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Direct MessagesDate/Time: Sat, 20 Apr 2024 01:40:25 +0000
Irreparable data outage on new Denali EUREX feed.
View Count: 1188
| [2021-02-19 07:42:27] |
| User320644 - Posts: 3 |
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Yesterday (18/2), the new Sierra/Denali data feed lost connection on FDAXH21-EUREX from 15:01 until 15:05 (GMT). As of today, it has still not been possible to fill in the missing data over that period using the "Delete/Download Data" option. Over those four minutes there is no tick history, no volume history, no price history. This is obviously a huge problem for ongoing, and especially cumulative, data accuracy when it happens. With my existing data feed from IQfeed, with a brief outage like this it is possible to refresh the data and fill the missing portion in immediately after the outage ends, completing the missing data set. Not being able to do so on the feed we will have to use going forwards would be a significant downgrade in terms of historical data accuracy after even a brief data outage. Another user has posted screenshots of the outage here: EUREX Data feed setup Is this issue known by Sierra, and are there plans to address it? Date Time Of Last Edit: 2021-02-19 08:16:41
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| [2021-02-19 09:54:18] |
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We were not aware of this. We have to look into what the cause of this was. We wonder if it was an issue from the exchange feed itself. We are checking the log file for the cause of this now. We do have the ability to fill in that missing data and we are working on that. 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: 2021-02-19 09:54:26
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| [2021-02-19 10:10:02] |
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The cause has been determined. It was an issue on our side due to a daily data reconnect: Performing scheduled delayed daily reconnect to the Data/Trade service. | 2021-02-18 16:00:29.409 We have seen this happen more than once at unexpected times and we now determined why it is happening. It will not happen today and going forward. It was a mistake from one of our programmers. We are working on patching the missing data now. We also maintain historical data from a primary and secondary feed from EUREX. So if there is a problem with one we have the historical data on another but they both were affected by this reconnect. Nevertheless, we still have historical data from another source. 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: 2021-02-19 10:11:14
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| [2021-02-19 10:56:39] |
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We have started the patching of the missing data but there is once minor technical detail we want to resolve first before we complete it on the main distribution server. We cannot do this, until the EUREX is closed. 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 |
| [2021-02-20 15:51:11] |
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The missing historical data has been filled in. Follow the instructions here to download the missing data: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart 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 |
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