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Date/Time: Fri, 07 Oct 2022 09:57:36 +0000



[Locked] - OEC and ver1081

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[2014-02-01 17:09:33]
Sierra Chart Engineering - Posts: 104268

OEC FIX Trading session: Sending the Logon message. | 2014-02-01 10:00:21
OEC FIX Trading session: Received a Logout message. | 2014-02-01 10:00:22
OEC FIX Trading session: Sending a Logout message. Text = Received Logout message. | 2014-02-01 10:00:22
The SSL socket was shut down successfully. | 2014-02-01 10:00:22
This is an indication that the server did not accept the logon request and logged you out immediately. They really should give a reason why. The logon message does support this.

What you need to do is make sure you have the correct Username and Password set in Global Settings >> Data/Trade Service Settings. For further help, let OEC know that you are connecting using FIX/FAST and to provide you the proper Username and Password to use.

This also could be because the FIX server is not made available over the weekend. We will ask them if they can bring the server up.

----

In regards to the disconnections during high market activity. These are server-side problems. We will need to let OEC know about these. This issue is definitely not on the Sierra Chart side. We also wonder if this has something to do with their implementation of FAST which we discovered is not completely compliant with the FAST protocol or not at least completely as intended. It has to do with the application of the dictionaries to the different messages and fields.

They might disagree, but we know for sure because we developed our own FAST decoder rather than using one of the open source libraries that they did.

Is there a message log history located somewhere in folders?
Only if you have Global Settings >> General Settings >>Save Message Log to File enabled.
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: 2014-02-02 00:55:33
[2014-02-01 17:14:49]
Sierra Chart Engineering - Posts: 104268
Hi, I had the same problem yesterday (OEC / SC 1088)
Please let us know what your particular problem is. There is a lot of communication in this thread and we do not know what this in reference to. Generally it is difficult for us when another user comes into an existing thread and says they have the same issue. We need you to describe it in your own words because we may not know what you are referring to and in our experience, every particular case can be different.
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: 2014-02-01 17:15:27
[2014-02-01 17:21:10]
Sierra Chart Engineering - Posts: 104268
We did let OEC know now, about the disconnect problem. We will see if they can monitor for it on their side.
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
[2014-02-01 17:34:08]
Sierra Chart Engineering - Posts: 104268
One concern we have about this which could be an issue on the Sierra Chart side causing the server to disconnect is whether Sierra Chart is having a problem processing the FAST data, quickly enough. It would seem unlikely that this is a problem if you are just monitoring less than a few symbols.

However, as best as you can, just before you notice a disconnect, look at the Time and Sales window for the symbol and look at the Times of those entries and make sure that they are not lagging behind the actual current time.

You can see the current time on the title bar of Sierra Chart. Make sure your computer's clock is set accurately. There should not be any obvious lag at all. The kind of lag that would concern us is when there is a lag of one or two seconds or more. And it is important that your computer's clock is set completely accurately for this kind of comparison. Otherwise you are going to be misled and we would be misled as well.
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: 2014-02-01 17:34:52
[2014-02-01 18:22:27]
NRGTrader - Posts: 351
OK, I will set to save message log.

1. I have verified, per original post that my PC clock is set accurately.
2. I have 13 symbols that I run in Sierra Chart- the same number since I began using Sierra Charts a few years ago. No problems prior to this version.
3. I noticed when I had the disconnects yesterday that the quotes were updating in OEC Trader much more rapidly that the charts were in SC. I watch markets all day, tick by tick. I can't give you hard data at this point, but I can tell you that yesterday there was severe lag between charts updating vs. OEC quotes - probably 20-30 seconds before the disconnect. As I stated in my private email to you on Thursday, I wonder if there is some conflict with using the same username in both SC and OEC Trader. Maybe it's just coincidence and FAST is truly the issue, but there are two differences now between pre-version 1078 and post-version 1080. Pre- used a different connection and two unique usernames for SC and OEC Trader; Post- uses FAST and one identical username for both SC and OEC Trader.

[2014-02-01 18:48:41]
Sierra Chart Engineering - Posts: 104268
2. Only 5 of those can receive real-time tick by tick data. If you go beyond the 5 symbol limit, then you will not get tick by tick data on those symbols. We would think you would not get any data other than the initial snapshot of data and historical data.

3. The basic question we have about this is that when you notice the lag, how many seconds behind is it, just for informational purposes, and what is the CPU usage you notice for Sierra Chart as shown in the Windows Task Manager Processes tab. How many CPU cores do you have and do you have a CPU that supports hyperthreading.

Basically, if Sierra Chart is not under a heavy load and is responsive and is not using nearly the CPU time that is available to it, then it is the server sending data too slowly to Sierra Chart. Rather than Sierra Chart having a problem processing the data.

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
[2014-02-01 19:09:21]
NRGTrader - Posts: 351
2. I should have placed tick by tick" in quotations. What I mean is I am watching very closely, every minute of the day and have done so for years. Therefore, I'm tuned in and know when quotes are lagging without having the specific data to defend the statement. This isn't meant as a flippant response; just a clarification that I'm not a "casual" trader/user.

I have intraday storage unit set to 1 second as it has been since first becoming a SC subscriber years ago. I've never had any data issues.

As for lag time, as I mentioned, charts/quotes in SC were at least 20 seconds behind OEC Trader quotes before the disconnect.

3. System specs:
Intel i7-3770K 3.50Ghz
16 Gb ram
Windows 7 Professional SP1 64-bit
SC and OEC installed on Samsung SSD 840 Pro 128Gb drive
don't recall CPU usage stats off top of my head, but I'll check this upcoming week

Date Time Of Last Edit: 2014-02-01 19:11:02
[2014-02-01 19:57:56]
Sierra Chart Engineering - Posts: 104268
2. Understood, but the problem is unless your account is configured differently, OEC will reject requests for tick by tick data for any symbols over 5. And with the new connection that Sierra Chart uses, those symbols will not update at all. Although we never tested more than 5 symbols on the new connection. So we are not quite sure if the restriction is still imposed on the new connection.

3. We just need to know about the CPU usage. When you go to the Performance tab in the Windows Task Manager, and look at the CPU Usage History, how many windows do you see there, 4 or 8?
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
[2014-02-01 20:08:00]
Sierra Chart Engineering - Posts: 104268
This is the relevant help topic for lagging data issues:
http://www.sierrachart.com/index.php?l=doc/helpdetails4.html#h4.3
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
[2014-02-01 20:47:12]
NRGTrader - Posts: 351
2. I've set it for 1 second, so it's not really tick by tick. If you need more info, I prefer to respond in private.

3. 8 "windows". I thought you were asking what the CPU % usage was for the SC process.
[2014-02-01 20:59:35]
Sierra Chart Engineering - Posts: 104268
2. You are misunderstanding this. The Intraday Data Storage Time Unit is not related to what we are describing. Basically, OEC has a 5 symbol limit. If you try to chart more than 5 symbols, you should not receive any real-time data.

3. Help topic 4.3 describes this in more detail here:
http://www.sierrachart.com/index.php?l=doc/helpdetails4.html#h4.3

There is a separate small window on the Performance tab for the CPU usage for each core. That is what we are referring to. We need to know how many cores your system has. Otherwise the percentage does not mean necessarily too much.
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: 2014-02-01 20:59:57
[2014-02-01 21:49:55]
NRGTrader - Posts: 351
Sending you email in reply to email I received 01.29.14 - answers above questions

2. see email

3. see email
[2014-02-01 21:57:52]
Sierra Chart Engineering - Posts: 104268
2. Got it.

3. You have 8 cores. 4 actual and 4 virtual. The individual graphs for the CPU usage history, are contained within small windows. Quoting the particular CPU is not necessarily helpful for two reasons. First, we would have to look it up (we do not like to do that) and even if it has hyperthreading, you could have disabled it. The only way to know how many cores there are is by you telling us how many separate windows or graphs you see on the Performance tab of the Windows Task Manager.

Therefore, it would be safe to say that at the time you notice data lagging within Sierra Chart, if the CPU usage for the SierraChart.exe process is below 10%, then more than likely the issue is on the OEC side.
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
[2014-02-02 00:57:20]
Sierra Chart Engineering - Posts: 104268
OEC FIX Trading session: Sending the Logon message. | 2014-02-01 10:00:21
OEC FIX Trading session: Received a Logout message. | 2014-02-01 10:00:22
OEC FIX Trading session: Sending a Logout message. Text = Received Logout message. | 2014-02-01 10:00:22
The SSL socket was shut down successfully. | 2014-02-01 10:00:22

We now realize the problem is because the FIX server is not made available over the weekend. We will ask them if they can bring the server up.

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
[2014-02-02 19:05:44]
NRGTrader - Posts: 351
3. OK, I was assuming too much, sorry. I will check CPU usage and store both message log and resource monitor log just as a precaution so I don't miss a disconnect if one occurs.

Thanks for assitance
[2014-02-03 16:00:43]
NRGTrader - Posts: 351
>However, as best as you can, just before you notice a disconnect, look at the Time and Sales window for the symbol and look at the Times of those entries and make sure that they are not lagging behind the actual current time.

I had 5 disconnects this morning between 1000-1030ET, just after US economic news. I am sending log via email in reply to our email thread.

I checked time/sales as well as tracked CPU usage for Sierra Chart in Resource Monitor. As best I could tell, there appeared to be a 3-5 sec lag at times between prices in Sierra Chart time/sales/chart updates vs. quotes in OEC Trader. I watched the CPU usage for only SC and at not time did it exceed 5-6% and it was averaging over 60 seconds roughly 2-4%.

For now, I am back to version 1078. Too many news items and action this week to be distracted by these disconnects and trying to troubleshoot.
[2014-02-03 16:56:13]
Sierra Chart Engineering - Posts: 104268
This is an indication the issue is on the OEC side. We will report it to them.
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
[2014-02-03 20:21:31]
Sierra Chart Engineering - Posts: 104268
We have followed up with OEC about this.

We are also finding is that most of the disconnects were from the FIX trading server and not the FAST data feed. So this was something unexpected. Clearly an issue like that would have an origin on the OEC side.
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
[2014-02-03 20:26:00]
NRGTrader - Posts: 351
OK, well thanks for the quick follow-up. I was fairly certain it wasn't a issue with my machine. As I said, I've watched markets minute-by-minute for many, many years and I can "feel" when things aren't flowing as they should.

Hopefully they will resolve the issues soon, but for now, especially this week, I'm sticking with tried-and-true version 1078.

Thanks!
[2014-02-05 12:49:07]
NRGTrader - Posts: 351
I noticed version 1089 was released yesterday 02.04. Just curious, any progress on the issues with OEC?
[2014-02-05 15:24:14]
NRGTrader - Posts: 351
Interesting. I am still running version 1078. After the 1000ET US economic news this morning there was significant lag between SC charts updating and the quotes in OEC Trader. By 1010ET the lag was approximately 02 mins 30 secs to 3 mins, verified by time-sales vs. OEC Trader. Computer clock is synchronized and I was watching the SC CPU usage in resource monitor - averaging about 4-7%, never above 8%. There weren't any disconnects at least as had been occurring in version 1088.

I'm beginning to wonder if there is a bigger issue.
[2014-02-05 16:08:30]
Thib - Posts: 54
Hi, I also noticed this lag after ISM for OEC datas (about 2 minutes lag between OEC and TT datas)
[2014-02-05 16:13:04]
NRGTrader - Posts: 351
Thib -

Thanks. Good to know not just me having the issue. Just curious, what version of SC are you running, 1078 like me or the new 1088 with FIX/FAST connection?
[2014-02-05 16:19:12]
Thib - Posts: 54
I had a lot of problems with 1088 so I use 1078.
[2014-02-05 16:56:06]
doctor.scalp - Posts: 15
Hello guys,

Same problem here, OEC lag since start of this week. It's incredible.
The 3 February, on Eurex (FESX), Dom data wasn't updated after the news, T&S showing only trade below the bid... until the close.

And I use an old Sierra chart Version build 1070

I really don't know what to do.

Regards,
[2014-02-05 17:00:22]
Sierra Chart Engineering - Posts: 104268
If your CPU usage is not using an entire CPU core, then the lagging issue would be an issue outside of Sierra Chart. Refer to help topic 4:
Http://www.sierrachart.com/index.php?l=doc/helpdetails4.html
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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