months following the instructions here: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data And be sure to follow the step to do this in the main instance first. We just simply do not hear about a problem like this after the data is re-downloaded, from other users. If there is a further issue we will have to hear about this from other users. 4. This is not a data feed specific issue. It is a performance issue on your side. Refer to: High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often 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: 2020-04-24 18:04:13
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