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Date/Time: Sun, 20 Sep 2020 20:28:27 +0000



microsecond timestamp between different Denali feed servers

[2020-09-15 20:10:41]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
SC Team - If I have 2 SC instances each connected to denali feed - Is it ensured to get identical microsecond timestamps between 2 instances? Would there be an instance where Each of them is connected different feed server - are they likely to get the same data timestamp?

The reason to ask this question - From one of your earlier threads you indicated this might not be the native exchange time (due to bandwidth constraints). Could you please comment?

https://www.sierrachart.com/SupportBoard.php?PostID=231087#P231087

If they are not identical w.r.t microseconds - would they be identical to milliseconds portion (Between 2 SC instances)?

Thanks
Date Time Of Last Edit: 2020-09-15 20:13:55
[2020-09-15 20:49:35]
Sierra Chart Engineering - Posts: 89756 | Ending Date: 2021-04-05
The milliseconds would absolutely be consistent among servers and microseconds will be consistent as well but there could always be a very rare case lasting for less than a second where they might be different.
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:
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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.
[2020-09-15 23:01:23]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
You mean - on rare cases - they might differ for a second or so w.r.t microseconds but go in sync again?

Thanks
Date Time Of Last Edit: 2020-09-15 23:01:40
[2020-09-16 10:38:44]
Sierra Chart Engineering - Posts: 89756 | Ending Date: 2021-04-05
Not for more than a second. We also realize microsecond timestamps were getting transmitted out from our servers but they should not have been. Those have been removed.
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: 2020-09-16 10:39:05
[2020-09-16 13:41:54]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
Thank you SC Team. FYI - Today for the first time in the last week or so - there was NO lag during the market open for ES today. Usually there was 10-15 seconds lag exactly at market open (not during any other market burst events).

Not sure if the change you made might have anything to do with this or not.

Thanks
[2020-09-16 20:39:54]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
SC Team - If I disconnect and reconnect the subinstance - there are 2 extra records that gets added to intraday data compared to main instance. Tried it multiple times and it's consistent issue.

Main instance continues to be good (compared to other standalone instance). This seems to be the problem not only to the subinstance but even for the main instance(though tested briefly).

The main event that seems to cause this issue - "Historical data download" - I can demonstrate the issue if you would like. There would be 2 extra records that gets added to today's intraday data (compared with the instance where it's been running without any disruptions).

This "disconnect/connect" test - you can do it even when the market is closed.


Edit - Checked the delayed feed based instance as well (main instance) and it's the problem there as well. To reproduce the issue - you just need to disconnect and reconnect the feed.


Thanks
Date Time Of Last Edit: 2020-09-16 22:03:24
[2020-09-16 22:05:03]
Sierra Chart Engineering - Posts: 89756 | Ending Date: 2021-04-05
What is the Intraday Data Storage Time Unit set to in the sub instance?
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.
[2020-09-16 22:11:59]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
Tick data - For ALL instances/sub-instances.
Date Time Of Last Edit: 2020-09-16 22:15:08
[2020-09-18 03:52:16]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
SC Team - FYI - This issue is present even in the main instance. Using the latest version 2170 and Denali feed. Are you able to reproduce this issue? If not I can demonstrate this issue easily. It doesn't matter whether it's a live feed or delayed feed. This can be easily reproduced when you use the option disconnect/reconnect and it's a consistent issue.

Thanks
[2020-09-18 19:56:43]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
BTW - I am no longer experiencing the initial data lag problems (5-15 seconds) during market open hours (3 days now).

thanks
[2020-09-19 02:37:41]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
SC Team - Attached is the image of NQZ20.

As you can see from the image - T&S Very last record was at 15:59:59:518000.

In intraday file - there are additional records ( 4 Records - They keep increasing when you disconnect & Connect).
15:59:59:518001
15:59:59:518002
15:59:59:518003
15:59:59:518004



in Case of ES - There are 9 records in intraday file extra compared to last Time and Sales records.

Would you please check and confirm as this is causing issues for various studies which expects T&S and charts/intraday files to be in sync?

Edit - It appears like when there is a TS_MAKER record some how triggering the incorrect intraday record.

Thanks
Date Time Of Last Edit: 2020-09-20 01:12:33
imageSierra_TS_Intraday_MisMatch.JPG / V - Attached On 2020-09-19 02:36:23 UTC - Size: 311.51 KB - 21 views
imageSierra_TS_Intraday_MisMatch_ES.JPG / V - Attached On 2020-09-19 04:17:26 UTC - Size: 95.75 KB - 17 views
[2020-09-19 21:58:26]
ejtrader - Posts: 597 | Ending Date: 2021-04-19
Uploading the video showing the same as well as the chartbook. The study inserted in Number of Trades study + Text Display for the study. All I am trying to do - disconnect/reconnect. This is the main instance. You can see for all the charts - the count increases by 1 - (Market is currently closed).

Also noticed - if there is a SC triggered Historical download event (which happens periodically on its own) - Then also this count increases by 1.

Only way to fix - "Delete and download" the very last day for each of the instruments.

Thanks
Date Time Of Last Edit: 2020-09-20 20:12:42
attachment2020-09-19 16-53-05.mkv - Attached On 2020-09-19 21:58:04 UTC - Size: 9.44 MB - 7 views
attachmentV1_Test.cht - Attached On 2020-09-20 15:41:58 UTC - Size: 12.04 KB - 0 views

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