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Date/Time: Fri, 06 Dec 2024 01:36:45 +0000



Rithmic datafeed problems

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[2014-01-26 13:23:30]
User023002 - Posts: 3
Hello,
is it possible that Sierra Chart has a problem with Rithmic datafeed the last few days? Especially in times past open USA CME (RTH) and announcing fundamentals.
From open RTH on CME after about an hour following, I and many traders who use Rithmic datafeed and Sierra Chart have many times failure data and is it impossible to trade.
I have used in the past Zen Fire datafeed.

Thanks for answers.


Below is the text of an email from Rithmic (at first I thought that problem is in Rithmic):

In our system, when we send data to an end user, if the end user's program
is not ready to accept the data, we hold it on their behalf on our server.
The end user's program may not be ready to accept the data because their
internet line may be too slow or their computer may be too slow or may be
too busy and cannot get to our data as quick as it is coming in. this
happens most frequently during periods of very active trading (ny market
open, news events that show unexpected data, ...). Once the amount of data
held (buffered) on behalf of a user exceeds a threshold, we disconnect the
user. Typically the user's program will automatically reconnect and some
programs may or may not inform the user that the connection had been broken
and then re-established. The threshold is 512KB of data which in an active
market represents several seconds. So if your program fell behind a few
seconds it would have been disconnected. If it automatically reconnected
then during the time it was disconnected, depending upon how it handle chart
data, it might show gaps.

It appears that yesterday, between 08:01:02 CST and 09:04:26 CST you program
fell behind and was disconnected 28 times.

We had similar reports about gaps in SierraChart yesterday so I suspect this
is an issue with the end users' machines and SierraChart. However, it
appears that these users may have used SierraChart on Zen-Fire previously
and did not experience such issues. I am still researching that. If
SierraChart by default connected to the standard Zen-fire connect point for
market data then it was getting aggregated quote data (we think that
approximately 66% of zen-fire users were getting aggregated quote data so it
is likely that sc users were getting aggregated quote data). As quote data
is more than 2 thirds of a symbol's data, it is likely that either
SierraChart connected to rithmic 01, which by default is not aggregated
quotes, cannot keep up or your machine cannot keep up with the volume of
market data it now gets.

2 possible solutions:
Since you are seem to be in Europe, connect to us via our pop in
Ireland - this will require SierraChart to make such a connection available
to its users; or
Connect to us for aggregated quote data - this will require
SierraChart to make such a connection available to its users.
[2014-01-26 20:35:04]
Sierra Chart Engineering - Posts: 104368
It would be very unlikely that the problem is within Sierra Chart due to how Sierra Chart handles the Rithmic data. There is a separate dedicated process for this (DTCBridge.exe).

Please have a look at this help topic:
http://www.sierrachart.com/index.php?l=doc/helpdetails4.html

In the newer versions of Sierra Chart you can choose the Rithmic Europe server. This is in the Global Settings >> Data/Trade Service Settings >> Server list box.

Let us know if you want us to add support for The aggregated quote data connect point.


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
[2014-01-27 07:14:08]
User023002 - Posts: 3
Thank you, today I try Europe server and I try it on new installation of Sierra.

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