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Direct MessagesDate/Time: Fri, 27 Sep 2024 07:25:55 +0000
[Locked] - CME Packet Loss Problem Solved and Recent Market Depth Data Issue
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| [2016-02-04 10:20:43] |
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This message about the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed Since the release of the Sierra Chart Exchange Data Feed about two years ago there has been an intermittent issue with packet loss for the CME data. This includes CME, NYMEX, COMEX, and CBOT. This issue has been variable. Most of the time, the problem has been negligible. Although there is almost everyday, a very small amount of packet loss that does exist and is hard to avoid. There have been times where there has been significant amount of packet loss. Whenever there has been a significant issue, in almost all cases it has been attributed to an external network switching issue. Barchart is the provider of the network. In the unusual case where it has been a problem with overload due to the data rates, this has been addressed by us through software changes which has resolved that issue. That was solved about six months ago. About 10 months ago, the problem with packet loss became very significant and Barchart changed a network switch and the packet loss immediately after dropped to 0%. This was a very clear indication that our suspicion that this was a network switching issue was correct. Recently, we have noticed packet loss again that is higher than is acceptable. For example sometimes reaching .05% during certain hours and certain channels. At this point, we were getting very tired of this issue and strongly believed that the cause is an external network switching issue and no longer wanted to put reliance on Barchart to solve this. Because they have done all they can. What we did to solve this is we reconfigured how the multicast feeds are being used. We are now only using one set of them and relaying the data to our other server. This has now caused the packet loss to become very close to zero every day now. This change was made about two weeks ago. We think this had a major effect because the amount of bandwidth now flowing through the external network switch is less. One problem with this packet loss is that the packet loss was inconsistent between our two servers so when users re-downloaded the data in a chart, they could end up with slightly different appearance of chart bars if using bars based on Trades or Volume. This problem is solved and will no longer occur. Also in the past when this would happen it would be minor and go usually unnoticed. ---- Another issue that has developed with the recent change was there was an intermittent problem for market depth updates that were not being transmitted, or the values were wrong. We were monitoring this very closely, and took some temporary steps to workaround this so that users were not affected. But it is possible you may have seen this when using the Sierra Chart Exchange Data Feed. This morning we discovered the source of the problem and it is now completely resolved. 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: 2016-02-04 10:27:13
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| [2016-02-08 04:00:15] |
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Just to give you an idea how low the packet loss is now, refer to the following data.. Time range: US Eastern time zone: 2016-02-05 00:00:00 - 2016-02-07 20:00:00 Service, Total, Lost CME, 25509730471, 38 COMEX, 4278627184, 1 CBOT, 17094184925, 6 NYMEX, 12714831618, 13 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: 2016-02-08 04:01:46
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