Login Page - Create Account

Support Board


Date/Time: Thu, 26 Sep 2024 23:34:04 +0000



VIX Futures Data Feed is Stopping Throughout the Day

View Count: 444

[2024-08-28 01:55:23]
Sierra_Chart Engineering - Posts: 16478
The issue with the CFE feed is now resolved and was completely unrelated, to the reason for the problem you had before which was running an older version.

You still need to update to resolve the problem with the CFE feed.

Regarding this we are looking into this and will have the issue resolved, on Wednesday:
The [Modify] popup of the Trade Orders window no longer shows.

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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2024-08-28 01:55:54
[2024-08-28 03:29:30]
joefennessey - Posts: 40
I'm confused about the first point. I had updated to the latest version of Sierra Chart and the screenshot in my post where the September VIX contract's bid was higher than its ask is taken from the newest version. Is there a newer update that resolves this problem, and this inverted bid/ask spread is the new problem? Will the release on Wednesday fix the inverted bid/ask spread issue?
[2024-08-28 12:25:02]
Sierra_Chart Engineering - Posts: 16478
The resolution of CBOE futures is resolved on the server. No update is necessary. But an older version cannot access this data at all.

And we have now resolved the modify issue. New release will be out in a few minutes.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-08-29 20:53:36]
joefennessey - Posts: 40
At risk of sounding like a broken record, but the VIX feed is broken again. Updated to the latest version yesterday evening between 4pm and 5pm CT. This did fix the "Modify Order" button and at the time of update the CFE VIX feed seemed to be working properly. Please fix. See attached screenshot.
imageVIX_DOM_incorrect.png / V - Attached On 2024-08-29 20:53:23 UTC - Size: 30.07 KB - 35 views
[2024-08-30 03:44:42]
Sierra_Chart Engineering - Posts: 16478
We will see if we observe, the overlapping market depth levels. This is an order by order data feed which is susceptible to this type of problem when there is even just as little as one packet lost. Or it could be an exchange transmission error leading to this problem. This can and does happen.

Could also be due to incorrect Symbol Settings on your side.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2024-08-30 03:45:03
[2024-08-30 20:54:28]
joefennessey - Posts: 40
Have you been able to replicate? Does one packet being lost cause the feed to be correct for several days continuously? Problem has been ongoing pretty much nonstop for weeks. Please see when the first post in the conversation was made by me.

It is not an incorrect symbol. The engineer who was on the call with me can confirm that. You can also observe the symbol in the screenshot, F.US.VXU24
[2024-09-03 17:14:05]
Sierra_Chart Engineering - Posts: 16478
There was packet loss on one of the servers, and that is the reason for the problem when it occurred. Generally this loss is small . Even a single packet can cause a problem.

We will address the issue the middle of the day today.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2024-09-03 17:14:32

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account