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Direct MessagesDate/Time: Thu, 02 May 2024 13:24:50 +0000
SC subinstance not receiving full market depth
View Count: 501
| [2021-03-02 16:07:08] |
| User12089 - Posts: 350 |
|
SC subinstance not receiving full market depth. Market depth is set to 0 in all required places e.g. the SC Connection config and the MD study etc 1. Main SC instance, connected directly to CQG for Order Routing (AMP as FCM) and directly to SC Denali for market data from CME and Eurex EOBI: SC v 2234 2. SC Sub-instance 1: SC v 2234 - DTC connect to Main SC Instance above 3. SC Sub-instance 2: SC v 2207 - DTC connect to Main SC Instance above The problem, which only appeared since about several days ago, is that (2 above) Subinstance 1, started receiving only about 100 market depth levels instead of all levels. Thats in effect to both CME and Eurex - there are charts for both CME and Eurex in that subinstance Whats more interesting is that on diconnection and reconnection, Subinstance 1 starts receiving (for some of the symbols) FULL market depth but only after a e.g. 30 seconds it swtches back to 100 levels only and what is even even more interesting (3 above) Subinstance 2 (of an older SC version), doesnt have this problem and receives ALL market depth levels in a stable fashion ps: before answering, carefully review the SC versions mentioned above and also the overall setup |
| [2021-03-02 17:44:43] |
| John - SC Support - Posts: 31293 |
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The first thing we need to understand is how you are starting these Sub-Instances. If you are selecting File >> New Instance, then you should not have one of these that is a different version. They should all be the same as the Main Version from which they are started. We really do not understand how you can have Sub-Instance 2 be at version 2207. Also, is this for just one symbol, or are you having an issue with multiple symbols? What symbols are you having a problem with? Are you not having an issue for any symbols? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-02 18:04:02] |
| User12089 - Posts: 350 |
|
the issue described earlier affects ALL symbols in Sub-instastance 1 - besides there are symbols from both CME and Eurex in that subinstance 1 "We really do not understand how you can have Sub-Instance 2 be at version 2207" - very simple - you install SC instance from scratch (ie by downloading it from teh web site, then running the installer, etc etc), then in the Data/Service Config you select and configure connection for DTC Subinstance and then in the main SC instance you also enable the DTC server - thats it i dont like using File >> New Instance and have never ever used it to date - the reason for that is that i have more control when doing it according to my method (which is actually one of teh SC methods) |
| [2021-03-02 18:31:31] |
| John - SC Support - Posts: 31293 |
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We understand now that all three instances are separate installations. If you open the Market Depth Window (File >> Open Market Depth Window) in Sub-Instance #1 and scroll all the way to the bottom of the window, you will see under Bid Price and Ask Price the word "Total" with a number in parentheses after it. What is the number that is in parentheses. Also let us know the symbol you are looking at. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-02 19:05:22] |
| User12089 - Posts: 350 |
|
yes these are "manually installed" DTC subinstances ==--- i got: Total(100) - which is what i was suspecting initially ie subinstance 1 getting only about 100 levels the symbol was the CME symbol (CQG symbology): F.US.CA6H21 ==----- also note that the problems with that instance started roughly when i switched from SC Order Routing / TT to CQG for Order Routing (Denali remained for data) - due to AMP dropping TT. May be only the first day after the switch was normal and then the issue described here started. I also have a vague feeling / memory / observation that the issue may have started after i tried to download Market Depth Data (manually) for a few symbols in that subinstance - the downloaded data appeared as constrained to 100 levels (i did that on Sat/Sun) even though i had recorded FULL market depth (with CQG symbols) on Fri which was my first full trading day with CQG symbology after switching to them on Thu Although these are just vague recollections - i am not quite sure about the sequence of events because i was not expecting such issue hence not paying attention at these things |
| [2021-03-02 19:17:45] |
| John - SC Support - Posts: 31293 |
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It has to be a setting somewhere that is limited to 100. The first one we want you to look at is under Global Settings >> Sierra Chart Server Settings. Look at the entry for Max Depth Levels and let us know if that is set to 100. If it is, then change it to 0 and that will resolve the issue. If it is already 0, then let us know. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-02 20:18:42] |
| User12089 - Posts: 350 |
|
yes indeed in subinstance 1 it was set to 100 - thank you - needless to say issue solved i was not aware that that setting plays a role FROM the DTC Client side as well ie subinstance 1 is a DTC client in relation to the main SC instance where the same setting was set to 0 also not quite sure how it was working ok literally until last Fri - anyway probbaly some sort of mess on my side |
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