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Date/Time: Thu, 28 Mar 2024 08:20:58 +0000



DOM Eurex with OEC

View Count: 2726

[2013-06-18 12:38:40]
doctor.scalp - Posts: 18
Hello,
I've upgraded to SC v989 and I have some strange things on the DOM
http://www.sierrachart.com/image.php?l=1371558809477.png

With this the DOM is useless.
I don't have the problem with Global Zen Trader (from my broker).

Thanks for your help,

Regards,

[2013-06-18 16:00:17]
Sierra Chart Engineering - Posts: 104368
At the time you notice a problem, please provide a copy of the Message Log, by following these steps:
https://www.sierrachart.com/index.php?l=PostingInformation.php#log
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
[2013-06-18 17:20:27]
doctor.scalp - Posts: 18
A new one
http://www.sierrachart.com/image.php?l=1371575668503.png

You can also see some refresh problem at 8234.5

And this one when I was writing this message :
http://www.sierrachart.com/image.php?l=137157590442.png

Regards,

The Message Log:
Software version: 989 | 2013-06-18 19:02:06
Current Service Package: 5 | 2013-06-18 19:02:06
Usage end date: 2014-03-11 | 2013-06-18 19:02:06
Sierra Chart Historical Data Service is included. | 2013-06-18 19:02:06
Active service: Open E Cry | 2013-06-18 19:02:06
Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2013-06-18 19:02:06
2013-06-18 19:02:06 Local computer clock time | 2013-06-18 19:02:06
2013-06-18 17:02:06 GMT time | 2013-06-18 19:02:06
2013-06-18 19:02:06 Time zone adjusted time | 2013-06-18 19:02:06
Time difference to server time: 35 seconds. | 2013-06-18 19:02:06
WARNING: Your computer's clock is off by 35 seconds. For help with this Date-Time issue, press the Send for Analysis button. | 2013-06-18 19:02:06
Program path: C:\SierraChart\ | 2013-06-18 19:02:06
Data Files path: C:\SierraChart\Data\ | 2013-06-18 19:02:06
OS Version Number: 6.1 | 2013-06-18 19:02:06


Connecting to Open E Cry server: prod.openecry.com:9200... | 2013-06-18 19:02:14
Connected to OEC. | 2013-06-18 19:02:15
Notice: The study oxoDivergencePriceBidAsk has sc.FreeDLL set to True. This should usually only be used during development. Otherwise, it slows performance. | 2013-06-18 19:02:38
Starting updates for: FDAXM3 | 2013-06-18 19:02:38
HD Request # 1 - Downloading Intraday chart data for FDAXM3 to the file FDAXM3.scid. Service: scsrv | 2013-06-18 19:02:38
HD Request # 1 - Starting date and time: 2013-06-18 17:35:59 | 2013-06-18 19:02:38
HD Request # 1 - Using server: ds4.sierracharts.com port 10049 | 2013-06-18 19:02:38
Starting updates for: $TICK | 2013-06-18 19:02:38
SC Market Stats: Connecting to the market data server. | 2013-06-18 19:02:38
Using server: ds5.sierracharts.com, port 443 | 2013-06-18 19:02:38
SC Market Stats - Local market data port: 0 | 2013-06-18 19:02:38
Starting updates for: FESXM3 | 2013-06-18 19:02:38
Open E Cry tick subscription ID: 2 | 2013-06-18 19:02:38
Open E Cry tick subscription ID: 4 | 2013-06-18 19:02:38
The network socket is connected. | 2013-06-18 19:02:38
HD Request # 1 - Requesting up to 60 days of Intraday data. | 2013-06-18 19:02:38
The network socket is connected. | 2013-06-18 19:02:38
SC Market Stats: Connected to market data server. Now authorizing. | 2013-06-18 19:02:38
SC Market Stats server: Connected. Subscribing to symbols. | 2013-06-18 19:02:38
Restarting real-time data updates for symbol: $TICK | 2013-06-18 19:02:38
HD Request # 1 - Decompressing data. | 2013-06-18 19:02:38
HD Request # 1 - Receiving Intraday data for FDAXM3 starting at 2013-06-18 17:35:59 | 2013-06-18 19:02:38
HD Request # 1 - Timestamp of first Intraday data file record written: 2013-06-18 17:35:59 | 2013-06-18 19:02:38
Socket closed. No error. | 2013-06-18 19:02:39
HD Request # 1 - Received 1903 records from 2013-06-18 17:35:59 to 2013-06-18 19:02:00 (86.0 minutes) and wrote 1903 records for FDAXM3 | 2013-06-18 19:02:39
HD Request # 1 - Intraday download COMPLETE for FDAXM3 | 2013-06-18 19:02:39
Real-time intraday chart data file updates started for FDAXM3 | 2013-06-18 19:02:39

HD Request # 3 - Downloading Intraday chart data for $TICK to the file $TICK.scid. Service: scsrv | 2013-06-18 19:02:39
HD Request # 3 - Starting date and time: 2013-06-18 17:36:01 | 2013-06-18 19:02:39
HD Request # 3 - Using server: ds3.sierracharts.com port 10049 | 2013-06-18 19:02:39
The network socket is connected. | 2013-06-18 19:02:39
HD Request # 3 - Requesting up to 60 days of Intraday data. | 2013-06-18 19:02:39
HD Request # 3 - Decompressing data. | 2013-06-18 19:02:39
HD Request # 3 - Receiving Intraday data for $TICK starting at 2013-06-18 17:36:01 | 2013-06-18 19:02:39
HD Request # 3 - Timestamp of first Intraday data file record written: 2013-06-18 17:36:01 | 2013-06-18 19:02:39
Socket closed. No error. | 2013-06-18 19:02:40
HD Request # 3 - Received 5196 records from 2013-06-18 17:36:01 to 2013-06-18 19:02:05 (86.1 minutes) and wrote 5196 records for $TICK | 2013-06-18 19:02:40
HD Request # 3 - Intraday download COMPLETE for $TICK | 2013-06-18 19:02:40
Real-time intraday chart data file updates started for $TICK | 2013-06-18 19:02:40

HD Request # 5 - Downloading Intraday chart data for FESXM3 to the file FESXM3.scid. Service: scsrv | 2013-06-18 19:02:40
HD Request # 5 - Starting date and time: 2013-06-18 17:36:01 | 2013-06-18 19:02:40
HD Request # 5 - Using server: ds4.sierracharts.com port 10049 | 2013-06-18 19:02:40
The network socket is connected. | 2013-06-18 19:02:40
HD Request # 5 - Requesting up to 60 days of Intraday data. | 2013-06-18 19:02:40
Requesting market depth updates for: FDAXM3 if supported. | 2013-06-18 19:02:40
Requesting market depth updates for: FESXM3 if supported. | 2013-06-18 19:02:40
HD Request # 5 - Decompressing data. | 2013-06-18 19:02:41
HD Request # 5 - Receiving Intraday data for FESXM3 starting at 2013-06-18 17:36:01 | 2013-06-18 19:02:41
HD Request # 5 - Timestamp of first Intraday data file record written: 2013-06-18 17:36:01 | 2013-06-18 19:02:41
Socket closed. No error. | 2013-06-18 19:02:41
HD Request # 5 - Received 1746 records from 2013-06-18 17:36:01 to 2013-06-18 19:01:45 (85.7 minutes) and wrote 1746 records for FESXM3 | 2013-06-18 19:02:41
HD Request # 5 - Intraday download COMPLETE for FESXM3 | 2013-06-18 19:02:41
Real-time intraday chart data file updates started for FESXM3 | 2013-06-18 19:02:41

Uploaded an image to the server. Request ID: 1 | 2013-06-18 19:14:27
Uploaded an image to the server. Request ID: 2 | 2013-06-18 19:18:22

[2013-06-18 18:54:19]
doctor.scalp - Posts: 18
And the last one for today : http://www.sierrachart.com/image.php?l=1371581550932.png

Just this added to the log :
Technical Notice: Compressed buffer size is not zero at the end of data in c_HTTPRequest::OnInternetStatusRequestComplete. | 2013-06-18 19:35:32
Uploaded an image to the server. Request ID: 3 | 2013-06-18 20:52:29


[2013-06-18 20:46:12]
Sierra Chart Engineering - Posts: 104368
We have enough images please.

We are aware of that "Technical notice" message and are looking into it.

Not sure why the issue is happening, but when you see it, select File >>Disconnect and then File >> Connect to Data Feed. We will determine the cause, but we are just not sure right now.


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: 2013-06-18 20:47:24
[2013-06-22 13:35:45]
doctor.scalp - Posts: 18
Hello,

Anynews on this issue ?
The "Technical notice" is not related to my problem.
I really have a problem with the DOM and Eurex with OEC feed.

Can someone who use OEC and have access to Eurex and the FDAX try to open a DOM ?
I really need to know if it's my configuration (pc, adsl line,...) or if it's on the sierra chart side.

May be it's related to the new "Enhanced Order Book Interface" ?
http://www.eurexchange.com/blob/exchange-en/251564-507016/505618/2/data/eurex_market_ref_data_order_book_interface_v10.pdf

Regards,



[2013-06-24 07:46:27]
Sierra Chart Engineering - Posts: 104368
We will do some testing today for 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
[2013-06-24 10:19:51]
Sierra Chart Engineering - Posts: 104368
We are seeing the problem from testing that we have done now.

Our only conclusion is that something has changed with the market depth data from OEC and it requires an updated API file from them. So we are going to update the OEC API that we distribute with Sierra Chart.
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
[2013-07-05 12:49:04]
doctor.scalp - Posts: 18
Hello,

Can you give me some news on this update ?

Thanks,

[2013-07-05 19:46:47]
Sierra Chart Engineering - Posts: 104368
We have done all we can. Update Sierra Chart to the latest version for the latest OEC interface software. Update by selecting Help >> Download Current Version. If you still see a problem, it is on the OEC 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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-07-05 19:47:06
[2013-07-09 14:36:39]
doctor.scalp - Posts: 18
Hello,

It's really a bad news ! I've downloaded SC v993 and the problem is still here.
I use SC since 2 years and now I can't use it anymore to trade with the DOM :(

Any idea why the problem doesn't exist with Global Zen Trader ?

Look at this video (play it in HD) to see SC DOM versus GlobalZenTrader DOM
http://www.youtube.com/watch?feature=player_detailpage&v=8XLU53yVrOs#t=0s



[2013-07-10 12:56:14]
Sierra Chart Engineering - Posts: 104368
The video is rather clear as to what the problem is. Apparently due to changes with market depth from EUREX, it is necessary to limit to the depth with OEC data to 5 levels. We can do that. But still we contend from everything we can see that this is an OEC problem. They are sending incorrect depth data.



We will forward the video to them.

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: 2013-07-10 12:56:41
[2013-07-11 14:18:14]
doctor.scalp - Posts: 18
Hello

I don't know what the OEC team is doing but the Market Depth is back to normal today, 10 levels ! but the bug is still here :(

http://www.sierrachart.com/image.php?l=1373547693405.png

[2013-07-16 07:39:36]
Sierra Chart Engineering - Posts: 104368
We have done some testing with this. We do observe the problem and we have contacted OEC about 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

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