Support Board
Date/Time: Sun, 24 Nov 2024 17:01:52 +0000
[Locked] - Announcement: New Sierra Chart Real-Time Futures Data Feed (CME, CBOT, NYMEX, COMEX data)
View Count: 23040
| [2013-11-18 01:19:45] |
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We have released a new real-time and historical futures data feed that works with all supported trading services. More information can be found on this page: http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php We have been receiving overall very good feedback for the data feed. The most recent comment is here: Trading live (real money) on new SC data feed past 3 days, with excellent results. We expect this week the performance of the data feed to be very good. If you are using this data feed, please provide feedback whether it is good or not good. We are continuing to monitor the feed very closely for packet loss. We hope that we have resolved this issue but we are still monitoring. Nevertheless, there are continuing improvements we are working on. Previous Discussion thread: Notice: New Futures Real-Time Data Feed 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: 2013-11-18 09:54:02
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| [2013-11-18 07:20:16] |
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If you are using the new Sierra Chart futures data feed, make sure you are on version 1047.
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 |
| [2013-11-18 12:20:32] |
| ganz - Posts: 1048 |
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Hello. v1047 nonCLR on Linux/Wine I've compared SC RT Feed vs IQFeed: rt and backfill: http://s21.postimg.org/umlgj34jb/dtc2.png 100% equal. Also I've done the test with stop/start SC RT Feed within a current bar - the backfill for a current bar is accurate, no one tick was missed. CPU usage is extremely low. Very good result. Thank you. Date Time Of Last Edit: 2013-11-18 12:32:13
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| [2013-11-18 19:09:27] |
| JohnL - Posts: 27 |
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Very impressed so far. I've just compared DOM side-by-side with IB, CTS, IQFeed (w/o market depth) for GC. I captured screen video at 33fps and then stepped through frame by frame. SC feed appears to be as fast or faster than others. The market depth especially updates consistently 1 or 2 frames faster than next fastest (last trades seem to be more similar). I also watched through the last non-farm payroll and the feed performed beautifully. I'm looking forward to continuous contracts, but otherwise this is my new favorite. Thanks for all your efforts. |
| [2013-11-18 23:09:53] |
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Data feed volume results for 2013-11-18 covering a 24-hour period 16:15 to 16:14:59 New York time. Sierra Chart CME data feed ES 1537736 CL 103826 IQ feed: ES 1537772 CL 103827 As you can see, these are very good results. Very negligible packet loss. 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 |
| [2013-11-19 00:36:06] |
| enemyspy - Posts: 306 |
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very pleased and also looking forward to back adjusted continuous contracts as well....will continue with this data feed.
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| [2013-11-19 02:54:04] |
| User53441 - Posts: 17 |
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Hi when will this data feed be available for users that don't use any of the trading services listed. Will the price be the same?
Date Time Of Last Edit: 2013-11-19 02:56:46
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| [2013-11-19 02:57:12] |
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The Sierra Chart Real-time Futures data feed works with all of the supported trading services. A list can be found on this page: http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php That page also contains pricing. 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 |
| [2013-11-19 04:55:16] |
| ganz - Posts: 1048 |
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SC Support. >>> Very negligible packet loss. <<< This sounds just awful on my side (users side). IMHO, for those of users who has never tested data feeds it is really need to provide some additional info: - all of brokers provide their data feed using UDP - a chance to lose a data packet is a nature of UDP http://www.diffen.com/difference/TCP_vs_UDP - CME uses UDP to feed external services - 1% or more of packets might be lost using UDP in most of other cases using a broker's feed /my stats/. - IQFeed uses TCP. It increases a feed latency. So the SC Real Time Futures Data Feed looks great in this scope. Sorry for my English. This is the suggestion to provide more info. Date Time Of Last Edit: 2013-11-19 05:41:27
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| [2013-11-19 07:43:42] |
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Yes we understand. We try to be honest as possible even though something might be misinterpreted unless someone understands the subject. Unless someone has been following through this discussion from another thread, they may not understand what we meant and may not realize that the data feed really is 0.9999765895% perfect. This post here explains more details about the reason why there can be packet loss: Notice: New Futures Real-Time Data Feed | Post: 17149 Based upon the data we provided above, the packet loss from the CME data feed is 1 - 0.9999765895 % The Sierra Chart data feed is provided using TCP/IP to each client. The data feed we receive from the CME is UDP because it is a real-time data feed. There will never be packet loss between the Sierra Chart user and the server. The packet loss is from the exchange and for what we see even IQ Feed does lose some packets. When we had compared the IQ Feed volume to a TT FIX adapter and to a standard Barchart data feed, they were slightly lower. Not by much. Very very tiny percentages. Only about 5 less on the Volume for the ES for an entire day. This is totally insignificant. It probably would be better to say, the packet loss is insignificant and of 0% practical consequence. Furthermore based upon our observances, and feedback, the Sierra Chart data feed appears to be very much on top when it comes to low latency. It also delivers unfiltered market depth which we are not aware that anyone else does. we have a very low latency connection to the CME, and the data is provided through highly efficient software and fast servers straight into Sierra Chart. 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: 2013-11-19 08:37:41
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| [2013-11-19 10:04:30] |
| U_winks - Posts: 190 |
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Thanks very much to ganz and SC Support for shedding light on this issue of packet loss.. |
| [2013-11-19 16:29:15] |
| User35525 - Posts: 181 |
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This is an excellent feed and I'll signup when the back adjusted continuous contracts are available. Thanks for adding this to SC! Will the continuous contracts be real-time that can be effectively traded from? Thanks. Date Time Of Last Edit: 2013-11-19 16:30:38
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| [2013-11-20 03:08:54] |
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There was more packet loss than expected today. We are going to be working on the issue with the network engineer in the morning.
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 |
| [2013-11-20 15:57:36] |
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We still continue to notice packet loss. We do apologize for this. After the close there will be a change to the network connection for the internal CME data feed, which we hope will resolve this. We are going to solve this problem. We have said this data feed is going to be of the best quality, and that is our objective. About 10 minutes ago, some of you may have had an interruption with some data feed symbols for a few minutes. We isolated the source of the problem and resolved it and we are going to implement a permanent solution so it does not happen 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 Date Time Of Last Edit: 2013-11-20 15:58:15
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| [2013-11-20 16:54:27] |
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Our observations are very interesting monitoring the market this morning. For the ES we are noticing higher volumes during some minutes compared IQ Feed and we have compared to a TT FIX adapter also showing the higher volumes compared IQ Feed. So IQ feed is dropping packets as well. And the loss we are noticing a substantial into the hundreds of contracts. This only goes to show, how difficult it is to capture all the packets during fast market activity. Especially being the CME uses a UDP data feed which can and does drop messages. 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: 2013-11-20 16:56:03
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| [2013-11-20 17:44:48] |
| alex@n - Posts: 20 |
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you write - This only goes to show, how difficult it is to capture all the packets during fast market activity. It is really very difficult to achieve the lack of packet loss! UDP very fast, but not accurate Protocol. How to unite, speed UDP, and the accuracy of TCP ? is the question! If you will achieve it, you'll be the first! I wish you good luck. Your result was positive. |
| [2013-11-20 17:54:41] |
| PTG - Posts: 57 |
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I am very confident you guys are on the right track. The what I refer to as "Inspector Columbo Mentality" is surely resonating with more people than myself. The progress I have seen so far in the development of the data feed is very encouraging indeed. I hope you will manage to start delivering ICE and Eurex data soon. Earlier on, in the previous thread, I raised a question re. when you will start to record data of a contract before it becones active. At the time you mentioned "I think that the furthest back that we will start recording data will be about 9 months before a contract becomes active." DTN start earlier; not sure exactly by how much but for the current 6E contract it was Aug 15th 2012. Have you thought about the final answer ? |
| [2013-11-20 18:46:42] |
| drw112 - Posts: 24 |
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I signed up and have been using the feed. It has been great so far. I am very much looking forward to your implementation of the continuous contracts.
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| [2013-11-20 19:30:01] |
| pavelk123 - Posts: 4 |
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Please inform us of when you will provide real time data for Eurex Exchange. I now open a demo account with Zen-Fire. However, in two weeks my demo ends, and I need data. I do not want to set up a new account with another broker.
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| [2013-11-20 23:15:58] |
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The link to one of our servers that receives the CME data feed has been changed, to hopefully a more reliable one, and we are going to see if this resolves the problem with the packet loss from this moment forward. Will monitor and make a posting tomorrow about this. Today the market was very active and there was significant packet loss. We are going to solve this problem. We are hoping to get the EUREX data out before the end of the year, but we cannot make a promise about that. Currently the furthest out we are recording 6E futures contract data is: 6EZ5 We could go further out, assuming the CME symbol listings have further out symbols. But we are hesitant to go too far out because in order to keep everything optimal and of the best performance we do not want to track too many symbols. Although we may be able to with some further improvements. 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 |
| [2013-11-21 01:37:03] |
| User35525 - Posts: 181 |
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Pardon the stupid question, but will the volume-back-adjusted continuous feed mean we don't need to "rollover" anymore to trade with the services that the Sierra RT feed supports? Thanks. |
| [2013-11-21 01:50:58] |
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You will still need to rollover the contract month.
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 |
| [2013-11-21 09:31:20] |
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The packet loss problem appears to have been solved on the one particular server with the new link. We have transferred all client connections over to that new server for the trading day today. So rather than saying there is negligible packet loss, or as was the case yesterday, significant packet loss, now there is no packet loss. However, we need to run for a good full week to be certain about 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 |
| [2013-11-21 09:33:02] |
| AKR - Posts: 523 |
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I think you should go on making regular checks also after a week of no problems...
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