Support Board
Date/Time: Mon, 23 Dec 2024 13:12:37 +0000
[Locked] - Notice: Recent issues with Sierra Chart US Stock Data Feed
View Count: 1399
| [2015-09-14 19:30:46] |
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Recently it has come to our attention about a data delay which sometimes occurs at the 9:30 AM Eastern time open with the US equities data feed from the Sierra Chart Exchange Data Feed. We have made some changes to solve this problem and we have been monitoring the data feed. These changes have greatly reduced the problem. However, we did notice a delay of about 30 seconds on one day and on 2015-09-14 we noticed a delay of two minutes. Otherwise, we have not noticed a delay on other days after we have begun monitoring since last week. We have a general understanding of why this is occurring and we are working on solving it. We should have this resolved sometime in the next week. 2015-10-03 update: Earlier this week, all outstanding problems were fully resolved with the US Equities data from the Sierra Chart Exchange Data Feed. The real-time data delay problem at the open was resolved as we indicated in the subsequent postings but we did continue to have a problem with historical data and that has been resolved as well. This data feed now works very well. We are quite happy with what we have accomplished with it and we hope that it does get used more. 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: 2015-10-03 07:39:48
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| [2015-09-15 05:40:21] |
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On 2015-09-14, due to the delay that occurred, about 5 minutes of data was missing at the 9:30 AM US Eastern time open in the US equities data. This data is now in the process of being patched. The patching will be finished before the 9:30 AM open on 2013-09-15. Follow the instructions here to re-download the data if you are using the US equities data from the Sierra Chart Exchange Data Feed and you have any missing data in your Intraday charts: https://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html#RetryDownloadDataInChart The historical data from this data feed is also used for Interactive Brokers and TD Ameritrade users. We have also implemented a temporary solution to the real-time delay problem that occurs sometimes at the 9:30 AM US Eastern time open for the US equities data. We will be monitoring this closely on 2015-09-15 at the open. The problem that occurred on 09-14, with that significant delay is completely unacceptable. Now that we are aware of such a problem, we are taking immediate action to solve it and prevent it from happening ever again. This problem about delays of US equities data at the open, have only recently come to our attention and it has to do with a large amount of data coming in from the exchange at the open for a large number of symbols. Our systems are capable of handling this, but there have been some small necessary changes we have made to properly handle 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-10-03 07:43:03
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| [2015-09-15 20:34:56] |
| Neo - Posts: 198 |
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You now have data from the 9:30 open, however data is missing between 9:30:xx and 9:32:xx
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| [2015-09-15 22:33:50] |
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We are in the process of patching this data now. We are still working on the underlying problem, so apparently it is not totally solved yet. 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 |
| [2015-09-19 10:35:20] |
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We are finishing up with the changes necessary to solve the problems with the US equities data feed. The delay problem with the streaming real-time data was solved several days ago. We continued to have historical data problems and that will be fully solved before Sunday morning. We are going to make some hardware updates to improve the overall performance of our 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 Date Time Of Last Edit: 2015-09-19 10:36:21
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| [2015-09-21 10:43:36] |
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If you are using the Sierra Chart Exchange Data Feed or Interactive Brokers or TD Ameritrade with service package 3, and you have been using Intraday charts for NYSE, NASDAQ, or BATS symbols, and there is missing data in them, then follow the instructions here to re-download the data: https://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html#RetryDownloadDataInChart 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 |
| [2015-09-27 02:07:52] |
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We completed the hardware upgrade on one of our servers which dramatically improves I/O performance for the historical stock data. This was a source of one of the problems. Although the exact cause was not known because the I/O performance was already good to begin with because we do use SSDs. But for some reason, one of the standard SSDs was having difficulty with this. We are now using a PCI SSD for the stock data. These drives have incredibly high-performance. At this point we consider the US Stock/equities data feed provided by the Sierra Chart Exchange Data Feed to be 100%. 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 |
| [2015-10-03 07:35:15] |
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Even after the hardware update, we still had a problem with historical data on one of the data servers. This problem was finally resolved at the beginning of this week. We did determine the actual core problem. Since our servers are tracking about 24,000 stock symbols, when the market opens a large number of these begin trading. At that point in time the data files for them are opened and there was a large number of file open operations taking place at once. This was a source of the problem. Now the files are opened ahead of time before the market open. We do want to acknowledge that we did have problems with the US equities data feed earlier and it did not meet our high standards. Once we were aware of these, we worked very diligently and continuously to resolve the problems and they are now all resolved. If you encounter any problems with the Sierra Chart US equities data feed part of the Sierra Chart Exchange Data Feed, please let us know in this thread. 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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