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Date/Time: Thu, 16 Jan 2025 09:49:43 +0000



Sierrachart Recent Version Lagging CTS Datafeed

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[2017-10-27 22:22:54]
User948528 - Posts: 108
Have charted multiple symbols, timeframes, and studies, on older versions of SC without obvious lag issues. Recently switched to CTS and a newer version of SC 1624 with the same machine and charts have used for a long time, am getting Sierrachart severely lagging the price feed by up to seconds in fast market. Attached is a video comparing SC DOM vs CTS T4 DOM during recent GC move.

Chart update interval on a few primary lower timeframe charts set to 100ms, global update for higher timeframe charts set to 900ms (to reduce CPU), total CPU at 40-50%, SC main CPU thread at 5-8% so nothing is maxed out, not even the main SC CPU thread. Core i7 quad, 2.8Ghz, 16GB RAM, SSD, 150Mbps connection.

DTS settings are set to Fast Trade, and True to Unbundle CME Trades.
Date Time Of Last Edit: 2017-10-27 22:30:14
Private File
[2017-10-27 23:58:35]
Sierra Chart Engineering - Posts: 104368
This is due to the CTS feed since it is a FIX data feed.

There really is not anything we can do about this. Refer to help topic 4:
Http://www.sierrachart.com/index.php?page=doc/helpdetails4.html

The best data feed is going to be the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed

This is why we developed the new low-cost connection model to CTS. It is the very best:
https://www.sierrachart.com/index.php?page=doc/CTS_T4.php#SetupInstructionsForAdvancedLowCostConnectionModel
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: 2017-10-27 23:58:50
[2017-10-28 05:43:23]
User948528 - Posts: 108
TT and CQG also were FIX data feeds and I did not have lag with them. Everywhere else I have always seen the CTS T4 feed rated as excellent and fast, including by Sierrachart.

Also the same CTS feed direct into CTS T4 as shown in the video simultaneously does not have this lag, so isn't it being introduced in Sierrachart somewhere?
Date Time Of Last Edit: 2017-10-28 05:43:45
[2017-10-28 18:34:29]
Sierra Chart Engineering - Posts: 104368
The problem is not on the Sierra Chart side. That is totally and completely impossible. Do we say somewhere that the CTS data feed is always fast?


The CTS data feed into their T4 product is not FIX.
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
[2017-10-28 19:47:29]
User948528 - Posts: 108
"Sierra Chart fully supports the CTS T4 trading platform service. With the CTS T4 trading platform service, real-time data, historical Daily and Intraday data, and trading in the futures markets from many exchanges around the world is provided.

The CTS T4 trading platform is a very stable and reliable system for trading the markets. It provides an excellent data feed as well for charting. Sierra Chart and T4 together is an excellent combination. You are able to use the advanced Sierra Chart trading functionality to trade in the markets using the T4 backend trading platform.

The CTS T4 market data feed has proven to be very stable and provides unfiltered and timely data from the exchanges. You can rely on CTS T4 for complete and accurate data and is a good choice when you need reliable data and trading functionality."

You state everywhere it is excellent, stable, reliable, unfiltered, real-time, timely, etc. If what you are saying in this thread is true, you should correct these misleading descriptions and very clearly that this is a slow, lagging, latency filled option, and NOT a good option for real-time unfiltered tick by tick data. Between Rithmic, CQG, and TT over many years, I have never seen a feed act this slowly in Sierra before, and I have never heard anyone describe the CTS feed to function this way in Sierra, only as a solid fast feed equivalent or better in speed to Rithmic/CQG.

So you are 100% certain the CTS FIX feed is simply slower than all the other feeds and there is no solution but to use a different feed?
[2017-10-28 20:34:24]
Sierra Chart Engineering - Posts: 104368
OK we see but we do not use the word "fast".

very clearly that this is a slow, lagging, latency filled option, and NOT a good option for real-time unfiltered tick by tick data.
We will look at what changes we need to make but we would not say specifically this because we do not know this is always the case.

only as a solid fast feed equivalent or better in speed to Rithmic/CQG.
When it comes to data feed speed, it would not be better than CQG or Rithmic.


So you are 100% certain the CTS FIX feed is simply slower than all the other feeds and there is no solution but to use a different feed?
Yes, at least in your particular case. We cannot say this is consistently going to be someone's experience though. What you describe is something that we do not normally here and cannot recall this being described in the last couple of years at least. But it does not surprise us in the least that someone would say this in regards to CTS FIX for data. But it is possible we have had a report of this or two.
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: 2017-10-28 20:41:48
[2017-10-28 22:45:16]
Sierra Chart Engineering - Posts: 104368
We believe that documentation in regards to the CTS data feed was written in the beginning when we were supporting the CTS T4 API and not their FIX API. FIX is a technically superior method of integration, but definitely does have have a potential efficiency problem with market data. It simply depends upon server load and how efficient their encoding algorithm is. And also available bandwidth on the CTS side.

We will think about what description to write for CTS. But we cannot be critical of it. We can only be neutral.

One thing that has consistently been the case always, is historical data delivery for CTS is slow. Using the Sierra Chart Exchange Data Feed is monumentally faster.
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: 2017-10-28 22:46:08

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