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Date/Time: Thu, 21 Nov 2024 12:50:29 +0000



issues with Data Feed (DAX, CL)

View Count: 324

[2024-10-25 02:21:07]
KevinDiard - Posts: 18
Hello,

I am currently experiencing an issue with the speed of the simulated data feed. In comparison to another platform I use, Tradovate, the Sierra Chart data feed is sometimes slower, which impacts my ability to execute trading strategies in real time.

I opened a chartbook with only the DOM in Sierra Chart to avoid the heaviness of my chartbook, with the "Chart Update Interval" settings between 10 and 50ms, but Sierra is still slower during small market movements.

I would like to know if there are any settings or optimizations I can apply in Sierra Chart to improve the speed of the simulated data feed. I primarily use real-time market data for futures trading and would like to ensure that the feeds are as fast and accurate as possible.

DAX and CL, I haven't checked other symbols

Thanks
[2024-10-25 13:50:07]
John - SC Support - Posts: 36174
We are wondering what exactly you mean by this statement - "but Sierra is still slower during small market movements." What exactly are you referring to in terms of "small market movements"?

Having the Chart Update Interval in the range of 10-50 milliseconds should give you a very fast update. Although we do not like to compare to other systems, what are you seeing that makes you state that Sierra Chart is "slower"?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-10-28 08:35:31]
KevinDiard - Posts: 18
What I mean is: when the market "sweeps" or moves quickly after aggression in the DOM. I use Sierra for analysis and Tradovate solely for execution. Same computer, same connection. I've also tested it just with the DOM from Sierra, without loading any other charts. What I can see is that the price is lagging,but the bid-ask liquidity is also lagging(not much, maybe 0.2-3s) Sometimes, during a spread, the filling is delayed even when the market is slow. This is not a criticism of Sierra; I've been using it for 3 years. I'm just trying to find a solution or understand why. (I can send you a video showing the lag if you want). Thank you.
[2024-10-28 15:12:06]
John - SC Support - Posts: 36174
We really can not make comparisons to other systems, as there are too many differences in how data is handled to be able to understand how to make a comparison.

The only thing we can do is point you to the following for the items you can look into to increase performance:
High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-10-28 18:46:48]
Sierra_Chart Engineering - Posts: 17133
We see you are in France. For CME Group data, try using the server:
DS14-2.sierracharts.com

Set this setting to that server:
Sierra Chart Server Settings: CME Exchange Data Feed Server Address and Port Override (Global Settings >> Sierra Chart Server Settings >> General >> Special)

Also refer to:
Chart Trading and the Chart DOM: Improving Performance Of Chart / Trade DOM
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: 2024-10-28 18:47:17
[2024-11-08 08:54:57]
KevinDiard - Posts: 18
Please, how can I send you a video of the problem?
[2024-11-08 22:03:38]
Sierra_Chart Engineering - Posts: 17133
It is not going to help us to look at a video.

However, tell us what particular symbol, we need to know the exact symbol, you are having an issue with. We just need to know about one symbol only. In the case of NYMEX crude oil data, the data you are receiving for that is 10 minutes and 10 seconds delayed. And also the behavior the delayed data feed is not exactly like real-time data. It will be a little slower.

We want you to update Sierra Chart to the latest prerelease:
Software Download: Fast Update

Do this with Help >> Download Prerelease.

Refer to post #5 above to use the server, in Germany that we mentioned.

And once again refer to the information here:
Chart Trading and the Chart DOM: Improving Performance Of Chart / Trade DOM

Do you notice any data issues with EUREX data?
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: 2024-11-08 22:06:35
[2024-11-11 16:35:11]
KevinDiard - Posts: 18
It's for the DAX. I have made all the adjustments for high DOM performance. You showed me earlier in post #5 for a CME connection, not for Germany. It is with the Eurex data that I would like to solve this issue first. Thank you
[2024-11-11 17:24:51]
Sierra_Chart Engineering - Posts: 17133
EUREX data is delivered out of Germany. There should be no issues with that.

Give us the exact symbol you are using.
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
[2024-11-12 06:23:43]
KevinDiard - Posts: 18
I'm using the future DAX (FDAXZ24).
[2024-11-12 15:45:06]
John - SC Support - Posts: 36174
We need the symbol exactly as you have it entered for the chart (Chart >> Chart Settings >> Symbol >> Symbol).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-13 13:55:18]
KevinDiard - Posts: 18
FDAXZ24-EUREX
[2024-11-13 15:09:42]
Sierra_Chart Engineering - Posts: 17133
Can you please provide us the video and tell us the time, the video was taken and the time zone. We are watching that symbol, the updating speed looks just fine and there are no delays.

What is Chart >> Chart Settings >> Display >> Chart Update Interval in Milliseconds set to?
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: 2024-11-13 15:11:03
[2024-11-14 15:39:21]
KevinDiard - Posts: 18
Where and how can I send you the video? My setting is 30ms, but I've tried several settings
[2024-11-14 15:43:33]
John - SC Support - Posts: 36174
You can attach the video to this thread, just like any other file. Refer to the following:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-11-14 16:29:07]
KevinDiard - Posts: 18
File attached
Private File
[2024-11-14 16:31:16]
KevinDiard - Posts: 18
First vidéo : 11h07 Time zone Brussels UTC+1
[2024-11-14 16:33:39]
KevinDiard - Posts: 18
File attached
Private File
[2024-11-14 16:34:40]
KevinDiard - Posts: 18
Second vidéo, 16h00, today for the two vidéos. Thank you !

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