Login Page - Create Account

Support Board


Date/Time: Sat, 20 Apr 2024 09:58:12 +0000



Sierra Chart Real-Time Feed Down ??

View Count: 1327

[2014-09-05 12:35:18]
moonmist - Posts: 127
Hi,

ES market quotes stopped updating right after the job report at 8:30 AM Eastern Time. Is Sierra Chart Real-Time feed down ?

PS: It worked again around 8:36 AM
Date Time Of Last Edit: 2014-09-05 12:37:10
[2014-09-05 12:56:32]
User30668 - Posts: 108
Yes, I confirm that SC Data Feed was down for a few minutes upon the job report release.


I had one chart open with IB Data Feed and there was no problem with it.


It caused me to miss two good entries...


This is not good news.


SC Engineering: Please take the due diligences to prevent these kind of problems from happening.


Thank you.
[2014-09-05 14:31:18]
Sierra Chart Engineering - Posts: 104368
We see no evidence the Sierra Chart servers or the CME multicast feeds had any problem at this time. We are contacting Barchart to see if they had a network issue at that time.

There is no missing data. When the connectivity was restored, the missing Intraday data should have been downloaded. Was that 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
[2014-09-05 14:41:03]
User30668 - Posts: 108
There is no missing data. When the connectivity was restored, the missing Intraday data should have been downloaded. Was that the case?
Yes, that's exactly what happened.


The market was really fast when the Data Feed failed (not faster than yesterday though).


Please make sure that Barchart team understands that this should never happen.


Thank you.
[2014-09-05 14:52:40]
Sierra Chart Engineering - Posts: 104368
We see no evidence of a network connectivity issue. Does not appear to be a Barchart issue.

We see evidence, one of the feed handlers was restarted and came back at 8:36 US Eastern time. It was the one that handles the CME stock index futures and currencies. This occurred on one of the servers but there is no event indicating reason why it happened.

So only some users would have been affected by this. And only if you were looking at symbols like the ES.
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: 2014-09-05 14:56:00
[2014-09-05 15:17:54]
User30668 - Posts: 108
Yes, I was looking at CME currencies futures and stock futures. As I do every single day.


If it occurred just in one of the servers then I was really unlucky, because I disconnected and reconnected from the Data Feed several times trying to get it to work again asap, hopping to get a different server. But the Data Feed just came back after 6 minutes.


On every re-connection attempt I would get the charts up to date but frozen, without streaming data.


Again, please do everything you can to prevent this kind of problems from happening.


Thank you.
[2014-09-06 06:16:57]
Sierra Chart Engineering - Posts: 104368

If it occurred just in one of the servers then I was really unlucky, because I disconnected and reconnected from the Data Feed several times trying to get it to work again asap, hopping to get a different server. But the Data Feed just came back after 6 minutes.
We are not sure why this would be the case.

We see no evidence of a problem during that time on one of the servers.

After looking into the issue at this time, we believe the data rate from the CME was extremely high and the underlying operating system network functions which are used on a local internal socket had trouble with a very high data rate.

The method by which we interact with a network socket is going to be changed this weekend and will solve it. We implemented a similar change a couple of months ago for the US equities 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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-09-06 06:17:13
[2014-09-06 10:04:34]
User30668 - Posts: 108
After looking into the issue at this time, we believe the data rate from the CME was extremely high and the underlying operating system network functions which are used on a local internal socket had trouble with a very high data rate.
Yes, I think you are absolutely correct with this statement.

Upon the release of the "Non-Farm Employment Change" (which came out with a very unexpected value) at 8:30 AM Eastern Time, the prices spikes in the CME Futures (both currencies and indices) moved quite fast and the volume of trades was high. It probably caused some kind of "overload" on your server.



My concern here is that this kind of events and spikes happen very often and provide very good entry opportunities. I am always watching for this kind of opportunities to manage my entries, like thousands of other traders. Hence the very high data rate at these times / events.


Yesterday I missed two very good entries because the fluke happened before I had the chance to pull the trigger. But it could have been much worse, if I had managed to open a position and then lost the Data Feed...


I understand that I can always switch to IB's Data Feed but at the speed these "things" move, that simply isn't practicable at all.




The method by which we interact with a network socket is going to be changed this weekend and will solve it.

This is very good news. Please confirm here when it is done.

It's a big relieve to get to know that you are not simply waiting for the next problem to happen, you are actually trying to prevent it from happening again.

Nevertheless, please be aware of the following: yesterday's spike was fast, but sometimes event caused spikes can be much more "brutal" than this one. Please take it in account when implementing the solution to prevent the problem.



I like SC Software very much. It is by now my main work tool. I like SC Data Feed too and I have been using it since the beginning, when you started it. However, we (traders) must be able to trust that it won't fail on us when we need it the most.



I am aware that I am repeating myself but here is my request once again:

Please do your best to prevent this kind of problems from happening.

Thank you.
[2014-09-06 11:11:11]
moonmist - Posts: 127
Hi,

>>>>>>After looking into the issue at this time, we believe the data rate from the CME was extremely high and the underlying operating system network functions which are used on a local internal socket had trouble with a very high data rate.

After the release of job report yesterday, ES (September Contract) surged to around 1995.75, and stopped there for about six minutes. Probably some overloading problems. However, I do not recall similar issue after the release of the prior monthly job reports. Has anything been changed recently ?


Date Time Of Last Edit: 2014-09-06 11:39:15
[2014-09-08 08:08:43]
Sierra Chart Engineering - Posts: 104368

Nevertheless, please be aware of the following: yesterday's spike was fast, but sometimes event caused spikes can be much more "brutal" than this one. Please take it in account when implementing the solution to prevent the problem.
The solution does take this into consideration.

. However, I do not recall similar issue after the release of the prior monthly job reports. Has anything been changed recently ?
No, nothing has changed, but it is possible that the data rate still was unusually high even compared to previous occurrences.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account