Support Board
Date/Time: Sat, 22 Feb 2025 09:31:24 +0000
Sierra Chart Futures Order Routing Service with Data
View Count: 1028
| [2021-01-18 15:16:07] |
| User414533 - Posts: 106 |
|
I set up a live account with Amp Global last spring. I chose the Denali package. After reading the following I became confused and after extensive research couldn't figure out whether or not I have "Sierra Chart Futures Order Routing Service with Data". Is that part of service package 5 or do I need to subscribe to something else? --------------------------------------------------- It has the following features: Low latency order routing to the exchange. Under 1 millisecond. You can choose to use our CME Aurora data center order routing server which is colocated with the exchange. Stable and reliable connectivity. Simplified connectivity. There is no other subsequent login required. This eliminates another layer of connectivity issues, various and confusing entitlements from third-party providers, and username or password authentication problems. You will have stable and reliable access to your trading account. Long-term (at least 1 year) order fill history with accurate Position data to ensure complete, reliable, hasslefree, and consistent trade statistics reporting within Sierra Chart like the Daily Profit/Loss, the Trade Activity Log Trade Statistics and Trades Tabs, and the Trade Statistics for Charts (only applies to orders entered from Sierra Chart). Additionally another benefit of this, is that all installed instances of Sierra Chart receive the order fill history from the server no matter what instance the trading occurred from, or whether or not the instance was connected to the trading server at the time of the order fills. Therefore, all installed instances of Sierra Chart set to use the Sierra Chart Order Routing service all stay in full synchronization with trading activity. Trouble-free and properly managed server-side OCO orders. Trouble-free and properly managed server-side bracket orders. This is a huge advantage as compared to other supported services. This is functionality that you do not get when you are using CQG, Rithmic, CTS, Transact, Gain Capital or Interactive Brokers. Trailing Stop orders are still always managed locally on the Sierra Chart client side. Reliable market data with extended market depth for CME markets (currently 1400 levels). Can use free delayed market data. (With Sierra Chart Advanced package only.) Can trade spreads and options with easy symbol Lookup (only CME markets at this time). Uses TT (Trading Technologies) in the background for order routing and accounts. Therefore, any broker supporting TT can be used. Relies on TT risk management and any risk management controls the clearing firm sets on your TT account. Triple redundancy with order routing. When one server is not available, there are two other available servers Sierra Chart will immediately connect to. ---------------------------------------------------------------------------------------------------------- |
| [2021-01-18 16:50:15] |
| John - SC Support - Posts: 38116 |
|
You are setup with your account to use the Sierra Chart Order Routing Service. The Sierra Chart Order Routing Service is not tied to any specific package. It is a separate service that you have signed up for. The only cost is the $0.10 per side order routing fee, which is comparable with other services. Note that you are setup to have all of your Sierra Chart services billed to your AMP account. Therefore, you will see the charges there. Finally, it looks like you may not have your service setup on your local Sierra Chart software to use the Sierra Chart Order Routing Service. Start with Step #9 at the following Setup Instructions to get this setup: https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-01-24 17:48:59] |
| User414533 - Posts: 106 |
|
1) I changed service settings to "SC Futures Order/Data [trading]". Since the documentation states that Server 2 (Aurora) is the lowest latency, I made that my primary. Is that okay? So I have Primary = Server 2, Backup 1 = Server 1, and Backup 2 = Server 4. 2) When I switched to SC Futures Order Routing, my history was reloaded and now I have no historical market depth. Does this service have its own set of history files? Is there a way to combine "SC All Data" history with the "SC Futures Order Routing" history? If the history files must remain separate and I need to continue to use market replay w/ the historical market depth saved under my "SC All Data" service, How can I do that while recording on the new "SC Futures Order/Data" service to ease the transition? Thanks in advance! |
| [2021-01-24 22:06:35] |
| User414533 - Posts: 106 |
|
Just noticed after switching to "SC Futures Order Routing" that my CPU is under high load (20%) compared to if I switch back to "SC All Data" (1-2%). My DD also shows "delayed".
|
| [2021-01-25 04:37:44] |
| User414533 - Posts: 106 |
|
Tested again during this slow market period. Everything is identical, same chartbook, only a change from "SC All Data" to "SC Futures Order Routing" and my CPU goes from 1-4% to 20%. Please help. |
| [2021-01-25 05:05:23] |
| User414533 - Posts: 106 |
|
Okay, so I just disconnected from "SC Futures Order Routing" and my CPU is still running at 20%! No market replay, no live data, nothing... but CPU is holding steady at 20%??? If I switch back to "SC All Data" CPU usage is back to minimal (1-4%). My rig: i5-9600K @ 3.7GHZ, 16GB ram, 500GB Solid State HD |
| [2021-01-25 05:10:24] |
| |
|
1. Yes this is all fine. 2. The historical market depth data for the Sierra Chart Order Routing service is different than what is used with SC Data-All Services. It differs by symbol and also by internal price format. You need to download new market depth data following the instructions here: Market Depth Historical Graph: Downloading Of Historical Market Depth Data The Sierra Chart Order Routing Service does not create any higher load at all. That is definitively not the issue with 100% certainty. There is some other cause in your case. For whatever the issue is, you need to refer to help topic 30: High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often We do not know what the specific reason is. You have to go through all of the items and figure this out. Maybe the high CPU usage is caused by too much Trade Activity Data and outstanding queries: Trade Activity Log: Trade Activity Not Displaying or Clearing (Improving Trade Activity Query Performance) 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: 2021-01-25 05:19:34
|
| [2021-01-25 22:03:25] |
| User414533 - Posts: 106 |
|
Understood on downloading new market depth data. "The Sierra Chart Order Routing Service does not create any higher load at all. That is definitively not the issue with 100% certainty." Well if you are 100% certain, than please reference the attached files and offer an explanation. Nothing was changed on the chartbook. Both screenshots were taken when the market was closed. The ONLY variable was switching back and forth from "SC Data All Services" and "SC Futures Order Routing/Data". I have switched back and forth dozens of times and the increased CPU load effect occurs every time without fail. I would be happy to share any and all files necessary to solve this problem including paying for support. Thank you. ****EDIT**** Before I posted this message I decided to try one last thing... I closed each chart, one at a time and monitored the CPU usage as I did so. Some of my charts are at the default (500/800) update interval while 5 or so are set at the minimum (10ms). The CPU stayed steady at 20% until I got down to two charts w/ 10ms update intervals, then it started dropping. With only one chart at 10ms it halved to 10%. And changing the remaining chart to the default (500), it got into the low single digits. So the million dollar question is: why does the "SC Futures Order Routing/Data" feed cause a strain on my system while the "SC Data All Services" feed does not -EVEN WHEN THE MARKET IS CLOSED. Both appear exactly the same w/ respect to price data refreshing. In fact, "SC Data" almost seems to flicker faster than "SC Futures", but I cannot offer any evidence of that beyond a personal observation. |
Private File Private File Attachment Deleted. |
| [2021-01-26 04:19:00] |
| User414533 - Posts: 106 |
|
I made a new chartbook clean of any studies with only the basic charts and the preferred update intervals (DOM and 4 charts @ 10ms w/ 4 other charts at 500ms) CPU 0-2% on "SC Data - All Services" (I literally saw ZERO CPU usage under task manager on several occasions!) CPU 15-16% on "SC Futures Order Routing/Data" Tested at 10pm CST - negligible market activity. Standing by for further instruction. I will pay for a solution! |
| [2021-01-26 07:37:48] |
| |
|
We think it would be doubtful that we would be able to reproduce this. And we know the issue is not specific to using that service. It is fundamentally cannot be. There is some other explanation. We can run a quick test if you provide the Chartbook. Instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile 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 |
| [2021-01-26 17:24:10] |
| User414533 - Posts: 106 |
|
Here's the new chartbook I created (and tested) last night specifically for this problem. Thanks for your attention! |
Private File |
| [2021-01-28 09:30:27] |
| |
|
The CPU usage for that Chartbook is 0%. Even when connected to the data feed. However, the symbols are not correct. None of the symbols in that Chartbook are for the Sierra Chart Order Routing service. After we translated them, then we did notice the issue but it is not something which is specific to the Sierra Chart Order Routing Service. It has to do with the fact that this service uses a price multiplier other than 1 for some symbols due to the fact that native exchange pricing is used. So the charts were being continuously updated. And there was a noticeable problem due to the complexity of the chart configurations and the low update interval. We have resolved the problem. 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: 2021-01-28 09:30:54
|
| [2021-01-29 05:45:19] |
| User414533 - Posts: 106 |
|
Okay, I downloaded the latest version and tested the above attached chartbook. Now both are averaging 15% CPU utilization in a dead market!!! So I reverted back to the previous version (2222) and tested again: SC Data - All Services" = 2% CPU SC Futures Order Routing/Data = 15% CPU Perhaps I needed to do something after installing the latest version to fix the issue? Please advise. Date Time Of Last Edit: 2021-01-29 05:45:49
|
| [2021-01-29 07:06:50] |
| |
|
We think you did not actually install the latest version. We are not sure what version you tested but the issue was resolved. We cannot spend further time on this. Perhaps I needed to do something after installing the latest version to fix the issue? No.
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: 2021-01-29 07:07:16
|
| [2021-01-29 12:59:09] |
| |
|
We had a quick check again on this, and we do see why there is a continued issue under certain conditions . We will have this resolved in the next release.
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: 2021-01-29 12:59:16
|
To post a message in this thread, you need to log in with your Sierra Chart account: