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Direct MessagesDate/Time: Thu, 02 May 2024 15:24:56 +0000
DAX BID ASK data going flat
View Count: 1101
| [2016-04-25 08:26:13] |
| Leo33 - Posts: 73 |
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For about a week now intermittently best BID price OR ASK price has been sticking at a value for a few minutes at a time. Oddly this is always paired with the opposing depth going flat also. So BID price flat with ASK depth or vice versa. Today for the first time it happened with FESX too I'm on Sierra feed with IB: DAX-201606-DTB-EUR-25 ESTX50-201606-DTB [the DAX is flat now at time of posting ---- ASK price n BID depth] |
| [2016-04-25 08:30:36] |
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We are checking on this 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 |
| [2016-04-25 08:41:25] |
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We are not observing any problem like this right now. Although for a brief moment it seemed liked we noticed the best bid price in the market depth for about a second was higher than the ask price. This was for the DAX. When you notice the problem you have described, open the market depth window with File >> Open Market Depth Window. And post an image of the chart with overlays by following the instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image 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 |
| [2016-04-25 08:51:10] |
| Leo33 - Posts: 73 |
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DAX-201606-DTB-EUR-25 on my screen it doing it now. |
| [2016-04-25 08:55:05] |
| Leo33 - Posts: 73 |
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see ASK flat n BID depth just visible by value on scale at 1
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Private File |
| [2016-04-25 08:56:34] |
| Leo33 - Posts: 73 |
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these are Time ans Sales studies
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| [2016-04-25 08:59:40] |
| Leo33 - Posts: 73 |
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back to being ok now [since 20secs ago]
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| [2016-04-25 09:00:16] |
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We cannot tell anything from a chart image like that. It is completely meaningless to us. We need to see the market depth window and we need to see the Region Data Line of the chart. The documentation makes it very clear as to what needs to be provided otherwise what is provided will be disregarded. Here is the documentation again: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image 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 |
| [2016-04-25 09:09:53] |
| Leo33 - Posts: 73 |
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Could the market depth window show the constant values over time? I'll see after market hours. No reply expected. |
| [2016-04-25 09:25:08] |
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What we are looking for is incorrect values on the market depth window. Based upon what you are saying something should definitely be incorrect there briefly. Once we have that information we can send it over to Barchart to look into. 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 |
| [2016-04-25 13:35:16] |
| Leo33 - Posts: 73 |
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Time and Sales screenshots seem to make the most sense. Find attached. Note the flatlines are matching PRICE n DEPTH [not opposing as I said earlier] This may have started when I switched to DAX-201606-DTB-EUR-25 for DAX rather than the straight Sierra symbol [maybe]. on screenshots note the ASK price n SIZE don't change. |
 Tns123.PNG / V - Attached On 2016-04-25 13:34:05 UTC - Size: 68.18 KB - 252 views Tns1234.PNG / V - Attached On 2016-04-25 13:34:11 UTC - Size: 64.85 KB - 264 views Tns12345.PNG / V - Attached On 2016-04-25 13:34:18 UTC - Size: 61.86 KB - 262 views |
| [2016-04-25 13:36:43] |
| Leo33 - Posts: 73 |
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..also this happened briefly this morning for the first time with ESTX50-201606-DTB
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| [2016-04-25 16:45:40] |
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OK we are reporting this to Barchart. Are you noticing this 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: 2016-04-25 16:46:17
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| [2016-04-25 17:23:42] |
| Leo33 - Posts: 73 |
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It happened 3 times today for 1-3 mins a time [that's usual for the last week or so]. The last time is as shown in the TnS screenshots about 1420 GMT. It seems odd to me that nobody else has flagged it up over the course of a week or more. Makes me wonder if it is something specific to the setup that works through the IB feed [required to confirm a live account so I can use Globex etc] As a mentioned earlier this problem may have started when I changed to the DAX-201606-DTB-EUR-25 symbol, which was a week or two ago [I'm unsure on dates]. ie maybe no problem with the DAX symbols when using the Sierra feed. ?? |
| [2016-04-25 17:34:48] |
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We are still looking into 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 |
| [2016-04-26 04:20:10] |
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We have added logging to monitor for this. When you notice this again, let us know and we will check the 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 |
| [2016-04-26 22:13:28] |
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This problem has been confirmed. We have sent the following to Barchart: There is a real problem that needs prompt attention. This is our logging below. Notice how the ask price is lower than the bid price in all of these cases. Is this the data from the exchange? No one has ever reported this until now. It does not make sense. And this is only a sampling of the logging from one day. There are a large number of instances of this. The logging is at 10 second intervals if the prices are reversed. This kind of situation should not be happening and it is affecting the charting. Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:01:04, Bid=10309.000000, Ask=10308.500000 | 2016-04-26 14:01:04 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:01:16, Bid=10310.500000, Ask=10308.500000 | 2016-04-26 14:01:17 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:01:29, Bid=10310.000000, Ask=10308.500000 | 2016-04-26 14:01:29 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:01:39, Bid=10309.000000, Ask=10308.500000 | 2016-04-26 14:01:39 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:21:20, Bid=10315.000000, Ask=10314.500000 | 2016-04-26 14:21:20 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:21:30, Bid=10315.000000, Ask=10314.500000 | 2016-04-26 14:21:31 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:21:45, Bid=10315.000000, Ask=10314.000000 | 2016-04-26 14:21:46 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:22:04, Bid=10315.000000, Ask=10314.000000 | 2016-04-26 14:22:05 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:22:17, Bid=10315.000000, Ask=10313.000000 | 2016-04-26 14:22:18 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:22:28, Bid=10315.000000, Ask=10311.500000 | 2016-04-26 14:22:29 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:22:39, Bid=10315.000000, Ask=10312.000000 | 2016-04-26 14:22:39 Reverse Bid Ask | Symbol=DYM16, 2016-04-26 18:22:54, Bid=10315.000000, Ask=10312.500000 | 2016-04-26 14:22:54 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 |
| [2016-04-26 22:25:14] |
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We are going to switch over to a different data feed we have access to, before the next EUREX open.
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 |
| [2016-04-27 04:26:02] |
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On one of our servers we are using a different data feed for the EUREX. It is a CQG feed. If you notice this problem simply reconnect to the data feed following the instructions here: https://www.sierrachart.com/index.php?page=doc/doc_FileMenu.html#ProcedureToReconnect Barchart has responded back and they are going to be setting up monitoring for 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 Date Time Of Last Edit: 2016-04-27 04:26:18
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| [2016-06-06 08:15:25] |
| Leo33 - Posts: 73 |
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This problem happened again for a few minutes on Friday 3rd june around 1436-1438pm UK time in DAX-201606-DTB-EUR-25 [no screenshots just info] |
| [2016-06-07 04:32:59] |
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OK, if you see an ongoing problem let us know and we will follow up with Barchart 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 |
| [2016-07-11 08:20:08] |
| Leo33 - Posts: 73 |
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GBL-201609-DTB showing the problem 9:15 GMT today [plus the last 10mins ...and as of now] on screenshot see Bid is higher than Ask and the spread is way too big |
| BUND issue.PNG / V - Attached On 2016-07-11 08:18:30 UTC - Size: 10.83 KB - 227 views |
| [2016-07-11 08:55:24] |
| Leo33 - Posts: 73 |
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GBL-201609-DTB seems ok now 9:54 GMT
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| [2016-07-11 08:58:38] |
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The problem is now resolved and we have communicated to Barchart the seriousness of these ongoing issues with EUREX.
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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