Support Board
Date/Time: Sun, 24 Nov 2024 01:40:12 +0000
Post From: Surge causes data feed lag?
| [2013-08-31 08:06:45] |
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If the data feed lag is due to too much processing load upon the CPU, you would clearly be able to determine that through the Windows Task Manager. You need to look at the CPU load from Sierra Chart. Is it using nearly or close to 100% of one of the available CPU cores? No need to answer this for us. This is only for your own information. Even if a large portion of a core is being used, this should not cause a significant lag. At best a few hundred milliseconds. We believe this is a server side problem or a problem with not enough network bandwidth. We are going to add an option in the CTS settings to choose among different market data feed options: Data Throughput and Buffering Levels
The T4 FIX API offers several levels of data throughput. The market data subscriber can control the number of quotes and the throughput rate (received by a client application). The T4 FIX API buffers streaming market data flow and disseminates quotes at the throughput level requested by the API client. Smart Buffering is recommended. The following T4 buffering levels are available: SlowTrade: Same as SlowSmart buffering plus every individual trade is received as well. It should be used sparingly due to high bandwidth and potentially large number of messages being received during busy market periods. SmartTrade: Same as Smart buffering plus every individual trade is received as well. It should be used sparingly due to high bandwidth and potentially large number of messages being received during busy market. SlowSmart: Slowed down version of Smart buffering for lower bandwidth usage. This produces depth updates about once per second per market if changes have occurred. Smart: Smart buffering (Recommended), depth is sent out on different buffering intervals dependent on what has changed in the depth. Changes to the best bid, offer or last trade are sent out frequently, changes that are off the market are sent out less frequently. FastSmart: Faster version of Smart buffering. It sends out changes to best bid or offer prices more frequently. Much higher bandwidth usage. All: All depth updates, no buffering. Not supported by API applications. Specifying this subscription level in the API will result in Smart buffering level. Same as FastSmart buffering plus every individual trade is received as well. It should be used sparingly due to high bandwidth and potentially large number of messages being received during busy market periods. FastTrade: Same as FastSmart buffering plus every individual trade is received as well. It should be used sparingly due to high bandwidth and potentially large number of messages being received during busy market periods. TradeOnly: Every individual trade is received, but nothing else - no depth, settlement, highlow, price limits etc. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-08-31 08:08:27
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