Support Board
Date/Time: Mon, 10 Feb 2025 15:43:43 +0000
SubInstance - Has Volume/Trades Mis-match compared with Main Instance
View Count: 1051
| [2020-08-12 04:58:22] |
| ejtrader - Posts: 688 |
|
SC Team - Noticing few issues with the Number of Trades/Volume between Main instance and Sub-Instance. Attached are 2 images demonstrating the issue. If you could look at the data for the same bar - The End time/# of trades/Volume are different between Main instance and sub-instance. I have looked at the underlying T&S/SCID data between main instance and sub-instance and in sub-instance the data for 23:34:43.002 is missing where as it is present in main instance. 23:34:43.000 & 23:34:43.001 - Present in both main and sub-instances. 23:34:43.002 Trade: In Main Instance - Showed up in T&S data, Present in SCID file, Shows in Chart In Sub Instance - Showed up in T&S data, missing in SCID file, Missing in Chart This is a serious issue as unable to trust the Sub-Instance to process critical data. PS: I am using CST as timezone across the charts/instances for this. This is not a single occurrence as have been noticing the issues in different areas as well. Same code produces very subtle differences between main instance and sub-instance. Thanks Date Time Of Last Edit: 2020-08-12 05:09:13
|
 SC_NQ_Trades_MainInstance.png / V - Attached On 2020-08-12 04:55:42 UTC - Size: 23.97 KB - 254 views SC_NQ_Trades_SubInstance.png / V - Attached On 2020-08-12 04:55:49 UTC - Size: 26.77 KB - 260 views |
| [2020-08-12 23:01:28] |
| |
|
There must be some explanation to this in this particular case. Unless we can easily reproduce this, we do not see how we can help with this. How can we easily reproduce 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 |
| [2020-08-12 23:22:30] |
| |
|
One reason there is major doubt placed on there being a genuine problem, is simply because the DTC server/sub instance functionality is the foundation of the entire Sierra Chart market data infrastructure. And it works perfectly. We just did a check now to verify that. So there must be some specific explanation in your 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 Date Time Of Last Edit: 2020-08-12 23:23:02
|
| [2020-08-13 04:12:19] |
| ejtrader - Posts: 688 |
|
Thank you SC Team. I am also as much puzzled with this issue. As you can see - I am not using any studies or anything like that just a plain 1 min chart on main instance and sub-instance. If you would like to see this using a remote session I can demonstrate the problem to you. Would try to capture some more evidence of this but don't have logical explanation for this issue. Thanks Date Time Of Last Edit: 2020-08-13 04:15:13
|
| [2020-08-13 17:37:29] |
| |
|
Make sure there is no volume filtering being used: Chart Settings: Volume Filter (Chart >> Chart Settings >> Data Limiting >> Volume Filter Settings menu) 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 |
| [2020-08-13 20:36:26] |
| ejtrader - Posts: 688 |
|
SC Team - I don't have the volume filter turned on. Attached are the 2 files with Write Bar data for the same charts. Difference is one single day - 1 trade (for 8/11). Thanks |
 NQU20_FUT_CME-BarData_Main_Instance.txt - Attached On 2020-08-13 20:35:45 UTC - Size: 7.39 KB - 377 views NQU20_FUT_CME-BarData_Sub_Instance.txt - Attached On 2020-08-13 20:35:53 UTC - Size: 7.39 KB - 266 views Attachment Deleted. |
| [2020-08-13 20:37:08] |
| ejtrader - Posts: 688 |
|
Attached is the image that is showing the difference for 1 day. First one is for NQ - Difference on 8/11 - 1 trade difference. Second one is for ES - Difference on 8/2 - 9 Trades differ between main on Sub-instances Date Time Of Last Edit: 2020-08-13 20:42:43
|
| NQ_Data_Difference.JPG / V - Attached On 2020-08-13 20:42:27 UTC - Size: 931.5 KB - 295 views ES_Data_Difference.JPG / V - Attached On 2020-08-13 20:42:36 UTC - Size: 912 KB - 287 views |
| [2020-08-19 18:37:46] |
| ejtrader - Posts: 688 |
|
SC Team - It appears like this is happening when the sub-instance is intentionally disconnected from the feed and re-connected. Intentional disconnect/connect is needed to perform the test case with few critical studies (disconnect/connect probably once in an hour). However Main instance is not disturbed / disconnected during these test cases. When the data discrepancy occurs - even delete/download data for specific day doesn't fix the issue in Sub-Instance. Only way to fix it is to delete the SCID file manually and have it reloaded automatically when the instrument is loaded again. Only use a single instrument for this test purpose in Sub-Instance. Would you please confirm If the current DTC architecture support this test case? Thanks |
| [2020-08-20 12:27:29] |
| |
|
Wait until we have the new microsecond time stamping functionality done, about another week, and also make sure the sub instance has a tick by tick configuration: Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this: Tick by Tick Data Configuration Also this does not make sense to us: even delete/download data for specific day doesn't fix the issue in Sub-Instance. This would be a definitive resolution to the issue.
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: 2020-08-20 12:28:27
|
To post a message in this thread, you need to log in with your Sierra Chart account: