Support Board
Date/Time: Thu, 05 Dec 2024 19:14:33 +0000
[Sticky] [Locked] - EUREX Market Data Infrastructure Upgrade
View Count: 5748
| [2024-09-01 16:50:21] |
| Sierra_Chart Engineering - Posts: 17393 |
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We have been working for some time now, to upgrade our hardware infrastructure, and connectivity for the Denali EUREX order by order data feed. This includes a completely full redundant set up with redundancy in all areas including connectivity to the exchange. This will be completed in November 2024. This will eliminate any type of faults with the data feed. It also will solve, the packet loss issue which occasionally occurs which can lead to overlapping market depth data. 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 Date Time Of Last Edit: 2024-10-04 15:24:42
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| [2024-10-04 15:23:40] |
| Sierra_Chart Engineering - Posts: 17393 |
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We are aware of the overlapping market depth data issue today with EUREX. Affecting some symbols. This is due to some minor packet loss which we think this has to do with us testing the simulation feed in preparation for the upcoming new T7 version in November. We did take steps months ago to solve this issue. We apologize it for today. The infrastructure upgrades we are doing we described in the prior post is a definitive solution to this problem. The EUREX EOBI order by order data feed, is 100% sensitive to a problem like this. Once there is even a single packet lost it creates a problem like this. 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 Date Time Of Last Edit: 2024-10-04 15:24:11
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| [2024-10-21 19:22:15] |
| Sierra_Chart Engineering - Posts: 17393 |
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The second server, has been set up at the Frankfurt data center, and it has its own separate connection for exchange connectivity. We are testing the EUREX data now. All is working fine. There is a lot more to do and due to contractual terms, this is not going to become operational for users until December 1. The original server we have in Frankfurt is going to be reconfigured and put on this new network as well. 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 |
| [2024-11-27 00:44:44] |
| Sierra_Chart Engineering - Posts: 17393 |
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We want to update this thread, that we are all set for the release of the new EUREX infrastructure December 1, 2024. Just a few days away. 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 |
| [2024-11-30 04:40:37] |
| Sierra_Chart Engineering - Posts: 17393 |
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The EUREX data feed is now set up to be running on the new infrastructure. The new infrastructure is not all completely in place but mostly. There are some things to be aware of. We are still receiving the direct EUREX EOBI data feed, but it is now delivering options data which is 32 times more data. This is something we were not aware of on the new platform. The options data is not relayed to users because we are not licensed to do that. The problem is, that multicast data for options has to be processed through along with the outright futures and spreads. Our systems can handle this, but we have noticed a tiny amount of packet loss sometimes not always but sometimes. When there is even a single packet lost on an order by order data feed it causes an issue with market depth data where there can be an undeleted market depth level. We are working to resolve this problem, with many different methods. More efficient processing of the multicast data. And a more intelligent method to delete market depth levels which do not exist any longer. A higher performance network adapter. And as a last resort faster CPUs. This will take some time. And there can be an occasional problem until then. Hopefully the problem should be resolved, by the end of December. Faster CPUs is more involved. That requires, more involved maintenance or upgrading of a server entirely. Probably that is not necessary and would be a last resort. But really it is impressive, processing through 32 times more data, and having 99.999% of the time no packet loss. The new platform we are running on is really superb with its Internet connectivity, and redundancy. 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 Date Time Of Last Edit: 2024-11-30 04:43:05
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