Support Board
Date/Time: Mon, 07 Jul 2025 05:31:37 +0000
Wrong volume with global data feeds (India)
View Count: 3086
| [2014-01-14 08:08:21] |
| turnbull - Posts: 34 |
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I have recently started using Global Data Feeds (I) as my data vendor. Sierra Chart is connecting very well with this and I can download all historical data. I am having one problem. The historical (and intraday) data is showing correctly ( Volume as well as price) but the realtime data is showing errors in volume. All volumes in the realtime chart is incorrect. I asked GDFL support and they say that there is no error from their side. Please help. |
 Nifty-14-01-2014 13-27-50.png / V - Attached On 2014-01-14 08:06:53 UTC - Size: 67.36 KB - 501 views SBI-14-01-2014 13-30-29.png / V - Attached On 2014-01-14 08:07:04 UTC - Size: 46.6 KB - 429 views Attachment Deleted. Attachment Deleted. |
| [2014-01-14 08:27:16] |
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We need to ask Global Data Feeds about this. Possibly we need to multiply the real-time volume by 100? Not really sure. 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 |
| [2014-01-14 09:31:14] |
| turnbull - Posts: 34 |
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Please do let me know if you can resolve this issue. If cannot then I will not subscribe for their data. Thanks |
| [2014-01-14 09:58:20] |
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This is something very simple to resolve. We just need to get an understanding of what the particular problem is. There is no doubt it will get resolved.
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 |
| [2014-01-15 05:00:29] |
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This is what Global Data Feeds has reported to us: We have fixed the issue and updated the process.
Please check now. In order to get correct volume go to the chart and select Edit >> Delete All Data and Download. 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 |
| [2014-01-15 05:33:27] |
| turnbull - Posts: 34 |
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I still do not find any changes.I followed your instructions and restarted SC. Chart is still showing wrong volume in real time. For your information Time & sales and quote board is showing correct Bid and ask volumes.
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| [2014-01-15 06:24:01] |
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Thanks for these images. We have reported the problem again to Global Data Feeds.
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 |
| [2014-01-15 23:30:39] |
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This problem will be resolved in version 1078 which will be released late tonight.
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 |
| [2014-01-16 07:34:31] |
| turnbull - Posts: 34 |
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Hi, Downloaded and installed version 1078. Now the volume in real time chart is too large. Attached images. |
| NiftyError16-01-2014 12-57-08.png / V - Attached On 2014-01-16 07:33:35 UTC - Size: 66.17 KB - 428 views NiftyError1-16-01-2014 12-53-49.png / V - Attached On 2014-01-16 07:33:46 UTC - Size: 46.04 KB - 400 views |
| [2014-01-16 07:53:53] |
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We have an idea what is causing this. Give us about one hour to take care of it. This data feed works in a nonstandard way, so the way in which it works is not so well understood. And the documentation does not make it clear. 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 |
| [2014-01-16 08:28:10] |
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When we saw your post, we had thought, boy that was a dumb mistake. The problem is, they just seem to have changed the data feed. It is not like it was working yesterday when we were making changes. The changes we made, were properly implemented and were giving a logical result in our testing. Now the data feed is working completely differently in regards to volume and this is the problem. We have to contact Global Data Feeds about 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: 2014-01-16 08:32:06
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| [2014-01-16 09:25:18] |
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To give you an idea about the problem. This is our latest message to Global Data Feeds: You can see in this message which is not a VWAP message, that the total daily volume is given. The volume is much too high to be for an individual trade.
GDF FIX Session (Recv) >> 8=FIX.4.29=42135=X34=13049=GFDL32052=20140116-09:20:28.56356=DEMO320-GDF268=5279=1269=055=NIFTY167=FUT200=201401207=NS270=6327.1271=100279=1269=155=NIFTY167=FUT200=201401207=NS270=6327.5271=300279=1269=255=NIFTY167=FUT200=201401207=NS270=6327.35271=0279=1269=555=NIFTY167=FUT200=201401207=NS270=6331.1271=0279=1269=B55=NIFTY167=FUT200=201401207=NS270=0271=7120250272=20140116273=09:20:2810=075 | 2014-01-16 04:20:28 You can see in this message no volume is given. GDF FIX Session (Recv) >> 8=FIX.4.29=35535=X34=13149=GFDL32052=20140116-09:20:29.56756=DEMO320-GDF268=4279=1269=055=NIFTY167=FUT200=201401207=NS270=6327.1271=-1279=1269=155=NIFTY167=FUT200=201401207=NS270=6327.35271=-1279=1269=255=NIFTY167=FUT200=201401207=NS270=6327.35271=0279=1269=555=NIFTY167=FUT200=201401207=NS270=6331.1271=0272=20140116273=09:20:2910=067 | 2014-01-16 04:20:29 We can also see that you are repeating the symbol specification (55=NIFTY167=FUT200=201401207=NS) in every entry of the incremental refresh message. This consumes a lot of network bandwidth. We have never seen a FIX protocol implementation like this. We highly recommend that you change this and put the symbol specification only once at the beginning of the message. 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: 2014-01-16 09:26:11
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| [2014-01-16 17:21:45] |
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We will keep after Global Data Feeds on this issue.
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 |
| [2014-01-17 13:38:08] |
| turnbull - Posts: 34 |
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Hi, Any updates regarding the issue. Today I observed some improvement in the data but I think it is not correct yet. |
| [2014-01-17 16:24:27] |
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Yes. We have heard from Global Data Feeds on this. We just need some time to review the details of what they said and make some changes. We will have a new release out over the weekend.
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 |
| [2014-01-18 01:10:05] |
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Global Data Feeds has implemented changes on a test server and they should be releasing them soon. We will be releasing version 1079 in one or two more days which will support the changes. 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 |
| [2014-01-20 10:07:57] |
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Global Data Feeds has updated their FIX data feed. You will need Sierra Chart version 1079. It is available now as the prerelease.
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 |
| [2014-01-21 15:19:32] |
| turnbull - Posts: 34 |
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Hi, I am in the process of testing it and shall come back in a day or two. |
| [2014-01-23 05:51:26] |
| turnbull - Posts: 34 |
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Hi, I have downloaded and installed ver 1081. Now the problem is completely different. RT data seems to be ok but the historical data is very high. Seems to be cumulating at every bar. |
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| [2014-01-23 06:55:37] |
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We will let Global Data Feeds know about this. Must be an issue on their side because there is no function in Sierra Chart Market data processing which would cause 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 |
| [2014-01-23 09:40:12] |
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This is happening due to changes that Global Data Feeds has made to the market data messages and we did not implement the corresponding changes with the historical data processing. We will be doing that in the next release. It will be out later 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-01-24 10:10:27] |
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We have released 1053. All of the data processing should now be correct with the changes Global Data Feeds has done and the changes we have done to be consistent with those changes.
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 |
| [2014-01-24 11:27:10] |
| turnbull - Posts: 34 |
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Hi, Intraday historical day seems OK. Checking RT data. Now Historical daily data is a problem. It is too less. Let me know if I am wrong. |
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| [2014-01-25 01:08:28] |
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We will have to contact Global Data Feeds about 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 |
| [2014-01-28 08:49:40] |
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From Global Data Feeds: We have found out the issue.
The intraday volumes are coming in weights whereas the day end volume are coming in lots. So you are finding the difference. We will check how we can address this issue. 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 |
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