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Date/Time: Tue, 27 Oct 2020 20:14:36 +0000



[Sticky] [Locked] - Video: Denali Data Feed at 9:30 AM Open

[2020-09-26 13:13:16]
Sierra Chart Engineering - Posts: 90742 | Ending Date: 2021-04-05
This is a video taken showing Sierra Chart receiving the Denali Data Feed on 2020-09-25 at 9:30 AM US Eastern time:

https://videos.sierrachart.com/DenaliDataFeedTest_2020-09-25.webm

This is being fed from the US west server which receives data from our server in the CME Aurora data center.

Sierra Chart is tracking 5 symbols with full market depth.

The data feed is being received on an installation of Sierra Chart running on a server in an Auckland data center (14,000 km from Chicago).

As you can see it is performing very well. No lag and no stopping issues.

Some users have reported an issue where the data feed would stop at times or at the US equities open at 9:30 AM. The reason for this, is different in each of these cases. There was not one set reason.

We did identify one issue on one of the servers, where the data feed was stopping for a short duration under an extreme amount of market activity which happens at the US equities open. The reason for it is very technical. But basically, it is necessary to buffer data up over short intervals of time, and transmit for efficient transfer of data. Otherwise, it can just result in an overload.

We have always understood this, and there has been different techniques to manage this. The method that was being used on a local internal network connection which we released about three months ago, did not work well with recent changes to receive side buffer handling, which was also released around the time of microsecond time stamping, and resulted in too many small transfers of data, resulting in an overload condition on one server at a very busy times.

This was not precisely technically determined, but was something that was inferred based on evidence. We are quite sure the determination is correct.


Other causes of stopping or lagging data would be due to users Internet connections and that was addressed, through data feed compression which has been released in current versions of Sierra Chart and using larger receive buffer sizes and larger packet sizes.

We are also working on higher compression ratios. So the Denali data feed will be one of the most efficient data feeds but still providing full unfiltered data.

So we do not expect further issues.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-09-30 11:13:54

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