Support Board
Date/Time: Thu, 27 Feb 2025 09:08:38 +0000
Post From: Lag/delay in DOM prices after switching from CQG to DENALI (EUREX)
| [2021-06-17 14:46:55] |
| User197029 - Posts: 51 |
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I am trading the FESX Futures (FESXU21-EUREX) on an intraday basis and have recently switched from CQG data to the SC Denali data incl EUREX. I have noticed a delay of the bid and offer display in my DOM since then. I have been trading FESX Futures for many years so even though only slightly (maybe 1s) but the delay is clearly visible for the trained eye and annoying. All this happened without me changing any other settings - only the data provider. So I looked at the video how to improve SC perforamnce that you have posted and I have done those steps but no improvement. Then I started to change the settings "SC Server Settings" to add "Remote Buffer Delay Send Time in Milliseconds" to 20 and this seems to help (I dont know why tbh). Some background on my usage: I am running 1 SC instance (version 2270) with 2 sub-instances on my main SSD, in total a number of 15 chartbooks with quite a few DOMs and charts but I guess that should be ok since I have 100mb internet speed, 64GB RAM, 2.4 Ghz Processor. Simultaneously I am also running other 3 SC instances but from another drive so the impact on performance is not that great either. My 2 questions: 1) Is there anything else I can do to make sure i have no delay on my DOMs? Maybe some other changes in Sierra Chart Server Settings? Real-time data compression? 2) If I change a setting in my main instance will it automatically impact the sub-instances or do I have to manually change the settings there as well? Please see below also my heartbeat log as of now: SC DTC Data with Market Depth | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=6, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=0, ActualMessageDelay=-0.7 seconds, DataCompRatio=1.54, UncompressedBytes=6494130, CompressionTime=0.369319(secs), NumCompressions=48044 | 2021-06-17 16:42:56.605 SC Data - All Services | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=11, NumberOfOutstandingSendBuffers=2, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=1238, ActualMessageDelay=-0.7 seconds, DataCompRatio=2.24, UncompressedBytes=325504167, CompressionTime=1.475923(secs), NumCompressions=85186 | 2021-06-17 16:43:06.172 SC Data - All Services | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=18, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=95, ActualMessageDelay=-2.3 seconds, DataCompRatio=1.84, UncompressedBytes=45390898, CompressionTime=0.471785(secs), NumCompressions=88791 | 2021-06-17 16:43:14.264 SC DTC Data with Market Depth | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=6, NumberOfOutstandingSendBuffers=3, TransmissionDelayInMilliseconds=80, ServerSendBufferSizeInBytes=206, ActualMessageDelay=-0.6 seconds, DataCompRatio=1.54, UncompressedBytes=6511940, CompressionTime=0.370545(secs), NumCompressions=48220 | 2021-06-17 16:43:16.645 SC Data - All Services | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=11, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=4617, ActualMessageDelay=-0.7 seconds, DataCompRatio=2.24, UncompressedBytes=326590998, CompressionTime=1.481853(secs), NumCompressions=85601 | 2021-06-17 16:43:26.171 SC Data - All Services | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=18, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=124, ActualMessageDelay=-2.3 seconds, DataCompRatio=1.84, UncompressedBytes=45475406, CompressionTime=0.473207(secs), NumCompressions=89094 | 2021-06-17 16:43:34.327 SC DTC Data with Market Depth | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=6, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=64, ActualMessageDelay=-0.7 seconds, DataCompRatio=1.54, UncompressedBytes=6526102, CompressionTime=0.371565(secs), NumCompressions=48366 | 2021-06-17 16:43:36.585 SC Data - All Services | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=11, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=0, ActualMessageDelay=-0.6 seconds, DataCompRatio=2.24, UncompressedBytes=327582066, CompressionTime=1.487539(secs), NumCompressions=86016 | 2021-06-17 16:43:46.199 SC Data - All Services | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=18, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=9354, ActualMessageDelay=-2.3 seconds, DataCompRatio=1.84, UncompressedBytes=45557735, CompressionTime=0.474427(secs), NumCompressions=89352 | 2021-06-17 16:43:54.266 SC DTC Data with Market Depth | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=6, NumberOfOutstandingSendBuffers=1, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=71, ActualMessageDelay=-0.7 seconds, DataCompRatio=1.54, UncompressedBytes=6547976, CompressionTime=0.372902(secs), NumCompressions=48544 | 2021-06-17 16:43:56.557 SC Data - All Services | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=11, NumberOfOutstandingSendBuffers=2, TransmissionDelayInMilliseconds=20, ServerSendBufferSizeInBytes=1234, ActualMessageDelay=-0.6 seconds, DataCompRatio=2.24, UncompressedBytes=329038423, CompressionTime=1.495005(secs), NumCompressions=86521 | 2021-06-17 16:44:06.197 Thanks! |