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Date/Time: Sat, 18 May 2024 12:39:47 +0000



SC Data Feed - Price and Background in the DOM does not match up with each other

View Count: 1805

[2016-05-20 07:19:06]
Futurestrader77 - Posts: 126
Dear Support Team,

I am using version 1414 and the SC data feed. I noticed that the price and background (grey color) in the DOM are not matching up with each other. Even if I restart SC.
This affects only Eurex and here FESX and FDAX so far.
Please see the image attached.
imageDOM.PNG / V - Attached On 2016-05-20 07:18:17 UTC - Size: 36.53 KB - 298 views
[2016-05-20 07:31:05]
Sierra Chart Engineering - Posts: 104368
This is going to be a Barchart data problem. We have now reported this to them. However, what helps us most is for you to open Window >> Current Quote Window and Chart >> Open Market Depth Window and provide a screenshot of those so we have the values to show them.

At this very moment we are not noticing a problem with these symbols. Are you at this moment in time?


This is what we currently see for the DAX:
http://www.sierrachart.com/image.php?Image=1463729288172.png
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:
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[2016-05-20 07:48:34]
Futurestrader77 - Posts: 126
Thank you for your response.
I have attached a screenshot from FESX and FDAX.
FESX has a Bid / Ask difference from 20 ticks and FDAX from 111 ticks in the quote window.
Date Time Of Last Edit: 2016-05-20 07:48:44
imageFESX.PNG / V - Attached On 2016-05-20 07:48:19 UTC - Size: 136.13 KB - 285 views
imageFDAX.PNG / V - Attached On 2016-05-20 07:48:23 UTC - Size: 125.4 KB - 243 views
[2016-05-20 07:57:43]
Sierra Chart Engineering - Posts: 104368
We are not seeing these incorrect values on the server. So this appears not to be a Barchart data problem.

There may be another cause that is related to the Interactive Brokers connection.

We are going to make a change to filter out these values if they are coming from TWS.

This will be out in the next release.
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
[2016-05-20 08:00:51]
Futurestrader77 - Posts: 126
Currently I am not subscribed to any data feed from IB and only using the SC Data Feed.
Date Time Of Last Edit: 2016-05-20 08:01:09
[2016-05-20 08:10:50]
Sierra Chart Engineering - Posts: 104368
We are reproducing a problem. This is not a Barchart data problem. It is something else. We are looking into it now. Very puzzling.
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
[2016-05-20 08:19:11]
Futurestrader77 - Posts: 126
Hopefully you like puzzles ;-)
I have just seen that version 1415 is out and updated to that but still having this issue.
Date Time Of Last Edit: 2016-05-20 08:19:29
[2016-05-20 08:21:04]
Futurestrader77 - Posts: 126
I assume that you just changed something, now it seems to work fine. Thank you.
Date Time Of Last Edit: 2016-05-20 08:24:56
imageFESX II.PNG / V - Attached On 2016-05-20 08:24:53 UTC - Size: 148.58 KB - 266 views
[2016-05-20 08:46:00]
Sierra Chart Engineering - Posts: 104368
Yes we did solve it earlier.

We are just contemplating why it happened.

It is very hard to really track something this down because the particular event that triggers it is a rare issue. So the particular conditions under which it occurs, are difficult to determine.
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: 2016-05-20 08:46:31
[2016-05-20 17:08:42]
Sierra Chart Engineering - Posts: 104368
Let us know next time you see this problem.
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
[2016-05-23 06:14:47]
Sierra Chart Engineering - Posts: 104368
Let us know if the market depth data for EUREX is now working properly.

We released a software change over the weekend which we hope will solve 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
[2016-05-23 07:10:30]
Futurestrader77 - Posts: 126
Dear Support Team,
I installed the new version. Until now all works fine. Thank you!
[2016-05-23 07:12:36]
Sierra Chart Engineering - Posts: 104368
OK, we should have been more clear. The software change was done on the server. You did not need to update but that is fine 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
[2016-06-10 06:30:36]
Futurestrader77 - Posts: 126
Dear Support Team,

I am having problems with the SC Data Feed on Eurex (FESX and FDAX, not the Bund) again. Please see the attachments.

Best regards.
Date Time Of Last Edit: 2016-06-10 06:51:28
imageFESX.PNG / V - Attached On 2016-06-10 06:30:05 UTC - Size: 135.9 KB - 237 views
imageFDAX.PNG / V - Attached On 2016-06-10 06:30:10 UTC - Size: 92.9 KB - 278 views
[2016-06-10 06:53:01]
Sierra Chart Engineering - Posts: 104368
We are checking 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: 2016-06-10 06:53:10
[2016-06-10 07:01:02]
Futurestrader77 - Posts: 126
Thanks, now it works again.
[2016-06-10 07:17:46]
Sierra Chart Engineering - Posts: 104368
We are still contemplating why this is happening. We will make another change over the weekend which may solve 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
[2016-06-15 06:47:57]
Sierra Chart Engineering - Posts: 104368
Let us know as soon as you see this problem again. We want to know if the latest change is going to resolve it and that will give us an idea of what was the problem. If no problem for the next two weeks we assume it should be solved.
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
[2016-06-15 07:31:38]
Futurestrader77 - Posts: 126
Ok, I will do that. Until now all works fine. Thanks!
[2016-06-17 09:20:20]
Futurestrader77 - Posts: 126
Dear Support Team,

sometimes I am seeing gaps in the market depth on Eurex with the SC Data Feed. I have attached a picture showing the new historical market depth study where you can see a gap in the level 2 quotes at 10:52 CET in the Bund Futures.

Best regards.
imagelvl2.PNG / V - Attached On 2016-06-17 09:19:14 UTC - Size: 222.57 KB - 240 views
[2016-06-17 09:42:57]
Sierra Chart Engineering - Posts: 104368
It is impossible for us to know the cause of that from the chart. We must see the actual Market Depth window itself showing what appears to be the missing levels.
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: 2016-06-17 09:43:15
[2016-06-28 13:45:02]
Futurestrader77 - Posts: 126
I am seeing again this problem in the cable (GBP/USD), please see the image attached.
imageGBP.PNG / V - Attached On 2016-06-28 13:44:24 UTC - Size: 35.89 KB - 238 views
[2016-06-28 16:39:25]
Sierra Chart Engineering - Posts: 104368
The fact that you do not see this with EUREX shows that the problem has been solved for EUREX. And this gives us a good idea as to what the likely cause is.

We will solve this for the CME symbols as well. We have now temporarily solved 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
[2016-06-28 16:46:55]
Sierra Chart Engineering - Posts: 104368
If you still see out of order levels on the Market Depth window, reconnect to the data feed to switch to our other server.

It was only corrected on one server. The other server will be done at the end of the day.
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
[2016-06-28 17:17:06]
Sierra Chart Engineering - Posts: 104368
Letting you know we corrected the depth issue on the other server 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

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