Support Board
Date/Time: Sun, 16 Mar 2025 12:39:26 +0000
Denali data lag issue
View Count: 483
| [2022-08-10 14:55:11] |
| User165114 - Posts: 18 |
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I have activated both CBOT and CME exchanges for Denali and compared ZN and ES to Rithmic data. Bids and offers get updated (pulling and stacking) without any noticeable delay for ES from CME when compared to Rithmic data. No problem with ES. However, ZN from CBOT shows noticeable lag. Bids and offers freeze for a second before any change. So changes in market depth are very abrupt compared to Denali ES and Rithmic ZN. I have searched the support board and changed settings to reduce lag but couldn't fix it: When testing ZN, I used the same ES chart settings (with 30ms chart update interval) and only changed the symbol. For "Sierra Chart Server Settings", I used "High Compression" with 30ms "Remote Buffer Delay" and 40 "Max Depth Levels" Please help me to fix this problem with ZN. |
| [2022-08-10 17:30:22] |
| John - SC Support - Posts: 38678 |
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The ZN is not as heavily traded as the ES, so we do not think you are seeing anything "wrong", it's just that there are going to be natural pauses in the data when there are not trades occurring for a second or so.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-08-10 21:24:19] |
| User165114 - Posts: 18 |
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Even though there are no trades occurring, bids and offers constantly change. With Rithmic, I can see bids and offers constantly pulling and stacking even if not a single contract got traded. With Denali, they just freeze for a second and get a sudden update. Are you saying that when there is no transaction, bids and offers may stay static and get refreshed/updated only when at least one contract gets traded? |
| [2022-08-11 10:13:49] |
| Sierra_Chart Engineering - Posts: 18797 |
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We think we know why this is the case: Even though there are no trades occurring, bids and offers constantly change. With Rithmic, I can see bids and offers constantly pulling and stacking even if not a single contract got traded. With Denali, they just freeze for a second and get a sudden update.
There was a change made about two months ago with processing of the CME MDP feed to be consistent with CME specifications. However, this information appears to have been inaccurate/misleading from the CME. We have reverted that change, yesterday on some servers. The updates for all of the remaining servers will be completed this Friday evening. So this will solve the problem. No, this is not correct: Are you saying that when there is no transaction, bids and offers may stay static and get refreshed/updated only when at least one contract gets traded? Update: We just performed an update on the one remaining server. So you should not notice this problem any longer assuming the cause is from what we think. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-08-11 10:34:14
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| [2022-08-11 12:26:19] |
| User165114 - Posts: 18 |
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I am no longer experiencing this issue. Thank you for the quick fix.
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