Support Board
Date/Time: Tue, 11 Mar 2025 17:54:06 +0000
Post From: Teton Interruption Around 4 PM US Eastern time
| [2022-04-26 12:27:37] |
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We are only aware of two inaccurate positions at this time. We also want to point out in an incident like this, which is very rare, and has not happened previously , OCO and Bracket order management would not be functioning. So there was not management of these types of orders from approximately 4 PM to 4:15 PM US Eastern time 2022-04-25. Additionally: When we reestablish the connection to the CME iLink, any order that has already filled or was canceled during the interruption, and was previously open before the incident would still show open in Sierra Chart. You would have to cancel that order manually, and then once we get a rejection from the exchange that the order does not exist, it is internally marked as canceled and you will see it canceled in Sierra Chart. Regarding the prior paragraph, why do we have this behavior? The reason is that the Sierra Chart order routing program maintains a connection to the exchange continuously. It is extremely rare for the connection to be lost especially being there is redundant connectivity. We just do not want to run the risk of of marking an order as canceled, upon reconnection to the iLink when it does not show up in the mass order status response, in case there is some issue with the mass order status response. How this is handled, is switchable. We can do it either way depending upon how the clearing firm wants us to do it. In other words, if they want us to cancel orders, internally , that are no longer in the mass order status response, we can do that. The above is the only other information we need to provide. Why did we not make a decision to failover to the backup server? In general, we do not like to do that, to avoid any unforeseen consequences. For example, the backup server, is not actively used for order routing. While it does have dual connections to the CME that we use for market data, we have not recently used it for order routing. Perhaps we could have had some difficulty establishing the connection to the CME due to static route configuration issues (Although unlikely). So we would rather only failover as a last resort. But we will make a decision a failover, if we are looking at an interruption that is going to be longer than 10 minutes. Once our second server in the Aurora DC is up and is ready to be used, in about a week, that will be actively used for order routing and will handle half of the order flow. So we will have two servers in the Aurora DC, Either one of which can serve as a backup to the other. And we will know that either one, can gracefully and quickly failover without any issues because both are used, for active order routing. 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: 2022-04-26 12:31:51
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