Support Board
Date/Time: Sun, 24 Nov 2024 09:03:00 +0000
Turn off sequence checks?(CTS FIX)
View Count: 1604
| [2013-10-15 20:39:58] |
| User14266 - Posts: 225 |
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Problems with CTS FIX today. Many, many disconnects. CTS gave me this response. "This disconnect occurred due to an out of sequence condition encountered during heavy traffic of market data. We have made code changes on our side to eliminate. Until we can install, you will need to turnoff sequence checks." So......How do I turn off sequence checks? Here is the log I sent CTS: CTS FIXReceived a sequence number that is ahead of the next expected sequence number. Resetting sequence number. | 2013-10-15 14:50:09 CTS FIX: Sending a Logout message. Text = FIX message sequence number from server went backwards. Expected 16477, but received 16475. Performing an immediate disconnect. | 2013-10-15 14:50:09 The SSL socket was shut down successfully. | 2013-10-15 14:50:09 CTS FIX: Socket closed without completing the logout sequence. | 2013-10-15 14:50:09 Connection to the external service has been lost. | 2013-10-15 14:50:09 Ignored CloseSocket call based on current socket state. | 2013-10-15 14:50:09 CTS Historical FIX Session: Sending a Logout message. | 2013-10-15 14:50:09 CTS FIX: Disconnected. | 2013-10-15 14:50:09 |
| [2013-10-15 21:35:06] |
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We see you are running version 1035 and that is what we recommend. It gracefully handles sequence number issues. However, we did not expect the sequence number to go backwards. That is an unusual condition.
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 |
| [2013-10-15 21:41:19] |
| User14266 - Posts: 225 |
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Thanks SC. So the question was, how do I turn off sequence checks? I do not see this option anywhere. Another question. In the data/trade settings for CTS, there is a "Data Throughput and Buffering" dropdown box. Could you please explain this setting, and why one would use the different options? Such as "Fast trade", "Slow trade", etc. |
| [2013-10-15 22:20:00] |
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There is no option for this. This is part of the built-in logic. Sequence checks are essential for the FIX protocol.
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 |
| [2013-10-15 22:20:49] |
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From T4 documentation: The following T4 buffering levels are available:
SlowTrade: Same as SlowSmart buffering plus every individual trade is received as well. It should be used sparingly due to high bandwidth and potentially large number of messages being received during busy market periods. SmartTrade: Same as Smart buffering plus every individual trade is received as well. It should be used sparingly due to high bandwidth and potentially large number of messages being received during busy market. SlowSmart: Slowed down version of Smart buffering for lower bandwidth usage. This produces depth updates about once per second per market if changes have occurred. Smart: Smart buffering (Recommended), depth is sent out on different buffering intervals dependent on what has changed in the depth. Changes to the best bid, offer or last trade are sent out frequently, changes that are off the market are sent out less frequently. FastSmart: Faster version of Smart buffering. It sends out changes to best bid or offer prices more frequently. Much higher bandwidth usage. All: All depth updates, no buffering. Not supported by API applications. Specifying this subscription level in the API will result in Smart buffering level. Same as FastSmart buffering plus every individual trade is received as well. It should be used sparingly due to high bandwidth and potentially large number of messages being received during busy market periods. FastTrade: Same as FastSmart buffering plus every individual trade is received as well. It should be used sparingly due to high bandwidth and potentially large number of messages being received during busy market periods. TradeOnly: Every individual trade is received, but nothing else - no depth, settlement, highlow, price limits etc. 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 |
| [2013-10-16 00:56:51] |
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We have made a change in version 1036 where Sierra Chart will not disconnect if the FIX sequence number goes backwards. We believe this is a safe change over a TCP/IP network connection because the sequence number should not go backwards unless there is some server problem and it is probably not a serious issue to maintain the connection and continue to process the messages. However, the messages with prior sequence numbers, will be disregarded. 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 |
| [2013-10-16 01:07:41] |
| User14266 - Posts: 225 |
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Thank you SC.
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