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Denali data burst

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[2022-11-10 13:58:47] #1 [Go To First Post]
seandunaway - Posts: 268
During news events I'm experiencing several seconds, even up to 30 seconds, delayed prints. I can imagine the technical difficulties of broadcasting so much data at such low latencies. I never experienced these issues with CQG and the exact same setup, even during 2020 shenanigans and halts. Do you have any suggestions on how I can improve the latency during these rare moments of extreme volatility on Teton? Thank you for your amazing software.

[2022-11-10 14:51:31] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17179
You are not referring to the Teton order routing service but to the Denali Data Feed. We have not observed any delays at all today. The issue could be, that your computer is not able to keep up with the amount of data tto process and/or there is a connectivity issue. Maybe the router cannot keep up with the amount of packets coming through. You can reduce the amount of packets by using a higher Remote Buffer Delay Send Time in Milliseconds setting. Also use High Compression. Do not disable compression. Refer to: Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds And refer to the other items on the page as well. 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: 2022-11-10 14:51:50

[2022-11-10 14:57:44] #3 [Go To First Post]
Sierra_Chart Engineering - Posts: 17179
We have checked into this further. The problem is you could have been connected to a backup where we do see delays this morning. We have taken that server off-line for users. 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

[2022-11-10 15:11:29] #4 [Go To First Post]
seandunaway - Posts: 268
That makes perfect sense and you're right I did have compression completely disabled and an unrealistic buffer delay. Again, thank you for the most performant, feature-rich software ever.

[2022-11-10 22:10:00] #5 [Go To First Post]
Rui S - Posts: 190
Hi Support. Just for you to know that I also experienced this same problem again today. The worse situation happened between 9:42 - 9:44 this morning. I had to disconnect and reconnect several times to get the data feed working again. Thanks. Date Time Of Last Edit: 2022-11-10 22:11:26

[2022-11-11 14:43:26] #6 [Go To First Post]
Sierra_Chart Engineering - Posts: 17179
Did you notice any issues today. You should not have unless there was an issue on your side. We noticed no delays and no issues. And there was only one server affected yesterday which was taken off-line. We are still somewhat limited on bandwidth, but there was no issue at the open today at all. Plenty of available bandwidth. 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: 2022-11-11 14:44:28

[2022-11-11 15:45:42] #7 [Go To First Post]
Rui S - Posts: 190
It was a bit jerky here and there upon bigger volume orders in the first 10 minutes after the open (NQ Futures), but didn't freeze like yesterday. After the "Prelim UoM Consumer Sentiment" release at 10:00am, no problems despite the volatility and speed of the market (the volume was lower though). Definitely no problems on my side, I can assure you.

[2022-11-11 15:54:27] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 17179
We were watching the market at the same time and it was very smooth. Nothing that we would say is "jerky". Our recommendation is to refer to: Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds 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: 2022-11-11 15:54:35

[2022-11-11 16:46:41] #9 [Go To First Post]
Rui S - Posts: 190
Please don't get my words in the wrong way, I'm just trying to transmit to you what the problem is from the customer's side, in order to improve Denali's performance, which is all I ask. I like SC and I need it to work with, so I also need Denali and Teton. To see how Denali is performing, I currently have one SC instance connected to a different data feed (2 DOMs side by side). This way it is very easy to see any difference or lag. This is because I trade a very fast instrument (NQ Futures) so any lag or disconnect might lead to a big loss. Honestly, I have seen Denali performing very well before, but lately sometimes it hasn't been the case. Regarding the link you posted above, my settings currently are: - High Compression - Maximum Depth Levels: 1 (I don't even use market depth) - Remote Buffer Delay Send Time in Milliseconds: Currently 100 (It used to be 40 before this issue arise. Also tried 200 and 300 but no diference felt) I have two separate high speed internet connections (different ISPs with different infrastructures), with a program always monitoring them; My CPU cores run between 5% and 6% when under extreme conditions. RAM is under 6GB out of 16 GB. Also, please believe me that I have configured and tested SC according to every possible settings, per your documentation / instructions. Thank you.

[2022-11-12 18:48:39] #10 [Go To First Post]
User128517 - Posts: 10
You are not alone, Rui. Lately during these news events, the data has lagged where charts stop updating and then after a few seconds, a burst of data comes through all at once. I experienced it more during CPI than during the UofM news release this week. My settings have not changed for my chartbook and this was not an issue previously.

[2022-11-12 19:34:36] #11 [Go To First Post]
Sierra_Chart Engineering - Posts: 17179
Regarding post #10 did you see an issue on Friday? Regarding the postings in this thread, please see post #2 here: Important Notice: Denali Data Feed Infrastructure Updates We cannot be responding to these individually but just put out general information which relates to the issues you have seen. Regarding post #9, we think the software performance improvements we are doing on our server-side with our real-time server process, will help. We also would recommend that you switch to Standard compression instead of high compression and see if that makes any difference. Try it both ways. 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: 2022-11-12 19:41:24

[2022-11-12 20:01:21] #12 [Go To First Post]
Rui S - Posts: 190
You are not alone, Rui. Lately during these news events, the data has lagged where charts stop updating and then after a few seconds, a burst of data comes through all at once. I experienced it more during CPI than during the UofM news release this week. My settings have not changed for my chartbook and this was not an issue previously. User128517, Thank you for your reply. Your description of the problem is very accurate and describes precisely what happens upon the surge of bulks of volume. Upon the release of CPI it was really bad. I trust that SC Engineering will have it resolved soon though. Date Time Of Last Edit: 2022-11-12 20:05:27

[2022-11-12 20:15:10] #13 [Go To First Post]
Sierra_Chart Engineering - Posts: 17179
Yes we will resolve it to the extent it is on our side but you also need to understand, when there is packet loss, in particular with acknowledgment packets flowing back into the server, from the public Internet, this will cause data pauses and that is not within our control. And when the markets are extremely volatile keep in mind the Internet connections in the data center can reach capacity, and since the real-time data is being delivered, inevitably some packets are getting lost. When the acknowledgment packets get lost, the operating system responsible for the data transmission, will stop the flow of data. And that cause data to get backed up and accumulate in larger and larger buffers and then once the congestion clears, you then see a burst of data out. Do not think that we can deliver perfection always because we simply cannot since the public Internet is involved. There are two additional things for us to complete and once we these are all in place we will then have confidence to say the issue is outside of our infrastructure if you still have a problem. 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: 2022-11-12 20:17:14

[2022-11-12 20:55:03] #14 [Go To First Post]
Rui S - Posts: 190
Sierra_Chart Engineering, Thank you for the clarification. I am not expecting perfection at all, specially when there are so many and different elements / parties involved. I totally understand your point. As a SC serious user, what I expect is "only" the level of quality that SC has offered to their customers for a long time now - a very good one. :-) On my side it won't be easy, but I will wait for as long as you need to do a good job. It would be great though if you could keep us informed along the process in that thread which link you posted above. I think it would also avoid many "complaints" or "alerts" during this transition period. Please do your best and show us what Sierra Chart Engineering are capable of. :-) Date Time Of Last Edit: 2022-11-12 20:55:35

[2022-11-12 21:10:38] #15 [Go To First Post]
User431178 - Posts: 541
As you mentioned the recent CPI, how much of what you experienced was due to velocity logic / dynamic circuit breakers? https://www.cmegroup.com/globex/trade-on-cme-globex/frequently-asked-questions-dynamic-circuit-breakers.html

[2022-11-12 21:58:45] #16 [Go To First Post]
Rui S - Posts: 190
As you mentioned the recent CPI, how much of what you experienced was due to velocity logic / dynamic circuit breakers? I don't know if this question is for me, but we can see clearly when the circuit breakers get activated, as we can see that Bid and Ask are still moving up and down but there is no last price nor trades. When it happened Denali worked normally, as there was no volume traded.

[2022-11-16 17:06:50] #17 [Go To First Post]
User379468 - Posts: 508
Under what circumstances will standard compression vs high compression have less latency?

[2022-11-16 18:22:49] #18 [Go To First Post]
Rui S - Posts: 190
Under what circumstances will standard compression vs high compression have less latency? I have been testing if there is a difference but I can't really tell if there is any. Date Time Of Last Edit: 2022-11-16 18:45:30

[2022-11-16 20:37:20] #19 [Go To First Post]
User753428 - Posts: 163
I have been testing if there is a difference but I can't really tell if there is any. if anyone reading this has a high-quality fast internet connection yet is still experiencing hiccups with denali data, try turning off compression while keeping everything the same and see if things improve. i know this is counter to sierrachart's advice but if the reason for the data hiccup is NOT due to your internet connection because you have sufficiently fast internet, turning off compression may help. it has for me but i do not know why. I never experienced these issues with CQG and the exact same setup, even during 2020 shenanigans and halts. this is how i figured out the aforementioned trick b/c i also never experienced these issues with CQG and CQG was faster. weird, right? not only do i have fast internet, i also do not need market depth or tick data at all so i only subscribe to top-of-the-book market data and set intraday data storage to 1 minute. that means bandwidth itself was never the issue, either with CQG nor Denali. even when denali was working perfectly, 50ms chart update interval with Denali feels slightly slower than 50ms chart update interval with CQG feed. if i want the same speed and feel as i get with CQG feed set at 50ms chart update interval, i noticed i have to set Denali feed to 20-30ms chart update interval. and since in my case, bandwidth is trivial, the only difference i could think of between my current denali feed and cqg was that denali feed was compressed and cqg was uncompressed. i still think compression matters if the reason for your slow denali feed is due to internet speed/bandwidth issues but if that's not the case, try turning it off to see if you can get somewhat of a closer experience to CQG's fast feed. and before sierrachart counters this post by stating how the compression times are infinitesimally small so as to be barely noticeable to the human eye, yes i am well aware of the compression times. i am simply presenting my anecdotal experience in case it helps someone who's going through the same frustration i did. i do not know why this does or does not work but there is no harm in trying.

[2022-11-16 21:00:44] #20 [Go To First Post]
User823591 - Posts: 21
I feel everyone's frustration with Denali .... I'm often changing Remote Buffer settings (to no satisfactory). I've even tried No Compression .... however if you look @ the LOG there is still compression being applied under the NO COMPRESSION setting.

[2022-11-16 21:47:12] #21 [Go To First Post]
nosast - Posts: 312
That's some good advice. I just checked the compression and found out - that it was set to 40ms. Not sure if I had done this or it is the standard value but if I understand this correct - it causes a delay of 40ms which is way too high. I'm in Europe so already around 100 ms "behind" Aurora and I sometimes get the fill a tiny bit before price on the chart reaches that level. I will try without compression and see if it resolves the lagging especially when the market gets fast. To be fair - I had this settings for months since I switched to Denali and never had noticable lags. It all started in the last couple of weeks. Date Time Of Last Edit: 2022-11-16 21:48:21

[2022-11-17 19:35:32] #22 [Go To First Post]
User820791 - Posts: 15
Rui S, portugues? Tb me chamo Rui S. Da pa falarmos? :D

[2022-11-17 20:30:51] #23 [Go To First Post]
Rui S - Posts: 190
Rui S, portugues? Tb me chamo Rui S. Da pa falarmos? :D Sim, sou realmente Português. :D O tempo nunca é muito mas envia-me pm ssf, para não estarmos aqui a ocupar a thread.

[2022-11-18 02:40:36] #24 [Go To First Post]
Sierra_Chart Engineering - Posts: 17179
There is no setting like this: I just checked the compression and found out - that it was set to 40ms. Using no compression causes higher latency because there is more data to deliver. Using compression reduces latency. It is not possible to disable compression completely. This posting was made yesterday: I feel everyone's frustration with Denali .... I'm often changing Remote Buffer settings (to no satisfactory). What issues are you having? And most importantly when? This week? There were issues more than a week ago but not since then. The necessary infrastructure changes/upgrades have already been mostly completed and the remaining items are not relevant. , turning off compression may help. it has for me but i do not know why. It is not possible to disable compression no matter what the setting is. So this would not make any difference. 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: 2022-11-18 02:41:03

[2022-11-23 15:30:42] #25 [Go To First Post]
Rui S - Posts: 190
Hello Sierra_Chart Engineering, I just want to inform you that the Denali data feed lagged and froze several times today between ~ 8:56 and 9:02 EST. Despite several attempts on my side to change the connection (disconnect / reconnect) it was really bad during that time and impossible to trade. I don't know if you are still implementing the announced changes to the servers or not but I thought you should be informed. Thank you.

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