Support Board
Date/Time: Thu, 26 Dec 2024 11:53:37 +0000
Post From: EUREX Market Data Infrastructure Upgrade
| [2024-11-30 04:40:37] |
| Sierra_Chart Engineering - Posts: 17665 |
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The EUREX data feed is now set up to be running on the new infrastructure. The new infrastructure is not all completely in place but mostly. There are some things to be aware of. We are still receiving the direct EUREX EOBI data feed, but it is now delivering options data which is 32 times more data. This is something we were not aware of on the new platform. The options data is not relayed to users because we are not licensed to do that. The problem is, that multicast data for options has to be processed through along with the outright futures and spreads. Our systems can handle this, but we have noticed a tiny amount of packet loss sometimes not always but sometimes. When there is even a single packet lost on an order by order data feed it causes an issue with market depth data where there can be an undeleted market depth level. We are working to resolve this problem, with many different methods. More efficient processing of the multicast data. And a more intelligent method to delete market depth levels which do not exist any longer. A higher performance network adapter. And as a last resort faster CPUs. This will take some time. And there can be an occasional problem until then. Hopefully the problem should be resolved, by the end of December. Faster CPUs is more involved. That requires, more involved maintenance or upgrading of a server entirely. Probably that is not necessary and would be a last resort. But really it is impressive, processing through 32 times more data, and having 99.999% of the time no packet loss. The new platform we are running on is really superb with its Internet connectivity, and redundancy. 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: 2024-11-30 04:43:05
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