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Date/Time: Fri, 09 May 2025 12:45:10 +0000



Post From: @EU## ticksize, decimals symbol issue

[2016-07-14 20:43:13]
SvenHeden - Posts: 2
Hi,

I am a new user and I am having difficulties to set up @EU## symbol from IQFeed correctly.
I am using SC version 1441.
After playing around, I have decided to reset my Global symbol settings.
If I use my Data provider settings, I get 4 decimals price formatting and 0.000100 tick size.
If I am correct and according to CME contract specs it should be 5 decimals and 0.00005 tick size.
Through the IQfeed stand alone application I only see 4 decimals.
SC Time and sales and Market depth windows both shows 5 decimals.
If I want to use a trading DOM or Charting DOM, the only way to have quotes like "Current traded bid/ask" or "Recent bid/ask" printed, is to use 4 decimals or Data provider symbol settings.

I have contacted IQFeed support and I have just received this mail from them >

I have an update for you from our chat conversation. You are completely correct, and there is a bug in our market depth data. While our level 1 data is displaying the data to the correct number of decimal places (see below), the market depth level 2 is not matching it, and it should be. This will be fixed asap in the next update..

Now, IQFeed could refer to the IQ stand alone app only, as per attached pictures they have sent me, and I do not know if this is also affecting the feed to SC since I get 5 decimals in the Market depth window.

Can you help verify this issue and/or if my settings are right.


Thanks

S


==============================================================


Reading Internal Order ID file. | 2016-07-14 22:16:03
Reading Trade Orders file. | 2016-07-14 22:16:03
Reading Trade Positions file. | 2016-07-14 22:16:03
Software version: 1441 | 2016-07-14 22:16:03
Uses New Spreadsheets | 2016-07-14 22:16:03
Usage end date: 2016-08-14 | 2016-07-14 22:16:03
Enabled for: Advanced Features. | 2016-07-14 22:16:03
Enabled for: Advanced Features 2. | 2016-07-14 22:16:03
Enabled for: Sierra Chart Historical Data Service. | 2016-07-14 22:16:03
Allow Support for Sierra Chart Data Feeds is enabled. | 2016-07-14 22:16:03
Current selected Data/Trading service: IQFeed | 2016-07-14 22:16:03
Chart Update Interval: 500 | 2016-07-14 22:16:03
Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2016-07-14 22:16:03
2016-07-14 22:16:06 Local computer time | 2016-07-14 22:16:03
2016-07-14 20:16:06 Local computer time in UTC | 2016-07-14 22:16:03
2016-07-14 22:16:06 Local computer time in SC Time Zone | 2016-07-14 22:16:03
2016-07-14 20:16:04 Server time in UTC | 2016-07-14 22:16:03
Local computer UTC time and Server UTC time difference: 2 seconds. | 2016-07-14 22:16:03
Program path: C:\SierraChart\ | 2016-07-14 22:16:03
Data Files path: C:\SierraChart\Data\ | 2016-07-14 22:16:03
OS Version Number: 6.2 | 2016-07-14 22:16:03
Locale Setting: C | 2016-07-14 22:16:03

Created the DTC Protocol server. | 2016-07-14 22:16:03
DTC Protocol Server listening on port 11099. | 2016-07-14 22:16:03
Created the DTC Protocol historical data server. | 2016-07-14 22:16:03
HD Server Manager | Listening on port 11098 | 2016-07-14 22:16:03
Checking for new symbol settings for dtn | 2016-07-14 22:16:03
HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2016-07-14 22:16:03
HTTPS connection to www.sierrachart.com:443 (3) | Connected. | 2016-07-14 22:16:03
HTTPS connection to www.sierrachart.com:443 (3) | Starting TLS 1.2 connection. | 2016-07-14 22:16:03
HTTPS connection to www.sierrachart.com:443 (3) | SSL connection established. | 2016-07-14 22:16:03
Symbol settings are up-to-date for dtn | 2016-07-14 22:16:03

IQFeed | Connecting. | 2016-07-14 22:16:11
IQFeed | Connecting to Admin port 9300 | 2016-07-14 22:16:11
Socket (4) | Connected. | 2016-07-14 22:16:11
IQFeed | Connected to Admin port. | 2016-07-14 22:16:11
AdminMessage: S,REGISTER CLIENT APP COMPLETED, | 2016-07-14 22:16:11
HTTPS connection to www.sierrachart.com:443 (3) | SSL connection closed by remote side. | 2016-07-14 22:16:11
HTTPS connection to www.sierrachart.com:443 (3) | Connection gracefully closed by remote side. | 2016-07-14 22:16:11
HTTPS connection to www.sierrachart.com:443 (3) | SSL object has been freed. SSL state is now disconnected. | 2016-07-14 22:16:11
HTTPS connection to www.sierrachart.com:443 (3) | Shutdown and closed. | 2016-07-14 22:16:11
AdminMessage: S,STATS,66.112.148.228,60003,500,1,4,1,0,0,Jul 14 4:17PM,Jul 14 04:16PM,Connected,5.2.3.0,417800,4726.16,0.04,0.22,142779.43,3.29,6.63, | 2016-07-14 22:16:11
IQFeed | Connecting to Level 1 port 5009 | 2016-07-14 22:16:11
Socket (5) | Connected. | 2016-07-14 22:16:11
IQFeed | Connected to Level 1 port. | 2016-07-14 22:16:11
IQFeed | Connecting to Lookup port 9100 | 2016-07-14 22:16:11
IQFeed | Connecting to Level 2 port (9200)... | 2016-07-14 22:16:11
Socket (6) | Connected. | 2016-07-14 22:16:11
IQFeed | Connected to Historical Data port. | 2016-07-14 22:16:11
IQFeed | Connected to data server. | 2016-07-14 22:16:11
Socket (7) | Connected. | 2016-07-14 22:16:11
IQFeed | Connected to Level 2 port. | 2016-07-14 22:16:11
IQFeed | Received Server Connected message from Level 2 port. | 2016-07-14 22:16:11
IQFeed | Level 2 protocol is 5.0. | 2016-07-14 22:16:11
IQFeed | Level 1 system message: KEY | 2016-07-14 22:16:11
IQFeed | Level 1 system message: SERVER CONNECTED | 2016-07-14 22:16:11
IQFeed | Level 1 system message: IP | 2016-07-14 22:16:11
IQFeed | Level 1 system message: CUST | 2016-07-14 22:16:11