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Date/Time: Fri, 27 Sep 2024 03:48:42 +0000

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VIX Futures Data Feed is Stopping Throughout the Day

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[2024-08-08 21:02:45] #1 [Go To First Post]
joefennessey - Posts: 40
Hi, Our VIX futures data feed is stopping throughout the day. We switched to the Teton service that you provide after CQG was discontinued a few months ago. I have to restart it by hand whenever this happens. Is this an issue that is being tracked? Will there be a fix in a future update? Best, Michael

[2024-08-08 23:32:32] #2 [Go To First Post]
John - SC Support - Posts: 34744
There is no problem with the data feed. Next time you have a problem with the data like you describe, please get us your Message Log by following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-08-12 16:15:49] #3 [Go To First Post]
joefennessey - Posts: 40
Hi, Please find a screenshot attached where the other data feeds are running properly but the VIX has not updated since yesterday evening at 4:40pm CT. This has been occurring daily for several weeks now. Best, Michael


Picture1.png / V - Attached On 2024-08-12 16:14:55 UTC - Size: 418.06 KB - 35 views

[2024-08-12 19:01:34] #4 [Go To First Post]
John - SC Support - Posts: 34744
We see that you have both the "CFE Top of Book for Professionals" and the "CFE Market Depth for Professionals" active. You do not need both. It's possible that there is a problem due to having both exchanges active. Please let us know which of these exchanges you need and we will deactivate the other one. Note that we can not give a refund for the exchange we deactivate. The exchanges do not give refunds. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-08-13 16:25:56] #5 [Go To First Post]
joefennessey - Posts: 40
Hi John, Thanks for finding. I'd like to keep the "CFE Market Depth for Professionals". Please deactivate the "CFE Top of Book for Professionals" Best, Michael

[2024-08-13 16:45:25] #6 [Go To First Post]
John - SC Support - Posts: 34744
We have deactivated the "CFE Top of Book for Professionals". If you continue to have an issue, then please get us your Message Log by following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-08-16 16:28:45] #7 [Go To First Post]
joefennessey - Posts: 40
Hi, The problem is still ongoing. Is there anything else that could cause the VIX futures feed to go dark? Best, Michael

[2024-08-16 18:09:15] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
Are you sure the problem is not just a case where the market is inactive for a period of time like a few seconds or a minute? We see you are using CQG. This could be the result of a symbol conflict. Make sure all of these symbols, for the volatility index futures, are the same symbol and of the same type of format. 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: 2024-08-16 18:09:21

[2024-08-19 21:31:24] #9 [Go To First Post]
joefennessey - Posts: 40
No, the problem cannot be inactive market because that record is for the front-month VIX futures contract. It is always very liquid. I would be very surprised if the market for that contract was inactive. The symbol should be correct because when I restart the data feed the data resumes. The issue is that when I restart Sierra Chart between 4pm CT and 5pm CT, when the market is closed, all data feeds except for the VIX come back online. The VIX stays dark. I have to restart it in the morning manually.

[2024-08-21 20:06:56] #10 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
We apologize for the delay. When you have this problem go to the chart and then select Window >> Current Quote Window: Window, CB and CW Menus: Current Quote Window (Window) And let us know do you see just zeros there or nonzero values? 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

[2024-08-21 21:35:40] #11 [Go To First Post]
joefennessey - Posts: 40
Will do the next time this occurs, thanks.

[2024-08-23 17:39:40] #12 [Go To First Post]
joefennessey - Posts: 40
Hi, the problem has occurred again. Here is a screenshot of the Current Quote Window. Please help troubleshoot. Best, Michael


Current_Quote_Window.png / V - Attached On 2024-08-23 17:39:26 UTC - Size: 160.16 KB - 23 views

[2024-08-23 18:18:52] #13 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
We will follow-up with you next week. 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

[2024-08-23 18:31:49] #14 [Go To First Post]
n8trading - Posts: 35
Just my 2 cents: 1. Didn't VXQ expire this week or last week? I think the current front month symbol is VXU. 2. In your first screenshot you're showing EPU as your S&P Mini Futures symbol and it shows data, but in your second screenshot you are showing EPH with no data. I believe EPH would be the old expired contract.

[2024-08-26 00:20:30] #15 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
Yes that is a good point, the Current Quote Window is for an expired contract. 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: 2024-08-26 00:20:40

[2024-08-26 03:45:57] #16 [Go To First Post]
joefennessey - Posts: 40
The issue has been ongoing for weeks, even when the product was active. Please see the dates of my earlier posts.

[2024-08-26 03:49:22] #17 [Go To First Post]
joefennessey - Posts: 40
The screenshot is what I was asked to provide by Sierra_Chart Engineering the post on 2024-08-21 20:06:56 for troubleshooting. I don't know what that window does, and EPH is not the contract I'm inquiring about.

[2024-08-26 13:49:10] #18 [Go To First Post]
joefennessey - Posts: 40
Hi, the error has occurred again for contract VXU24. Can you give me a call around 11am CT to troubleshoot? Best, Michael

[2024-08-26 14:32:38] #19 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
It is hard for us to schedule calls. We can call now. 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

[2024-08-26 16:29:38] #20 [Go To First Post]
joefennessey - Posts: 40
I can take a call right now.

[2024-08-26 16:41:51] #21 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
Give us a few minutes please. 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

[2024-08-26 18:41:32] #22 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
We apologize for the delay. There was an urgent task we had to attend to. We can call after 3:30 PM Eastern. 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: 2024-08-26 18:41:37

[2024-08-26 20:13:18] #23 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
User called. Solution is to update Sierra Chart to the current version. Instructions: Software Download: Fast Update There was a change of port number which newer versions of Sierra Chart support and one of the servers was still using the old port number for this feed which is why you were still able to receive data sometimes. 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: 2024-08-26 20:13:43

[2024-08-27 20:19:57] #24 [Go To First Post]
joefennessey - Posts: 40
Hi, After the update, the problem has persisted and is arguably worse now. In the past I could refresh the data feed and it would fix itself. Now, when I refresh the data feed, I get incorrect data and am not able to place trades in the affected market for some reason? See attached screenshot, the bid is greater than the offer. The DOM is also glitching out for VIX so that I can't even modify orders. The latest update is also buggy. The [Modify] popup of the Trade Orders window no longer shows. I have to manually click-and-drag orders, and sometimes the DOM doesn't go as far as a particular order's price, so I have to cancel that order and re-send it manually. I need to downgrade to previous versions because I cannot trade with these bugs. Please fix the latest release and provide another way to troubleshoot. Best, Michael Date Time Of Last Edit: 2024-08-27 20:20:23


VIX incorrect quotes.png / V - Attached On 2024-08-27 20:19:14 UTC - Size: 66.67 KB - 18 views

[2024-08-28 01:55:23] #25 [Go To First Post]
Sierra_Chart Engineering - Posts: 16481
The issue with the CFE feed is now resolved and was completely unrelated, to the reason for the problem you had before which was running an older version. You still need to update to resolve the problem with the CFE feed. Regarding this we are looking into this and will have the issue resolved, on Wednesday: The [Modify] popup of the Trade Orders window no longer shows. 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: 2024-08-28 01:55:54

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