Support Board
Date/Time: Wed, 27 Nov 2024 10:45:32 +0000
[Locked] - Denali feed slow during news
View Count: 1824
| [2023-08-29 14:23:19] |
| joshtrader - Posts: 488 |
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During the news at 10am ET today, 8/29, did anyone else observe that the denali feed was lagged a few seconds? I run two instances of SC, with one of them being only DOMs, so there were no charts and not very many indicators open on the DOMs. When I say slow, I mean that it was completely untradable for about 15 seconds. Right next to it I have an Interactive Brokers DOM up, and it was running smoothly. This seems to eliminate a local internet issue (though network routes between hosts can present issues). This is not the first time it's happened. It did not seem like CPU either, though I did not observe the SC process CPU usage at the time.
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| [2023-08-29 15:25:22] |
| Rui S - Posts: 190 |
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During the news at 10am ET today, 8/29, did anyone else observe that the denali feed was lagged a few seconds? I run two instances of SC, with one of them being only DOMs, so there were no charts and not very many indicators open on the DOMs. When I say slow, I mean that it was completely untradable for about 15 seconds. Right next to it I have an Interactive Brokers DOM up, and it was running smoothly. This seems to eliminate a local internet issue (though network routes between hosts can present issues). This is not the first time it's happened. It did not seem like CPU either, though I did not observe the SC process CPU usage at the time.
Yes, Denali Data Feed is having serious problems. This issue was described in the following thread, but it is locked now!! Glitch in feed at 10am Est My setup is not much different from yours and I also have a second data feed to compare. Today was terrible again. One of my instances just froze and I was forced to disconnect and reconnect to have data again. After these episodes I am very hesitant to trade under these conditions. Anyway, I was about to post on the other thread to give some info to the SC support to try and help. As it is locked now, I leave that information here. These are the servers I was connected to when I experienced today's sequence of problems (I hope this helps somehow): Instance 1 – Data Feed Totally Froze at 09:34 and didn’t come back at all Servers: Teton CME Order Routing | Connecting to the server futurestrading10.sierracharts.com. Denali Data Feed | Connecting to the server ds28.sierracharts.com. Port 443 | 2023-08-29 11:55:09.730 SC DTC Data with Market Depth | Connecting to the server ds12.sierracharts.com. Port 443 | 2023-08-29 11:55:09.732 SC Data - All Services (Market Orders Data) | Connecting to the server ds28.sierracharts.com. Port 10060 | 2023-08-29 11:55:12.461 HD Request # 2 | Using server: ds26.sierracharts.com port 10150 | 2023-08-29 11:55:16.810 ------------------------------------------------------------------------------------------------------- Instance 1 – After Disconnecting and Reconnecting - Short periods freezes after 09:34 and after 10:00 Economic Releasings Teton CME Order Routing | Connecting to the server futurestrading10.sierracharts.com. Port 11091 | 2023-08-29 14:34:51.738 Denali Data Feed | Connecting to the server ds26.sierracharts.com. Port 10048 | 2023-08-29 14:34:52.983 SC DTC Data with Market Depth | Connecting to the server ds13-2.sierracharts.com. Port 10048 | 2023-08-29 14:34:53.507 SC Data - All Services (Market Orders Data) | Connecting to the server ds26.sierracharts.com. Port 10060 | 2023-08-29 14:34:57.945 HD Request # 3 | Using server: ds28.sierracharts.com port 10149 | 2023-08-29 14:34:59.556 ---------------------------------------------------------------------------------------------------- Instance 2 – Short periods freezes at 09:34 and after 10:00 Economic Releasings Servers: Teton CME Order Routing | Connecting to the server futurestrading10.sierracharts.com. Port 11091 | 2023-08-29 12:06:09.464 Denali Data Feed | Connecting to the server ds13.sierracharts.com. Port 10048 | 2023-08-29 12:06:13.118 SC Data - All Services (Market Orders Data) | Connecting to the server ds28-2.sierracharts.com. Port 10060 | 2023-08-29 12:06:17.010 HD Request # 2 | Using server: ds26.sierracharts.com port 10149 | 2023-08-29 12:06:22.741 Date Time Of Last Edit: 2023-08-29 15:26:29
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| [2023-08-29 17:40:56] |
| Sierra_Chart Engineering - Posts: 17191 |
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We will check on 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-08-29 18:23:00] |
| User83524 - Posts: 30 |
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I got the same problem with data freezing this morning.
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| [2023-08-29 18:25:47] |
| j4ytr4der_ - Posts: 938 |
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Happened to me and at least one other trader I know this morning as well. Everything just locked up for a bit.
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| [2023-08-30 00:43:43] |
| Sierra_Chart Engineering - Posts: 17191 |
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Regarding post #2, the level of the problems being described, is definitely not going to be on the Sierra Chart side. And for the record, you are in Portugal. Today was terrible again. One of my instances just froze and I was forced to disconnect and reconnect to have data again. After these episodes I am very hesitant to trade under these conditions.
You would never have to reconnect, Sierra Chart will do that automatically in the case of a lost connection or if the data feed stopped. But reconnecting may speed the process up. If the connection is lost and there is not an immediate reconnect that definitely does indicate a connectivity problem to the server. Since there is no indication of a closed connection received. We did check one of the servers, and unlike what was reported here: Glitch in feed at 10am Est There was absolutely no lag at all, at the times reported. None. What could have happened, affecting the other users in this thread most likely, and perhaps, could be related to what is described in post #2 (But definitely not entirely) is that you may have hit the tighter outgoing buffer size limit. We have increased that size this evening. This would be the most likely explanation and we have seen many cases where the limit has been reached over the last several days. For the user at post #2 we definitely recommend trying a different Internet connection and see if that helps. The way the Interactive Brokers data feed works is very different. It is not a full tick by tick feed and uses far far less bandwidth: This seems to eliminate a local internet issue (though network routes between hosts can present issues). You simply cannot make a comparison.We also have set up additional logging to monitor the 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: 2023-08-30 00:48:22
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| [2023-08-30 11:47:47] |
| Rui S - Posts: 190 |
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Good morning. Here we have the usual response from Sierra_Chart Engineering - "the problem is on your side"! You can see that on the other thread too: No definitely there was not on the Sierra Chart side. That would not be possible Glitch in feed at 10am Est | Post: 356308Later, Engineering assumed there is really a problem! Glitch in feed at 10am Est | Post: 356390 That is extremely unfair for your loyal customers as I consider myself to be. Please don't do that. If you take a look at my historical reports and posts, you will notice that I have made everything that I can make on my side and I always carefully check my side first before reporting any problem. Yes, I am in Portugal as I always have been! Portugal have one of the fastest internet services in the entire world! I'm aware that I have 135ms of delay due to the distance from Chicago. That has nothing to do with what is happening with the data feed now and you know that very well. You have had this exact same problem on the last 4 months of 2022 until you upgraded your server system. After that upgrade Denali got much better for at least 5 months, when we started to feel some glitches upon economic releases and session opening times. If you want I can post all the links here for you to see all the threads you locked back then. Just for clarifying, I'm paying for fiber optics high speed dual internet connections (two different ISPs), I have a trading PC which CPU runs at 5% to 6% under SC full load and use this PC and internet connections just for trading. Also, I have apps installed that are constantly monitoring any variation on the internet and/or in the computer. Honestly, I have been trading for a long time now to perfectly differentiate a data feed problem from a problem "on my side". And when the problem is on my side I can fix it whereas when it's from your side I have to rely on your support and put up with these back and forth messaging and waste both my time and your time. Anyway, my only point here is: Please acknowledge there is a problem and do the best you can to fix it. That´s all I ask. Thank you. Date Time Of Last Edit: 2023-08-30 11:49:26
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| [2023-08-30 22:30:28] |
| Sierra_Chart Engineering - Posts: 17191 |
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How many symbols are you tracking in Sierra Chart in a single instance? And did you notice any difference today. We increased the allowed buffer size. 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: 2023-08-30 22:35:19
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| [2023-08-30 22:44:48] |
| joshtrader - Posts: 488 |
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I am tracking about 25. Thursday's 8:30am ET PCE and especially Friday's 8:30am NFP should be a good test.
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| [2023-08-31 00:02:13] |
| Rui S - Posts: 190 |
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How many symbols are you tracking in Sierra Chart in a single instance? Just one symbol, NQ Futures. And did you notice any difference today. We increased the allowed buffer size.
Today it was better, but the volume was considerably less intense than the last two days so it's difficult to know for sure. |
| [2023-08-31 01:49:33] |
| Sierra_Chart Engineering - Posts: 17191 |
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See this is the problem: Just one symbol, NQ Futures.
You should not have been affected by the smaller buffer size. Something is not right here. And this is why, we cannot acknowledge, the issue is on our side. We have no control over the public Internet. You cannot discount problems with the public Internet. It could even be some issue with the ISPs that we are using and the path of connectivity all the way to the computer and return path. Now having said that, there is some more work we are doing which will take about two weeks for completion but it may not help in your case. 25 symbols can potentially lead to a connection being closed if there is a big burst of activity and the data is not getting through fast enough over the public Internet. We will increase the buffer size as needed, since we have substantially reduced it. But at some point we do have to place a limit. 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: 2023-08-31 01:50:37
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| [2023-08-31 11:16:45] |
| Rui S - Posts: 190 |
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Thank you for your reply. I am very sorry, but I absolutely disagree that this problem is on my side. I use just one symbol on my trading instances exactly to be as light as possible and avoid this kind of problems and now you are pointing that out as being the cause of the problem on my side. You are jumping to conclusions and are not looking to the real issue here. I just have this kind of problems when others users have too. That's exactly what is happening now. Glitch in feed at 10am Est Since the beginning of 2023 most of the time I have had no problems. When I notice any problem with the data feed, I always (I repeat - always) discard any possible issue on my side. I am always on top of it as it is very important for my trading style. I never post or complain before I am sure that the problem is not on my side. As I mentioned in my previous post, I have two fiber optics high speed internet connections (two different ISPs), I have a trading PC which CPU runs at 5% to 6% under SC full load and I use this PC and both internet connections just for trading. Also, I have apps installed that are constantly monitoring any variation on the internet and/or in the computer. So, no, I am sure this problem is not on my side. Please believe me and don't underestimate my capacity to differentiate a problem "on my side" from a failure on the data feed. Again, all I am asking is for you to please acknowledge there is a problem on the data feed and do the best you can to fix it. Final notes: - I am a loyal user of Sierra Chart. It is my trading platform for day trading and I don't even think about changing that. - I absolutely understand that this kind of problems can be very frustrating and difficult to deal with - both for you and for the users. - You have resolved a similar problem in the last quarter of 2022 and I know it was not easy. I am absolutely convinced that you will find the best solution for it this time again. Thank you. |
| [2023-08-31 14:01:40] |
| user_xyz - Posts: 416 |
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Correct, this issue has been a problem off and on for quite some time detailed in numerous threads. You have resolved a similar problem in the last quarter of 2022
This morning's PCE/Claims news release actually was the smoothest I've seen the feed in a long time. So whatever changes have been made in the last week or so appear to be working. True test will be tomorrow on NFP release. I'll report back then as the problem really shows up on FOMC, CPI, NFP the big market moving events. Date Time Of Last Edit: 2023-08-31 14:12:47
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| [2023-08-31 17:39:17] |
| User61168 - Posts: 403 |
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Hi Guys, Interesting discussion! I am also a high-volatility news+RTHopen fast market algotrader using simple alerts and I have come to "accept" the usual consequence related to slippage, lags and general network latency. Could I ask you guys what tools/techniques are you using to determine delays in connection? I have never (visually) experienced SC platform freezing or platform "not responding" during fast markets. It could be because I like to keep it simple by trading only MNQ/NQ with just one chart book, one chart and one day's worth of intraday data using main install and no sub-instance and Denali/Teton data feed. I wonder what I need to do to start tracking such issues. Parsing message logs gives me anxiety :-) I would love to try something out tomorrow during NFP so any guidance would be great! Edit: I should mention I reside in Silicon Valley,California using Xfinity's 12MBPS high-speed Wi-Fi with over 50+ IoT devices connected to my home network. Date Time Of Last Edit: 2023-08-31 17:45:45
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| [2023-08-31 21:53:46] |
| joshtrader - Posts: 488 |
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I am on the east coast in Atlanta and have had 1Gbps fiber for 8 years. I do not use WiFi, but a direct connection to my switch in my wiring closet. I have a Ryzen 9 7900x 12-core @ 4.7GHz, 64GB RAM, and am not running much other than a few browser windows. This is just for background. While I do have 25 symbols tracking, for tomorrow's NFP release I'll take it down to 1, restart SC, and only run a single DOM. I know this introduces variables, but if we could establish that it works well at NFP release with 1 symbol and a minimal chartbook, then I am happy to add things back until performance degrades. It will tell us very easily whether or not the issue is related to SC's buffer size. I will also open up a process monitor, and will take a screen recording. In fact, what I might do is open up two instances of SC. One with a Rithmic branded data feed, and one with Denali. Tracking only one symbol each, a single DOM in each. The additional CPU would be negligible and would not be a factor. This might be the best "side by side" to see two different data feeds in action. I observed on Quantower that the Rithmic feed is quite fast, so, seeing them side by side would be good. User61168: I've traded with various software, data feeds, and layouts for many years. Latency is super easy to recognize visually when looking at the order book (DOM). Date Time Of Last Edit: 2023-08-31 22:00:50
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| [2023-09-01 00:38:48] |
| Rui S - Posts: 190 |
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Hi joshtrader, Thank you for your post. have had 1Gbps fiber for 8 years. I do not use WiFi, but a direct connection to my switch in my wiring closet. I have a Ryzen 9 7900x 12-core @ 4.7GHz, 64GB RAM, and am not running much other than a few browser windows. This is just for background.
It seems we have very similar conditions in what regards to hardware, internet, and setup, except I have two internet connections. I also have the same CPU model in my trading PC. I usually monitor a few indices and commodities in a third separate instance, which I always disconnect before important economic releases and during the first 45 minutes of the day session. It's already an habit. My scalp trading is done during those periods and I need the most I can have from the data feed speed. I keep two separate instances (not a sub-instance) open during my trading time - one with the DOM and a second one with three charts. I think I can't do it lighter than this. My DOM's update speed is set to just 100ms and the buffer is set to 100 too. When we experienced that "freezing" on Wednesday, my DOM's instance stopped but the instance with the three charts kept moving, despite "stuttering" a bit. Later I checked and confirmed that the two instances were on different servers, as I wrote in post #2. Furthermore, I also have a second data feed, with just one DOM and it didn't even blink! I wish I could use that data feed just in my DOM but trade on Teton. Despite not liking to install or have more software running in my trading computer, today I was setting up a screen recorder to do the same as you are going to do. The thing is that I don't think I will be able to run tests and keep my focus to trade. On these occasions everything happens very fast, as you know. We will see tomorrow... User61168: I've traded with various software, data feeds, and layouts for many years. Latency is super easy to recognize visually when looking at the order book (DOM).
That's exactly what I would advise. You don't need to install anything just to witness a data feed lagging or failing. You just need to watch your DOM / charts at the right time. In any case, there is something you can easily do if you really need an alert for it: https://www.sawtoothtrade.com/free-stuff-2.html Date Time Of Last Edit: 2023-09-01 00:43:42
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| [2023-09-01 01:22:54] |
| Sierra_Chart Engineering - Posts: 17191 |
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Be sure to restart Sierra Chart to take advantage of the new server we have added for CME data, DS31. That is utilizing another Internet connection. There is more we are doing, with adding even more Internet capacity, and some other network related optimizations which may or may not be relevant. Really not relevant but doing them anyway. Anyway all of this will be done by the end of this coming week. And there is more we can do as well. The question is how much of an impact would it have with remote connections. Probably none. Although an increase in Internet capacity will always help. The one thing that we will acknowledge, is we are concerned about the smaller buffer size and disconnections caused by that. We just have to find what would be reasonable. It may be too tight now but we will see. Although we do know for a reliable low latency connection to our servers, the buffer size is more than reasonable and it should never result in a disconnection. You can monitor the buffer size, through the heartbeat logging: Prices / Data Falling Behind: 4.17 - Providing Heartbeat Messages to Sierra Chart Support Here is an example: Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=4, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=30, ServerSendBufferSizeInBytes=0, ActualMessageDelay=-0.0 seconds, DataCompRatio=2.03, UncompressedBytes=970453, CompressionTime=0.017316(secs), NumCompressions=5018, Source=10.10.20.72 | 2023-08-31 21:22:44.986 This is the value: ServerSendBufferSizeInBytes This value includes, data that has been given to the operating system to send, and data that is still pending to be sent. And we think this is going to include all the data that has been given to the OS but has not been acknowledged received by the remote side. 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: 2023-09-01 01:27:26
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| [2023-09-01 09:56:13] |
| User753428 - Posts: 163 |
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See this is the problem:
Just one symbol, NQ Futures. You should not have been affected by the smaller buffer size. Something is not right here. And this is why, we cannot acknowledge, the issue is on our side. We have no control over the public Internet. You cannot discount problems with the public Internet. It could even be some issue with the ISPs that we are using and the path of connectivity all the way to the computer and return path. like the original poster, i also experienced denali freezing when i was just tracking a single symbol - MNQ Futures. also, i have no need for level 2 data so i've subscribed to only top-level CME data. i have also set "Support Downloading Historical Market Depth Data" to "No" and "Max Depth Levels" to "1." when using Rithmic datafeed with SC, i do not experience datafeed freezes of this much frequency and severity as we've experienced. and on a sidenote, Rithmic datafeed at 20ms chart update interval feels much snappier than 20ms chart update interval with Denali (but that is of less urgency that this freezing issue). so, you can keep debating technicals and how this or that shouldn't be happening, or how "No definitely there was not on the Sierra Chart side. That would not be possible." as in your own words; but the fact of the matter is, there are many customers who are currently experiencing this with Denali but less so with Rithmic. that to me, suggests this is a technical problem that can be improved from your end. ironically, i am actually happy that many people are experiencing this and finally voicing their concerns this time around because in the past, these issues were always scoffed at by Sierrachart Engineering as a problem coming from the customers' end, saying that they checked their logs and nothing was wrong so it must somehow be our fault. i set my chart update interval to 50ms but if Rui S is also experiencing freezes at even 100ms, i really don't think this is a customer ISP problem. freezes like this shouldn't be happening at 100ms, let alone 50ms. |
| [2023-09-01 10:47:57] |
| Rui S - Posts: 190 |
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Be sure to restart Sierra Chart to take advantage of the new server we have added for CME data, DS31. That is utilizing another Internet connection.
There is more we are doing, with adding even more Internet capacity, and some other network related optimizations which may or may not be relevant. Really not relevant but doing them anyway. Anyway all of this will be done by the end of this coming week. And there is more we can do as well. The question is how much of an impact would it have with remote connections. Probably none. Although an increase in Internet capacity will always help. Sierra_Chart Engineering, Your actions are much appreciated on our side. Please try and do your best. Thank you. Date Time Of Last Edit: 2023-09-01 11:01:30
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| [2023-09-01 10:59:15] |
| Rui S - Posts: 190 |
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User753428, Thank for your contribution and support. also, i have no need for level 2 data so i've subscribed to only top-level CME data. i have also set "Support Downloading Historical Market Depth Data" to "No" and "Max Depth Levels" to "1.
I forgot to mention that despite having level 2 data subscribed, I have it set to 1 in my DOM's instance as well. Support Downloading Historical Market Depth Data" is set to "No" too. I have the DOM set to 100ms because I was afraid that less could worsen the problem. But I don't really saw any improvement. Finally, out of despair, I have set data storage to 1 Second and gave up on 1 tick data (just on the DOM's instance), hopping that would help too. ironically, i am actually happy that many people are experiencing this and finally voicing their concerns this time around because in the past, these issues were always scoffed at by Sierrachart Engineering as a problem coming from the customers' end, saying that they checked their logs and nothing was wrong so it must somehow be our fault.
Same felling here. Thank you. Date Time Of Last Edit: 2023-09-01 11:00:52
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| [2023-09-01 14:53:42] |
| Rui S - Posts: 190 |
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I really hate being the carrier of bad news, but someone has to do it. At the 8:30 economic release the data feed was ok. At the RTH opening its was ok too. Actually, I thought it was much better than it has been lately. But my "happiness" didn't last for long. At the 9:00 (15:00 in the footage - my time zone) economic release, the data feed started lagging and had some freezing periods. Actually, it continued having some "lags" here and there for some time after as well. The volume wasn't as heavy as it was in August 25 and 29. The bursts were less intense, at least on the NQ. That being said, it seems to me that today the data feed is better than it was before. Please see the screen capture attached and judge by yourself. The first 2.5 minutes show it all, but if you watch the rest you can see some more episodes. Needless to say, but Denali is on the left DOM. Don't confuse DOM's auto re-centering with data feed issues. Date Time Of Last Edit: 2023-09-01 17:36:12
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 005.mp4 - Attached On 2023-09-01 14:51:05 UTC - Size: 10.44 MB - 129 views |
| [2023-09-01 15:42:25] |
| Sierra_Chart Engineering - Posts: 17191 |
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What time zone is this?: At the 9:00
And also, the video is meaningless to us. We must see heartbeat messages. The video just does not mean anything. It proves nothing. The heartbeat messages are there for diagnostic purposes and tell us what server is being used.: Prices / Data Falling Behind: 4.17 - Providing Heartbeat Messages to Sierra Chart Support But we see no problem today, at all. We are monitoring everything closely regarding bandwidth, latency and other things. Everything is just fine, by a very large margin at all times. Assuming your problem is network communication related, what we recommend you do is get a server in a data center (either dedicated or VPS) in the Chicago area or somewhere nearby, install Windows on it, and run Sierra Chart. We are very sure you are not going to notice the problem at the same time when you notice a problem on your local computer. 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: 2023-09-01 16:36:24
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| [2023-09-01 17:04:14] |
| Rui S - Posts: 190 |
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What time zone is this?:
9:00am EST But we see no problem today, at all.
Please, see better. I'm just trying to help here. Assuming your problem is network communication related, what we recommend you do is get a server in a data center (either dedicated or VPS) in the Chicago area or somewhere nearby, install Windows on it, and run Sierra Chart. We are very sure you are not going to notice the problem at the same time when you notice a problem on your local computer.
This is quite a piece of advice, thank you so much. Very helpful. I know you don't like to hear this, but I don't have any "problem network communication related". My problem is just with Denali data feed when it is under heavy market conditions, the very same problem that many other Sierra Chart users have. With that kind of attitude maybe you should think to change the name from Denali to "Denial". Now you can lock this thread too. Thank you. Date Time Of Last Edit: 2023-09-01 17:19:13
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| 005.mp4 - Attached On 2023-09-01 17:18:24 UTC - Size: 10.44 MB - 152 views |
| [2023-09-01 17:36:14] |
| Sierra_Chart Engineering - Posts: 17191 |
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Are you sure 9 AM Eastern time? We think you mean 10 AM Eastern time which was the highest bandwidth time today. Portugal is 5 hours ahead of Eastern time at this current time. The network communication problem can be anywhere. It simply could involve the ISPs, used by our service provider. It can be anywhere. It may not be local to your ISP at all. But there is something definitely wrong here, that is not making sense and is not of fault on the Sierra Chart side. There is something else going on that is clear to us. But we also want to know what server you were connected to at the time. The heartbeat messages now include that. That helps us diagnose further. Please only speak for yourself and not others. This is most important. the very same problem that many other Sierra Chart users have.
It is fully incorrect to say that other users are having the problem. How could you possibly know that. You cannot. From our perspective, we can never accept that. We have to work with each individual case individually. With that kind of attitude maybe you should think to change the name from Denali to "Denial".
Now you can lock this thread too. No that is not true. The more that we are looking at this the more we realize this is not a problem with the Denali Data Feed. We need to see the heartbeat messages. And there is a simple way to prove the problem. Here are the heartbeat messages at 10 AM Eastern time on our side monitoring from Michigan. The slight message delay either positive or negative. Is simply due to clock differences. Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=5, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=376, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.69, UncompressedBytes=69174583, CompressionTime=0.334355(secs), NumCompressions=54951, Source=10.10.20.72 | 2023-09-01 09:58:29.168
Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=5, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=119, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.69, UncompressedBytes=69348295, CompressionTime=0.335309(secs), NumCompressions=55144, Source=10.10.20.72 | 2023-09-01 09:58:49.110 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=5, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=883, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.69, UncompressedBytes=69546762, CompressionTime=0.336254(secs), NumCompressions=55332, Source=10.10.20.72 | 2023-09-01 09:59:09.116 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=5, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=186, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.69, UncompressedBytes=69679261, CompressionTime=0.337065(secs), NumCompressions=55519, Source=10.10.20.72 | 2023-09-01 09:59:29.090 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=5, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=541, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.69, UncompressedBytes=69795660, CompressionTime=0.337812(secs), NumCompressions=55695, Source=10.10.20.72 | 2023-09-01 09:59:49.064 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=3, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=341, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.69, UncompressedBytes=70171644, CompressionTime=0.339150(secs), NumCompressions=55829, Source=10.10.20.72 | 2023-09-01 10:00:09.132 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=4, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=465, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.69, UncompressedBytes=70915016, CompressionTime=0.341765(secs), NumCompressions=56005, Source=10.10.20.72 | 2023-09-01 10:00:29.120 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=2, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=14346, ActualMessageDelay=-0.2 seconds, DataCompRatio=2.69, UncompressedBytes=71656343, CompressionTime=0.343956(secs), NumCompressions=56130, Source=10.10.20.72 | 2023-09-01 10:00:49.510 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=4, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=4428, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.70, UncompressedBytes=72611621, CompressionTime=0.346587(secs), NumCompressions=56244, Source=10.10.20.72 | 2023-09-01 10:01:13.068 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=3, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=895, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.70, UncompressedBytes=73127373, CompressionTime=0.348374(secs), NumCompressions=56422, Source=10.10.20.72 | 2023-09-01 10:01:29.104 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=3, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=2831, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.70, UncompressedBytes=73713117, CompressionTime=0.350375(secs), NumCompressions=56646, Source=10.10.20.72 | 2023-09-01 10:01:49.108 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=3, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=130, ActualMessageDelay=-0.2 seconds, DataCompRatio=2.70, UncompressedBytes=74196628, CompressionTime=0.352143(secs), NumCompressions=56852, Source=10.10.20.72 | 2023-09-01 10:02:09.141 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=3, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=0, ActualMessageDelay=-0.2 seconds, DataCompRatio=2.70, UncompressedBytes=74781423, CompressionTime=0.354140(secs), NumCompressions=57041, Source=10.10.20.72 | 2023-09-01 10:02:29.146 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=3, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=1271, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.70, UncompressedBytes=75347590, CompressionTime=0.356030(secs), NumCompressions=57247, Source=10.10.20.72 | 2023-09-01 10:02:49.246 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=2, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=1273, ActualMessageDelay=-0.2 seconds, DataCompRatio=2.70, UncompressedBytes=75925446, CompressionTime=0.357937(secs), NumCompressions=57426, Source=10.10.20.72 | 2023-09-01 10:03:09.122 Denali Data Feed | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=2, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=50, ServerSendBufferSizeInBytes=1054, ActualMessageDelay=-0.3 seconds, DataCompRatio=2.70, UncompressedBytes=76482536, CompressionTime=0.359713(secs), NumCompressions=57592, Source=10.10.20.72 | 2023-09-01 10:03:29.066 And you can see the very obvious pickup in market activity with a 14 K buffer size. Just after 10 AM. This is tracking September ES futures, with market depth. Full depth, close to 1000 levels. The number of outstanding buffers being one or less, demonstrates very stable communication in both directions: NumberOfOutstandingSendBuffers=1 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: 2023-09-01 17:39:49
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| [2023-09-01 17:39:40] |
| User61168 - Posts: 403 |
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User61168: I've traded with various software, data feeds, and layouts for many years. Latency is super easy to recognize visually when looking at the order book (DOM).
Reading this and other responses, you guys are reporting "subjective" perception on lags which is not very helpful. Engineering needs the heart beat messages to troubleshoot this further so better to wait for the next news release and follow the instructions provided. And just to say it respectfully, anyone trading news release on CME from outside the USA should absolutely invest in a dedicated or bare metals VPS server hosted in Chicago. p.s. At work, my team frequently deals with similar end user issues with browser-based SAAS applications and unless we get detailed http header information from a local browser to our internal servers, troubleshooting becomes very challenging and a complete waste of time. 99% of such issues results in server hops over the internet (or even with WAN-connected corporate networks) BEFORE the request comes to our edge routers in our data center. I can certainly relate as to why SC would chose to lock such threads. Regarding my experience today, it was acceptable with one exception which seems unrelated to denali. I have a Exit Loss on Candle Close study which usually does not work in fast markets. It exits my trade after several candle closes @ 9:35:17am EST. I just write this off as slippage and cost of doing business. This also happens in market replay at high speed. attaching screenshot Edit: 9:30:35am ET candle close exit trade at loss worked beautifully with no slippage. Date Time Of Last Edit: 2023-09-01 17:56:18
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 Screenshot 2023-09-01 103852.png / V - Attached On 2023-09-01 17:39:58 UTC - Size: 4.84 KB - 114 views |
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