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Date/Time: Fri, 27 Dec 2024 02:39:01 +0000



Post From: RT Exchange Data Feed status poorly reflected; feed impacted by trade service connection

[2016-02-18 05:02:24]
Sierra Chart Engineering - Posts: 104368
We have read this over.

Your understanding of how this works is mostly correct except for the part where you thought the trading service data feed was being used if the SC Exchange Data Feed reconnects.

Overall what you are seeing is a special case when using the Sierra Chart Exchange Data Feed with a trading service.

There are technical and legal reasons why it works the way that it does. We do not agree with the legal reasons but this has to do with easy, cost-effective, and reliable compliance with CME rules which are wrongful to begin with.

What we are going to do is add support for this message:
https://dtcprotocol.org/index.php?page=doc/doc_DTCMessages_MarketDataMessages.php#Messages-MARKET_DATA_FEED_SYMBOL_STATUS

So you should use this message rather than messages indicating the entire data feed is available or unavailable.


Whenever the data feed becomes unavailable for a symbol and then later available at that time you need to make a historical price data request. Here is the documentation for that:
https://www.sierrachart.com/index.php?page=doc/doc_DTCServer.php#HistoricalPriceDataServer

Other than adding support for this message, no other changes are planned. We will see if we can improve upon this:


2) If the trade service connection breaks, the Sierra Chart Real-Time Exchange Data Feed gets interrupted whenever the trade service connection re-establishes.
But this interruption is very small. It is really nothing more than about two seconds. It might be hard for us to make this much better. When the primary service reconnects, all of the symbols have to be remapped and this is the reason why it happens.

With the Sierra Chart Real-Time Exchange Data Feed down, is Sierra Chart quietly reverting to using the trade service provider's data feed?
No. There is an automatic switchover to our next available server. This happens in about two seconds. What you noticed was the result of us updating the software on one of the servers.

We would also recommend that you switch from the relay server to just a normal client that requests market data for the symbols that you need.
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: 2016-02-18 05:05:00