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Date/Time: Sat, 30 Nov 2024 04:29:28 +0000



Post From: Notice: Out of Sequence Packets Issue with EUREX EOBI Data Feed

[2022-12-15 03:33:28]
Sierra_Chart Engineering - Posts: 17267
EUREX has responded and has explained the problem is due to this:

EOBI Optimization for Partition 4 on 12 December 2022

Eurex is planning to deploy an optimization to EOBI for partition 4 on 12 December 2022. The optimization will lead to an improved latency profile for the market data distribution via EOBI. There is a residual risk that the optimization will, in rare cases, lead to packets being sent out of sequence.

Please note that out of sequence messages are part of the protocol which can already happen now and which are described in the EOBI manual in section 4.17. In the unlikely event that out of sequence messages are visible on partition 4 on 12 December, Eurex plans to revert the optimization for the next day.

We have requested them to revert this. This is not something that is rare. There is an ongoing issue where packets are out of order. This is fully unacceptable for an order by order data 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

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Date Time Of Last Edit: 2022-12-15 03:33:51