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Date/Time: Wed, 01 May 2024 23:01:29 +0000



From TT: We are currently investigating order routing issues for CME

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[2021-02-19 12:49:59]
User921987 - Posts: 234
@User395685
Done. Thanks.
Did you get the login details after contacting the chat ?
[2021-02-19 21:29:38]
Sierra Chart Engineering - Posts: 104368
Looking forward to direct CME routing, SC can monitor and have some control over. Dang, hurry up SC, we need you!
Yes this is what we decided where we need to focus on:
TT Based Order Routing Service: TT Interruption | Post: 252767
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
[2021-02-19 21:57:48]
Sierra Chart Engineering - Posts: 104368
Regarding post #54 we provided you a ticket with the order fills. We cannot provide any further information than already given.

This thread is also marked as a user discussion because there is so much communication here, it is beyond our ability to continue to follow up on it and some of the posts are just not within the scope of our support.
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
[2021-02-22 11:20:55]
User395685 - Posts: 29
Did you get the login details after contacting the chat ?
Yes.
[2021-02-22 16:31:37]
User236347 - Posts: 21
It has been just about 1 week since this whole mess began, and the AMP trading desk is just as clueless/useless as they were last week.

No updates. No idea about restitution. No timeline for when the connection will be fixed.

It seems pretty clear that they are trying to shut us out of the loop and cover their ass... hoping most people just forget about it and move on.

I’ll give it until Tuesday at US close, then I am withdrawing all my money from AMP and transferring to a different account/FCM.
[2021-02-22 16:35:01]
theunknowntrader - Posts: 112
user 236347 i am moving over to Advantage, but just a heads up, other FCMs have the same problem with TT.

The difference is that advantage has better customer service
[2021-02-22 16:38:25]
GreyLock58 - Posts: 168
marcelperez...Have you had an account with Advantage before? Just wondering about the better customer service. I know that customer service is great with any FCM or IB when they are opening an account.
[2021-02-22 16:39:39]
User657945 - Posts: 226
@marcelperez can you use sc routing to trade eurex with advantage features? And is it true that they apply the full margins of the exchange? thx
[2021-02-22 16:43:18]
User236347 - Posts: 21
@marcelperez

That’s fine, I will also drop Sierra/TT until they set up their direct CME connection and it HAS proved reliable over some period of time.

I already have an account with tradovate/Dorman...might as well just use that for now...

Honestly, I’m sick of listening to the AMP call waiting music, and doubly sick of listening to those ugly Chicago simps trying to act like it’s my fault- and that I am the problem for asking about an update on the situation (and the fact that they STOLE MONEY FROM MY ACCOUNT and have not addressed it over a week later).
[2021-02-22 16:46:24]
theunknowntrader - Posts: 112
greylock58 that is a valid point.
[2021-02-22 16:49:06]
theunknowntrader - Posts: 112
i dont know whats going on with CQG but there is a huge disconnect between the market data (denali) and order fills in CQG, many times my orders get filled / stopped out and the chart hasn't moved
[2021-02-22 17:00:59]
User657945 - Posts: 226
it was my doubts. I need to find a broker with decent margins and commission that can work on sc routing on Eurex they will not do it before 2021 and it is not sure, now that they have a very good data feed I can't trade by chart. It's crazy and unacceptable fron any point of view.
Date Time Of Last Edit: 2021-02-22 17:01:16
[2021-02-22 17:26:31]
User921987 - Posts: 234
@marcelperez
i dont know whats going on with CQG but there is a huge disconnect between the market data (denali) and order fills in CQG, many times my orders get filled / stopped out and the chart hasn't moved

I am interested in to hear what was the instrument, where was your stop and where the market was trading (Denali data feed) with dates & times when the stop was unexpectedly filled ?
Date Time Of Last Edit: 2021-02-22 17:27:42
[2021-02-22 18:25:27]
theunknowntrader - Posts: 112
ES,

so i dont know what the issue is. The fill is proper, the data seems to be lagging the actual price in some way. i dont know its just weird
[2021-02-22 18:42:13]
User236347 - Posts: 21
@TopDog

From my obs (having used CQG on Sierra/Tradovate/TD)...

if you watch the DOM ladder all day (for 12+ hours a day...), I would say the lag is noticeable, 100ms + and it can be much worst at times. There is a pretty apt comparison between gamers and input/monitor lag, it might not make the difference for a casual gamer, but for a "professional" it can matter..

Considering the execution ability of algorithmic/HFT, the discrepancy/lag is most visually noticeable around high volume bottlenecks (NY open after gap up), liquidation breaks, and reversion trade levels (stop loss triggered/stop hunt) ... I would say the range of error is something like 1-3 ticks usually (10-12% of the time) , with the rare 1-2 point freezes mixed in (2-3% of the time).


(The notes above are for ES/MES.)
[2021-02-22 19:21:03]
AD544 - Posts: 64
if you watch the DOM ladder all day (for 12+ hours a day...), I would say the lag is noticeable, 100ms + and it can be much worst at times.
There is a pretty apt comparison between gamers and input/monitor lag,
it might not make the difference for a casual gamer, but for a "professional" it can matter..

Well it depends where you observe CQG....
Date Time Of Last Edit: 2021-02-22 19:22:37
attachmentCQG.mkv - Attached On 2021-02-22 19:20:54 UTC - Size: 26.89 MB - 210 views
[2021-02-22 19:47:37]
User236347 - Posts: 21
@AD544

I agree with your point above, the service/platform does make a difference (ex. TD is worst than Tradovate).

As far as your video... is that actual live trading or simulated trading...??

(there is obviously a HUGE difference in terms of real world fills vs simulated trading fills...)
[2021-02-22 20:45:28]
AD544 - Posts: 64
Simulated, but the purpose of that video was to demonstrate what you have already pointed out

In fact if you consider Continuum (CQG) of Ninja Trader, it's slow compared to the CQG data feed in their own platforms except for the web based platform (the worst)

Same for order fills. You have much better execution with CQG Q trader or CQG Trader

Ninja Trader uses 250 ms to filter the data from the exchange due to their poor software, that is unable to manage a large amount of data without freezing or lagging

https://ninjatrader.com/pt/support/forum/forum/historical-beta-archive/version-8-beta/82508-nt-8-chart-update-interval
Date Time Of Last Edit: 2021-02-22 20:47:46
[2021-02-22 21:19:59]
Sierra Chart Engineering - Posts: 104368
There are several settings in Sierra Chart to manage the market data connection for Sierra Chart provided data feeds (probably most are not aware of) and also the update interval.

Refer to:
Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds

In particular look at this setting:
Remote Buffer Delay Send Time in Milliseconds

And:
Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu)
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: 2021-02-24 16:57:09
[2021-02-23 06:55:40]
User921987 - Posts: 234
@User236347 For some reason there is unnecessary communication between api.cqg.com and SierraChart when AMP platform is set up for the CQG WebAPI/Denali. This could be the reason for slowness.

I haven't researched this very much yet but I did a short 1 minute check yesterday by the WireShark protocol analyzer and found that when I had only 1 chart on the screen and I was just watching the flow by doing nothing else my computer was still receiving about 5 TCP messages per second from CQG. The CQG should send only rarely some possible heartbeat packets because it's now configured for trade executions only. Now it seems it's sending real time market data for me.

But as I said it's too early to make any conclusions from this. Needs more research.

So people if you're capable to do this by yourself please report your findings here. Maybe we can learn a bit more about the situation.
Date Time Of Last Edit: 2021-02-23 07:11:22
[2021-02-23 16:48:47]
User921987 - Posts: 234
Today I did the same test and now I'm receiving only 0.2 TCP messages per second so something has changed. Good. I think this is ok now.
Date Time Of Last Edit: 2021-02-23 16:49:19
[2021-03-03 02:11:17]
user_xyz - Posts: 369
Since this thread has the most users involved and marked as user discussion probably the best place to continue any futures discussions on this topic.

Has anyone heard anything from AMP regarding reconciliation and any restitution for the ghost trades? I've left messages and emailed a few times and as of today everything is being ignored.
[2021-03-03 04:26:56]
Sierra Chart Engineering - Posts: 104368
Has anyone heard anything from AMP regarding reconciliation and any restitution for the ghost trades?
We are familiar with this, but we are certain AMP would not want us to say anything. And this also applies to TT as well. What we would say, is that it is being worked on.

I've left messages and emailed a few times and as of today everything is being ignored.
They really should say something even if it is just saying that they are working on the issue.
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: 2021-03-03 04:35:04
[2021-03-03 04:38:45]
user_xyz - Posts: 369
Ok thank you that sounds somewhat encouraging. It's beyond frustrating when the communication is essentially zero from their end and users are having to come here looking for answers.

My experience, the longer the silence the less likely something will be done.
[2021-03-03 04:53:44]
User236347 - Posts: 21
We are familiar with this, but we are certain AMP would not want us to say anything. And this also applies to TT as well. What we would say, is that it is being worked on.

Thank you for the information (seriously); AMP has gone back and forth between radio silence and deflecting/giving vague answers.

At this point, I’ve written the losses off (I’m just going to assume that making their priority Xtrader clients ‘whole’ will come at the expense of the small fish), so I will be pleasantly surprised IF anything positive comes out of it...

Thank you again SC Engineering.

Your continued insight and support on the issues outlined in this thread have not gone unnoticed by this user; I eagerly await any updates on the direct CME connection (and will probably use that opportunity to switch from AMP as well.)
Date Time Of Last Edit: 2021-03-03 04:54:26
[2021-03-03 04:56:51]
Sierra Chart Engineering - Posts: 104368

(I’m just going to assume that making their priority Xtrader clients ‘whole’ will come at the expense of the small fish),
This is actually not the case.
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: 2021-03-03 04:57:55

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