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Date/Time: Tue, 04 Aug 2020 17:12:35 +0000



[Sticky] - Monitoring Sierra Chart Data Feed Performance from Perspective of Server

[2020-06-16 04:47:47]
Sierra Chart Engineering - Posts: 88301 | Ending Date: 2021-04-05
Overall the feedback of the Sierra Chart provided data feeds including the Denali Exchange Data Feed is very good and these data feeds do solve problems that users encounter with Interactive Brokers, CTS, Rithmic, CQG, Transact and other services.

Overall, there is a dramatic reduction in issues reported with Sierra Chart provided data feeds.

However, since the public Internet is involved, there can be lagging data and other issues. All data feeds are affected by this. The Sierra Chart data feeds are not immune from this. They simply cannot be.

We do hear about the CQG data feed stopping. We do hear about other data feed stopping. We have seen a couple of reports where the Denali data feed has reported to have stopped and there is an automatic reconnection although this is very rare.

These kinds of issues are due to the quality of connectivity between the server and Sierra Chart on the users computer, and the available bandwidth.

We have developed a method for you to monitor the performance of the data feed from the perspective of the server.

Here is an example of the log lines added to the Window >> Message Log:
SC Data - All Services | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=7, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=15, ServerSendBufferSizeInBytes=50, ActualMessageDelay=0.8 seconds | 2020-06-16 00:50:41.065

Quick information on these fields:

ServerReceivedClientHeartbeatSecondsAgo: you do not want this number to exceed 20. If it exceeds 22, it indicates a degraded connection quality going from the client back to the server which is going to cause data lags or stopping data with a high probability.

NumberOfOutstandingSendBuffers: This number should be low and should not exceed 5. This also indicates a degraded connection quality if it is a high number. When the market is very active, the number can go up but it should stay under 10. If this is high, that means the network connectivity between your server and the computer is not able to handle the data rates or is degraded in some way. Try reducing bandwidth if this is the case:
https://www.sierrachart.com/index.php?page=doc/helpdetails4.html#SierraChartExchangeDataFeeds

TransmissionDelayInMilliseconds: This indicates the amount of time to allow data to be buffered up into a larger packet before being sent. This is necessary to maintain connection efficiency and overall performance.

ServerSendBufferSizeInBytes: This indicates how much data is being held on the server still pending to be sent to the user. If this starts exceeding 100 K you likely are receiving lagging data.

ActualMessageDelay: First, this number is likely inaccurate. It is imprecise and can be off by several seconds. It requires a very accurate clock on the server, which is not assured and a very accurate clock on the client side which is not assured and they both have to be in sync with each other which is next to impossible. So at best it is just an "interesting" number which may be simply wrong. However, and general you want to see this less than 1.

All Denali exchange data feed servers have now been updated support this data.

Update to version 2125:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

To take advantage of this logging, you need to enable Global Settings >> Data/Trade Service Settings >> SC Server Settings >>Detailed Heartbeat Logging.
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: 2020-07-12 13:58:58
[2020-06-16 15:31:05]
User472511 - Posts: 10 | Ending Date: 2020-08-31
Once enabled how can you access these logs?
[2020-06-16 17:30:41]
Sierra Chart Engineering - Posts: 88301 | Ending Date: 2021-04-05
The data is in the Window >> Message Log. We do not have access to that though. Only you do.

Instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
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: 2020-06-17 03:11:28
[2020-07-27 16:03:02]
User220914 - Posts: 85 | Ending Date: 2020-08-31
awesome thank you
[2020-08-01 10:12:25]
User550780 - Posts: 7 | Ending Date: 2020-08-22
Excellent addition. This could really help troubleshooting occasional bad network connections.

re: the accuracy of ActualMessageDelay
For practical purpose, I'm more interested the delay between exchanges (rather than SC servers) and SC clients. I've bene using actual timestamp in market data (against clients) to gauge the quality of my feed.

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