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Date/Time: Sun, 05 May 2024 01:46:05 +0000



Price Highlight Error

View Count: 1469

[2014-10-29 19:30:35]
WarriorTrader - Posts: 245
Hello,

As the volatility on the Es contract increased after the FOMC announcement (2 PM Eastern) today the price highlight on the right of chart started jumping2,3 points away from the market price. I just upgraded to 1206 so I could connect to OEC Fix feed. This has never happened before.

As volatility got back to normal things got back to normal. Or at least you could not notice the discrepancy.

This is effecting some of the custom studies that I use.

Thx,
WT

imagePriceHighlightError1.PNG / V - Attached On 2014-10-29 19:29:57 UTC - Size: 91.91 KB - 328 views
[2014-10-29 19:50:47]
Sierra Chart Engineering - Posts: 104368
This is an OEC data feed problem. This is nothing new. We have had numerous reports of this over at least the last six months. This is a characteristic of the OEC data feed that some users may have when the market becomes very active.
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: 2014-10-29 19:53:09
[2014-10-29 19:52:18]
Sierra Chart Engineering - Posts: 104368
We recommend using the Sierra Chart Exchange Data Feed instead:
http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
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
[2014-10-29 19:57:31]
WarriorTrader - Posts: 245
Hello,

I have been using 1071 with NO problem. The correct price does show up on the chart, but the highlight on the right is wrong. What has changed from 1071 to now? This is why I never upgrade.

-WT

[2014-10-29 20:00:37]
WarriorTrader - Posts: 245
Excuse me, I was using 1094, not 1071 but the issue is the same.

--WT
[2014-10-29 20:04:53]
WarriorTrader - Posts: 245
Support, did you look at the screen shot in the original post?

--WT
[2014-10-29 20:05:45]
Sierra Chart Engineering - Posts: 104368
Disregard the prior response. It was deleted.

The problem is on the OEC side and what has changed is that Sierra Chart uses a FIX/FAST connection and it is that Service on the OEC side which does not function properly with high market data rates.

Also, you can use the same version you were previously running before and you will be able to connect to OEC. The connection problem relates to the FIX connection. Not to older versions which use the old API component.

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: 2014-10-29 20:07:39
[2014-10-29 20:15:29]
WarriorTrader - Posts: 245
Ok, but I HAVE been using the FIX connection: using 1094. I have to use the FIX for the SC TICK and Breadth.

--WT
[2014-10-29 20:21:51]
Sierra Chart Engineering - Posts: 104368
There are three possibilities:

We offer you a refund.

You use another trading service other than OEC.

Or use the Sierra Chart Real-time and Historical Exchange Data Feed.

We are not going to debate this. Apparently you believe the issue is not on the OEC side and is not worth our time to convince you otherwise.

This is such a well-known and common problem with OEC and something that we have had numerous reports of.
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: 2014-10-29 20:22:46
[2014-10-29 20:27:18]
WarriorTrader - Posts: 245
OK thanks. I will have to live with it but don't say it is the FIX connection. I have been using it since it came out for OEC with NO problem during high volatility.

The problem only came up after I upgraded to 1206 from 1094.

Thx,
WT
Date Time Of Last Edit: 2014-10-29 20:38:28
[2014-10-29 20:35:49]
Sierra Chart Engineering - Posts: 104368
We saw evidence on our server of the same OEC data feed problem :

Last trade price is higher than 10 ticks above Ask. ESZ4 | 2014-10-29 14:17:08
Last trade price is higher than 10 ticks above Ask. RLM-MZ4 | 2014-10-29 14:17:08
Last trade price is higher than 10 ticks above Ask. EMDZ4 | 2014-10-29 14:17:08
Last trade price is higher than 10 ticks above Ask. ESZ4 | 2014-10-29 14:17:08
Last trade price is higher than 10 ticks above Ask. FDAXZ4 | 2014-10-29 14:17:09
Last trade price is higher than 10 ticks above Ask. RLM-MZ4 | 2014-10-29 14:17:09
Last trade price is higher than 10 ticks above Ask. NQZ4 | 2014-10-29 14:17:09
Last trade price is higher than 10 ticks above Ask. ESZ4 | 2014-10-29 14:17:09
Last trade price is higher than 10 ticks above Ask. GCLZ4 | 2014-10-29 14:17:09
Last trade price is higher than 10 ticks above Ask. RLM-MZ4 | 2014-10-29 14:17:09
Last trade price is higher than 10 ticks above Ask. ESZ4 | 2014-10-29 14:17:09
Last trade price is higher than 10 ticks above Ask. NQZ4 | 2014-10-29 14:17:09


The timestamps at the end are in US Eastern time. This problem occurred before and after this time.
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: 2014-10-29 20:36:08
[2014-10-29 20:37:23]
Sierra Chart Engineering - Posts: 104368
but don't say it is the FIX connection. I have been using it since it came out for OEC with NO problem during high volatility.
We cannot believe that. Just look around this board for OEC market data problems relating to their FIX/FAST connection.

We can also show you email messages as well.
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
[2014-10-29 20:52:20]
WarriorTrader - Posts: 245

It probably is OCE, so I will have to take your word for it. I will have to live with it. I have written my own Number Bars chart which is very visual (5 year user - remember the pullback column I wrote and posted here in 2011). If this was happening in 1094 FIX connection I would of noticed it in my custom Number Bars chart. Guess it was good I did not upgrade for so long but the OEC changes forced me to upgrade this week. Ohh will, at least they got the cumulative delta data right finally.


Thx,
WT
[2014-10-29 20:55:16]
WarriorTrader - Posts: 245
One final note and I will let this die.
I do remember the madness when the OEC FIX came out. I am talking about after that when OEC finally did get the login issue settled.


PS: I don't place trades with SC, just use the charts.

Thx,

WT
Date Time Of Last Edit: 2014-10-29 22:11:16
[2014-11-04 17:09:08]
Sierra Chart Engineering - Posts: 104368
The login issue is not the only problem with OEC FIX. There are regular reports of substantial delays. And the full tick by tick feed and a snapshot getting out of sync with each other.

Also OEC claimed that the login issue was due to a hardware problem. Was not true. It was a programming error and they quietly fixed it and did not acknowledge it.

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: 2014-11-04 17:11:31

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