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SC Data Feed is freezing upon price spikes (CL Futures - Nymex)

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[2014-09-23 16:36:16] #1 [Go To First Post]
User30668 - Posts: 108
SC Engineering, I have been experiencing this problem for some time now. Upon price spikes (with CL Futures - NYMEX) SC Data Feed sometimes freezes for a few seconds - between 1 and 5 seconds, depending. Then it comes back. It looks like it could be data flow overload. It happened today at least three times. The one that lasted for more time was at 9:31 am EST. I know that the problem comes from SC Data Feed because I have one chart open with IB Data Feed (in the same SC instance) and it doesn't freeze. Nevertheless, to make sure if the problem was coming from SC Data Feed or not I opened a Trade DOM with IB Data and kept both DOMs side by side. The outcome is precisely the same: upon price spikes the DOM with SC Data Feed freezes (charts and DOM) whereas IBs chart and DOM keep moving. I also tested with a separate SC instance (Chartbook just with one Trade DOM) and the outcome was the same. CPU overload was excluded too. I don't know if the problem is caused or not by the same reasons pointed on the following thread: Sierra Chart Real-Time Feed Down ?? As I am sure you will understand, it is not good at all having these kind of issues. It is very distressful and causes missing entries and/or exits, not to mention that it also causes distrust on the data feed. And we really need to trust the data feed we are using... So, please do your best to prevent this kind of problems from happening. Thank you.

[2014-09-23 17:23:09] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We suspect the problem is related to that thread you linked to. The solution to the problem was not implemented on one of the servers because we wanted to make sure it was well tested. We will be updating the server at the end of the day today. Let us know if you see the problem again. 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

[2014-09-25 10:15:51] #3 [Go To First Post]
User30668 - Posts: 108
Let us know if you see the problem again. I have witnessed the same problem again yesterday at 9:30 am EST, this time with Euro Futures (E6 - Globex). There was a moderate price thrust down with some volume - the Data Feed froze for about 1 or 2 seconds and then the price just "popped up" 12 ticks down from the level where it was before. I had an open position at that time but fortunately the freezing did not cause me any problem, except some concern. But it could have. I am really concerned about this issue. There are some scheduled events for next week that will cause some strong volatility with high volume. Will the Data Feed fail when we need it the most? Please do everything you can to resolve this problem. Thank you. P.S. - I didn't trade CL Futures yesterday, so I can't comment about it yet.

[2014-09-25 15:25:21] #4 [Go To First Post]
User30668 - Posts: 108
Let us know if you see the problem again. It has just happened again with CL Futures - Nymex. Two times in a row. A price down thrust of 12 ticks (at 10:19:43 am EST) was enough to freeze SC Data Feed for 3 seconds. Then at 10:31:14 again. And maybe more times after that, I don't know - I had to stop trading because I got really distressed. Now that I have to have a second Trade Dom with the IB lousy data feed (as a precaution) side by side with my main Trade DOM (with SC Data Feed) I can see the problem even better. IB data feed does not freeze. SC Data Feed does. I am sorry, I don't mean to be rude, but this is just not acceptable. Every time I am preparing to open a position now I find myself almost praying for the data feed not to fail. Trading is hard enough by itself. We can't afford to have these kind of extra problems. In your web site we can read the following sentence: It is a top-quality and low latency data feed that provides tick by tick data. I like SC software. It has been my elected trading platform for almost two years now. I have devoted much, much of my time learning how to work with it and configuring my chartbooks. I have switched from another data feed provider to SC data feed in November 2013 because I believed that we could achieve a better integration this way. However something has changed recently. SC Data Feed was working much better than it is now. I don't know why. It just can't keep up with the pace of the market when it is a bit faster. SC Engineering, Please take this problem as a priority and take all the due measures to resolve it once and for all. I look forward for your reply saying that the problem is resolved. Thank you. Date Time Of Last Edit: 2014-09-25 15:26:17

[2014-09-25 16:19:52] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We wonder if you are losing the connection to the data feed at these times you say it is freezing. In the copy of Sierra Chart that is using the Sierra Chart data feed, we need to see the Message Log from that copy. Provide a copy of the Message Log, by following these instructions: http://www.sierrachart.com/index.php?l=PostingInformation.php#log 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

[2014-09-25 16:29:06] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This indicates a connection from you: 09-25 10:37:20 \| 66421_1 (4786): Received logon request from username 66421_1 for data service scbcd. The time is UTC. Did you notice the problem at this time. We suspect, that there is something else going on in this case and it is not what we were thinking. We do not have other reports of this problem. 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: 2014-09-25 16:30:50

[2014-09-25 16:52:01] #7 [Go To First Post]
User30668 - Posts: 108
The time is UTC. Did you notice the problem at this time. No, it was at 15:19 and 15:31 (local time). We wonder if you are losing the connection to the data feed at these times you say it is freezing. I didn't lose the connection to the data feed. I have an alert for these cases. And the Message Log doesn't show any event at these times too. It would be very strange anyway just losing the connection upon price thrusts and high data flow. But even if that was the case the problem would be with the server, correct? Regarding not having other reports of this problem I find it strange too. But the fact is the problem exists and is just noticeable with SC Data Feed. IB's data feed behaves as usual. I am attaching the Message Log as requested.


Private File

[2014-09-25 17:01:03] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It would be very strange anyway just losing the connection upon price thrusts and high data flow. But even if that was the case the problem would be with the server, correct? Could be strange. Not necessarily with the server. There could be all kinds of reasons for a lost connection. 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

[2014-09-25 17:14:58] #9 [Go To First Post]
User30668 - Posts: 108
Not necessarily with the server. There could be all kinds of reasons for a lost connection. Well, what I know is that everything was fine for me with the SC Data Feed until the end of August. Since the beginning of September I started having these issues. On the September 5th I lost connection for 6 minutes. Just one more person reported the problem: Sierra Chart Real-Time Feed Down ?? I am convinced that there were not just two users on that server. I sincerely hope you can find the problem and solve it. Thank you.

[2014-09-25 17:21:43] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do know about this issue: Sierra Chart Real-Time Feed Down ?? What you are experiencing is not related to this. At this point we do not know with the source of the problem is and if there is anyone else affected. Since the beginning of September I started having these issues. This actually tends to indicate the problem is not with the server. Update: We take this back. Could be related to the change we made to better handle higher data rates but if anything it should be solving the problem and not creating any new issue like this. Still unclear what the problem is. 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: 2014-09-25 17:44:13

[2014-09-26 02:51:32] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have an idea about this and we deployed a change to the servers. Please let us know if you see a problem and just simply give us a one sentence description, the date, the time, and the time zone. This is all we need. 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

[2014-09-29 01:43:31] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We considered this problem over the weekend and did some testing . It is possible but uncertain, that the change to correct that original incident about a month ago may be the source of this problem you are reporting. This is not clear at this time. We have made another change which will solve the problem assuming it is what we think it might be. This change has been deployed to: scdf1.sierracharts.com This is only one of the two servers. So we will see how it goes on Monday. 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

[2014-09-29 09:08:38] #13 [Go To First Post]
User30668 - Posts: 108
From post #11: We have an idea about this and we deployed a change to the servers. I monitored closely the behavior of data feed on Friday and it seemed always normal. I didn't see any freezing or anything out of normal. The market didn't have big spikes nor big volume though, so I couldn't make sure.

[2014-09-29 09:24:12] #14 [Go To First Post]
User30668 - Posts: 108
From post #12: We considered this problem over the weekend and did some testing . It is possible but uncertain, that the change to correct that original incident about a month ago may be the source of this problem you are reporting. This make sense to me because I started seeing this problem after that time. We have made another change which will solve the problem assuming it is what we think it might be. This change has been deployed to: scdf1.sierracharts.com This is only one of the two servers. So we will see how it goes on Monday. As this is a very important situation to me, I will monitor the behavior of the data feed and pay close attention to this issue. Would you please inform me how can I be sure that I am connected to the "scdf1.sierracharts.com" server? Thank you. Date Time Of Last Edit: 2014-09-29 09:24:29

[2014-09-29 09:33:10] #15 [Go To First Post]
User30668 - Posts: 108
Would you please inform me how can I be sure that I am connected to the "scdf1.sierracharts.com" server? Please disregard this question. I just found that information on the message log. My apologies. Thank you.

[2014-09-30 04:50:06] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The change we mentioned has now been deployed to both servers. 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

[2014-10-02 16:31:50] #17 [Go To First Post]
User30668 - Posts: 108
SC Engineering, I am sorry to bring some bad news again. I was happy and thinking that this problem had been resolved but SC Data Feed just froze again on CL Futures - Nymex and wasn't able to restart. It happened at 16:32:45 UTC (11:32:45 EST). It was the server scdf2.sierracharts.com. The data feed started lagging for a few seconds and then stopped. I can tell it started lagging because I still have one Trade DOM open with IB data feed (just in case). It happened just with CL Futures. The other instruments charts kept moving. From the message log: "Real-time data for symbol CL-201411-NYMEX is currently unavailable. \| 2014-10-02 16:32:46" I waited a few minutes to see if it would restart by it self but it didn't. Then I disconnected and reconnected to server scdf1.sierracharts.com. It is now working well. I can't tell if it had any other problem before (during today) because I wasn't trading this instrument today. I must say that this instrument has been very volatile for the last three days, being today the most volatile day. Excepting today, I have been closely monitoring the data feed with this instrument and it worked always perfectly, never lagging nor freezing. Let me know if I can provide any further information. Please see if you can do something to prevent this problem from happening without compromising the current excellent data feed performance. Thank you. Date Time Of Last Edit: 2014-10-02 16:33:57

[2014-10-02 17:03:46] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do know about this. Our server monitoring system alerted it to us and we needed to restart the feed handler for the Nymex. The cause of this particular issue is not exactly known but basically we saw the feed handler process was in a frozen state and that is something that is extremely rare and almost never seen before. It is unrelated to the other previous lagging issue. We suspect it has something to do with the CME B UDP feed that we started yesterday in the feed handler. There was a problem with that particular feed in the past. 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: 2014-10-02 17:04:16

[2014-10-02 20:48:18] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We believe we found the problem and it has been fixed. 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

[2014-10-08 14:56:19] #20 [Go To First Post]
User30668 - Posts: 108
Exact same problem just happened again: "Real-time data for symbol CL-201411-NYMEX is currently unavailable. \| 2014-10-08 15:30:20" I was connected to the server scdf2.sierracharts.com. SC Data Feed started lagging for a few seconds and stopped. I waited for a minute but it didn't restart. Then I disconnected and reconnected to scdf1.sierracharts.com. It was after Crude Oil Inventories releasing. Some price thrusts and higher volume, but nothing out of normal for this instrument every wednesday... I also have been noticing some problems with the market depth lately. Some of the levels disappear of the Trade Dom for a few seconds and then come back. This is exasperating. Please do something to fix this nasty issue... Thank you.

[2014-10-08 15:54:36] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do see a one second interruption which caused this: "Real-time data for symbol CL-201411-NYMEX is currently unavailable. \| 2014-10-08 15:30:20" This is all. Not a minute. We need to see more lines in the Message Log around this time, from you. I also have been noticing some problems with the market depth lately. Some of the levels disappear of the Trade Dom for a few seconds and then come back. This is the result of packet loss. This is hard for us to control. We will have to ask Barchart about it. They provide the network connectivity. 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

[2014-10-08 16:24:22] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Anyway probably is not too important for us to see your Message Log. We understand what the core problem and it has to do with a problem in the server operating system that we have to work around. We are going to implement a solution but it probably will take us about 2 to 3 weeks because we have to completely change how interprocess communication works. And as we said before, we only saw one second interruption. 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

[2014-10-08 16:25:31] #23 [Go To First Post]
User30668 - Posts: 108
This is all. Not a minute. We need to see more lines in the Message Log around this time, from you. What I meant was that the Data Feed did not restart by itself. It kept frozen during that one minute until I manually disconnected and reconnected. Regarding the message log, while I was selecting more lines around that time as you requested, I noticed that the data feed had already failed before during 11 seconds at 15:05:53 (UTC) and was restored at 15:06:04. At that time it restarted by itself. "Real-time data for symbol CL-201411-NYMEX is currently unavailable. \| 2014-10-08 15:05:53 Real-time data for symbol CL-201411-NYMEX has been restored. \| 2014-10-08 15:06:04 Intraday data recording state for symbol CL-201411-NYMEX is set to pending. \| 2014-10-08 15:06:04" I didn't notice that failure because I wasn't in front of the screen at that time. I am attaching the message log around the time of both failures as requested. Let me know if you need any further information from me. Thank you.


Private File

[2014-10-08 16:40:18] #24 [Go To First Post]
User30668 - Posts: 108
Anyway probably is not too important for us to see your Message Log. We understand what the core problem and it has to do with a problem in the server operating system that we have to work around. We are going to implement a solution but it probably will take us about 2 to 3 weeks because we have to completely change how interprocess communication works. And as we said before, we only saw one second interruption. Sorry, we posted almost at the same time and I didn't realize that there was one more reply. Anyway, there was more than one interruption. Please read my previous message. We understand what the core problem and it has to do with a problem in the server operating system that we have to work around. We are going to implement a solution but it probably will take us about 2 to 3 weeks because we have to completely change how interprocess communication works. Please do the best you can. Thank you.

[2014-10-08 17:02:08] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will solve this problem. It just will take time. There is no doubt about 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

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