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Direct MessagesDate/Time: Fri, 19 Apr 2024 02:49:52 +0000
Sierra Chart Real-Time Data Feed is not fast enough. How to reduce lag ?
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| [2020-01-14 22:00:53] |
| JM-JO - Posts: 38 |
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I have timestamped the ticks I receive from Sierra Chart Real-Time Data Feed for SP500 and NQ100 futures. The measures are carried out with a fast and reliable VPS that is located in Chicago. The data feed server pings within 1ms. I was surprised to observe that the ticks arrive in large packets, and that I rarely get more than 10 packets per second. The behavior on another computer located far away from Chicago is the same, so I guess the problem is the data feed server that sends about 10 packets per second. The good news is that the lag is steady, but since I get only 10 packets per second, the lag for the first tick in packet is at least 100ms. Here comes my question: how can I increase the number of packets per second ? For clarity purpose, lets' say I would like to reduce the lag to 20ms. PS: attached is an excerpt of time stamps (SP500 future, 2020-01-14, Chicago local time) |
 Fut SP500 - 2020-01-14.csv - Attached On 2020-01-14 21:49:41 UTC - Size: 1.08 MB - 328 views  Capture.PNG / V - Attached On 2020-01-14 21:51:41 UTC - Size: 73.33 KB - 450 views |
| [2020-01-15 01:08:56] |
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There is no setting for this. The server is not set to send out 10 packets per second. Although due to buffering to avoid small packets and maintain efficiency with transmission, it is not likely there would be more than 50 packets a second. So why you are getting the result that you do is not clear to us. 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: 2020-01-15 01:09:41
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| [2020-01-15 09:56:33] |
| JM-JO - Posts: 38 |
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Sierra is proposing a new service : Low latency order routing to the exchange. Under 1 milliseconds. You can choose to use our CME Aurora data center order routing server which is colocated with the exchange.
And yet, for data feed it is not likely there would be more than 50 packets a second In reality it is rather less than 10 packets a second. This low latency order routing makes absolutely no sense for Sierra Chart Real-Time Data Feed subscribers. |
| [2020-01-16 01:14:14] |
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The order routing is confirmed to be under 1 ms. We do not know why you are only getting 10 packets a second for the market data. We would have to add additional monitoring to understand this. 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: 2020-01-16 01:14:30
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| [2020-01-16 10:01:38] |
| JM-JO - Posts: 38 |
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I am currently creating an account at a broker proposing this 1ms order routing. Thus I am in need of solving the " 10 packets a second " problem. Please let me know if I can provide anything (network data, timestamps or else) to help with additional monitoring. PS : the data feed is super stable, and that is the very satisfying part :) Date Time Of Last Edit: 2020-01-16 10:06:08
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| [2020-05-02 18:46:16] |
| User220914 - Posts: 239 |
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Hi I am curious how someone actually benchamrks the speed or the delay or the lag of the PRICE DATA? The lag from the exchange or the company Sierra Uses to the sierra servers then the lag pushing that data out to the sierra chart Denali users. Does this lag change based on # of users and is this lag adjusted possibly by the COMPANY SIERRA uses for the price data to begin with and is it DMA or is it yet another service with LAG. Timing is everything when trying to get filled on particular order types and knowing lag is important to certain types of traders. Maybe a flow chart showing the MEDIAN of the lag with the ouliers so we know when LAG could be at its greatest. some clarity would really be useful and obviously the lag once it leaves sierra chart would be different for everyone but maybe some would pay extra to be put into a new category with even less lag or vpn channeled data to and from sierra once you get your NEW NEW data feed figured out. |
| [2020-05-02 19:16:04] |
| JM-JO - Posts: 38 |
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Hello 220914, You can check this thread: Sierra users, how good is your data feed? |
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