Support Board
Date/Time: Fri, 27 Dec 2024 01:45:50 +0000
Post From: RT Exchange Data Feed status poorly reflected; feed impacted by trade service connection
| [2016-02-11 04:42:14] |
| AC92209 - Posts: 1 |
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I recently purchased a separate direct Sierra Chart and Sierra Chart Real-Time Exchange Data Feed subscription for more reliable futures data (independent of that received from AMP/TTNet) but have unfortunately hit a couple of issues: 1) The Sierra Chart Real-Time Exchange Data Feed status seems to not be accurately reflected in either the Sierra Chart Status Bar or Sierra Chart DTC Relay Server messages. 2) If the trade service connection breaks, the Sierra Chart Real-Time Exchange Data Feed gets interrupted whenever the trade service connection re-establishes. I am currently using Sierra Chart 1366 and have tested the feed with and observed these issues with both IB and TD Ameritrade live account trade service configurations (qualifying for full CME Group nonprofessional data). When the connection to the TRADE service goes down, the Status Bar turns yellow and no longer shows the DF, ST, and BR stats for monitoring data feed status, even while the DATA feed connection remains good and market data continues to flow. Also, a MARKET_DATA_FEED_STATUS MARKET_DATA_FEED_UNAVAILABLE message arrives via the Relay Server (which, with the market data in fact still coming, led to some major confusion initially...). When the connection to the trade service is finally re-established, for whatever reason Sierra Chart then DISCONNECTS the Real-Time Exchange Data Feed. Ironically, it is around this point that a MARKET_DATA_FEED_AVAILABLE message arrives via the Relay Server! (Also ironically, I was considering the Sierra Chart Real-Time Exchange Data Feed for a data feed independent of the broker going down... clearly not the case here with the dropped broker connection resulting in the subsequent disconnect of this data feed.) When the Sierra Chart Real-Time Exchange Data Feed connection goes up or down, there appears to be no clear indication, and certainly not via the Relay Server. For example, at 2016-02-10 00:54 UTC the data feed briefly stopped. Reviewing my Sierra Chart Message Log after the fact, I found the "SC Data - All Services" disconnect and reconnect operations logged, but the Relay Server had given no corresponding MARKET_DATA_FEED_STATUS messages, nor did I happen to notice any change in the Status Bar at that time. Actually, around the time of the Sierra Chart Real-Time Exchange Data Feed dropping out, my main indication on the Relay Server side that something was amiss was receiving a number of MARKET_DEPTH_UPDATE_LEVEL_COMPACT messages, which I normally don't see with the Sierra Chart Real-Time Exchange Data Feed running (with no market depth subscription). With the Sierra Chart Real-Time Exchange Data Feed down, is Sierra Chart quietly reverting to using the trade service provider's data feed? If so, it brings about another concern: ascertaining which feed (Sierra Chart Real-Time Exchange Data Feed or the trading service's data feed) is actually providing data at a given time for a given symbol. Particularly with the lack of correct feed status reporting, having lower-quality data from the trade service quietly get used when the higher-quality feed drops out is risky in that it leads to potentially unknowingly and mistakenly basing real-time trading decisions off that poor data. Otherwise, the feed itself seems quite good as to data accuracy and latency. Hopefully the above may be addressed, for the Sierra Chart Real-Time Exchange Data Feed to better meet needs and for me to be able to continue to use it. |