Support Board
Date/Time: Sat, 19 Apr 2025 15:53:10 +0000
Post From: EUREX Market Data Infrastructure Upgrade
| [2025-01-02 07:23:15] |
| Sierra_Chart Engineering - Posts: 19276 |
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We are testing a new algorithm, on one of our EUREX servers, which corrects overlapping market depth levels between the bid and ask side which can happen due to a problem with the exchange feed not deleting orders which should have been deleted, or due to packet loss. This is a much improved algorithm compared to what we used previously and with this algorithm you should no longer ever notice overlapping market depth levels between the bid and ask side. This algorithm has already been released for CFE. So far everything looks fine with the EUREX feed using it. And we are also testing performance improvements, with the processing of multicast data. We are using the registered I/O functions in the operating system. Once all of the above is complete, this will complete all of our EUREX upgrades regarding hardware and software. This work has been going on a long time about a year. It has been a significant investment, both in cost and time. That incident which happened, more than a year ago which caused our EUREX data feed to go out for an entire day, will no longer happen on our new platform for EUREX data. We are happy with all of the work we have done for EUREX. 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: 2025-01-02 07:26:45
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