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Date/Time: Fri, 03 May 2024 03:16:12 +0000

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Eurex lag diagnosis

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[2024-02-12 19:48:38] #1 [Go To First Post]
Pjimmy - Posts: 13
I am trying to diagnose why my Denali Eurex feed is lagging and hope you might offer some suggestions. I have tried many of the solutions on the message board with no success yet. It is not a new issue and I am unclear whether it is a Sierrachart question or not so please bare with me. From approx. 3:20am EDT the lagging problem occurs whereby there can be no data intermittently for 5-10 seconds on either dax or stoxx. The dax and stoxx data is intermittently out of sync at that time too. As I am geographically challenged (New Zealand), I suspect the proximity to servers is the issue. Some technical info: Speedtest to Chicago is dn:597.11mbps up:4.85mbps. Computer is highly spec'ed and 6 months old. -Task manager doesn't break a sweat with Sierracharts and I have never had any issues regarding hardware. I use a small app (network time) that corrects any computer clock issues daily and the 'data delay' function on the chart header shows no issues. I do not have other chartbooks open and the chart studies are not excessive. (Chart drawing time is approx. 14ms, calculations per second is approx. 3) A snapshot from the server log (with heartbeat monitor turned on): 2024-02-12 03:54:50.125 \| Denali Data Feed (Market Orders Data) \| Heartbeat from server , ServerReceivedClientHeartbeatSecondsAgo=19, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=0, ActualMessageDelay=-0.1 seconds, DataCompRatio=1.03, UncompressedBytes=64453, CompressionTime=0.015351(secs), NumCompressions=869, Source=10.201.90.5, MaxSendBufferSize=154, MaxSendBufferSizeDateTime=2024-02-12 04:06:13 This was the highest I saw 'ServerReceivedClientHeartbeatSecondsAgo' yesterday. It normally fluctuates between 10-17.

[2024-02-13 17:31:57] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 14189
What do you mean by this: The dax and stoxx data is intermittently out of sync at that time too. If you see no delay, it means the data is not delayed: and the 'data delay' function on the chart header shows no issues. If there is a problem, we would expect this to show some delay. This indicates no problem at all: NumberOfOutstandingSendBuffers=0 ServerSendBufferSizeInBytes=0 Everything looks just fine. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-13 19:14:33] #3 [Go To First Post]
Pjimmy - Posts: 13
The dax and stoxx data is intermittently out of sync at that time too. The data for dax has been consistent and bars have updated in the correct timeframe with few exceptions. The data for stoxx has lagged more often whereby nothing has been visible for multiple bars. After which the chart updates with the data that has been missing. As the data is coming from the same place (10Gb fiber link to Deutsche Börse T7 multicast feeds) I therefore do not think it is an issue at my end or with Sierracharts. Note: There is less price movement on stoxx which sometimes does not move for multiple bars (I am interested in the depth of market data for stoxx though) so I use the following chart settings: Do Not Draw Columns With No Data: No Include Columns With No Data: Yes Has anyone else reported something similar? Is there any way to test the Deutsche Börse data feed leaving Germany is stable for both indexes?

[2024-02-18 19:28:25] #4 [Go To First Post]
Pjimmy - Posts: 13
Please could I get a response to my questions Sierra_Chart Engineering.

[2024-02-19 23:35:17] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 14189
No, this is outside the scope of our support. There is definitively no problem on the Sierra Chart side. You may want to contact the exchange. 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, use the Teton service: Sierra Chart Teton Futures Order Routing

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