Support Board
Date/Time: Sat, 30 Nov 2024 04:37:20 +0000
[Locked] - Notice: Out of Sequence Packets Issue with EUREX EOBI Data Feed
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| [2022-12-15 01:39:17] |
| Sierra_Chart Engineering - Posts: 17267 |
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Since the trade date December 13, we are experiencing a packet loss issue on some channels for the EUREX EOBI data feed. We have contacted Deutsche Borse about this. We see no indication of any problem on our side relating to this. The server is running very well with extremely minimal CPU load. There is very light activity this morning and it is still happening. All of the processing is the same as it has been for years. So we do not see this as an issue on our side. Since this is an order by order data feed, this results in Issues with the market depth data. 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 |
| [2022-12-15 03:33:28] |
| Sierra_Chart Engineering - Posts: 17267 |
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EUREX has responded and has explained the problem is due to this: EOBI Optimization for Partition 4 on 12 December 2022 Eurex is planning to deploy an optimization to EOBI for partition 4 on 12 December 2022. The optimization will lead to an improved latency profile for the market data distribution via EOBI. There is a residual risk that the optimization will, in rare cases, lead to packets being sent out of sequence. Please note that out of sequence messages are part of the protocol which can already happen now and which are described in the EOBI manual in section 4.17. In the unlikely event that out of sequence messages are visible on partition 4 on 12 December, Eurex plans to revert the optimization for the next day. We have requested them to revert this. This is not something that is rare. There is an ongoing issue where packets are out of order. This is fully unacceptable for an order by order 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-12-15 03:33:51
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| [2022-12-15 15:05:58] |
| Sierra_Chart Engineering - Posts: 17267 |
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At this point EUREX is not even acknowledging the seriousness of the problem or even recognizing it.
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 |
| [2022-12-22 19:54:57] |
| Sierra_Chart Engineering - Posts: 17267 |
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We finally have an update from Deutsche Borse/EUREX regarding this. They posted this announcement: Disabling of EOBI optimization for Partition 4 as of 27. December On 12. December 2022, Eurex introduced an optimization which improved the latency profile for the market data distribution via EOBI for partition 4 (see Implementation news from 2 December). Following the optimization, Eurex did not observe any out of sequence messages in its monitoring infrastructure. Due to the fact that the optimization has caused issues for some participants leading to out of sequence packets on certain network devices and network paths however, Eurex has decided to disable the optimization as of 27. December. Please note, the optimization will still be enabled for partition 2 in the simulation environment. Webpage: https://www.eurex.com/ex-en/support/information-channels/implementation-news/Disabling-of-EOBI-optimization-for-Partition-4-as-of-27.-December-3377416 So this is good news. 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: 2022-12-22 19:55:39
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