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Direct MessagesDate/Time: Mon, 29 Apr 2024 17:25:17 +0000
Bund future "wrong" closing prices
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| [2016-08-17 10:47:24] |
| rshimmin - Posts: 42 |
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Hi, The closing price for the Bund futures contract on Eurex seems to display the wrong closing prices on my sierra charts on the daily charts when compared with other data sources. The 30 min chart data is correct. I think the error might be because sierra daily charts is showing the closing price at the main session at 4.15pm and not the full session which closes at 9pm London time. How can I check this and change it? Thanks Date Time Of Last Edit: 2016-08-17 10:57:13
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| [2016-08-17 18:22:23] |
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This is a routine question and answer: http://www.sierrachart.com/index.php?page=doc/helpdetails43.html#h43.6 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 |
| [2016-08-18 07:45:09] |
| rshimmin - Posts: 42 |
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Thanks for the reply. The price differences on the daily chart and intraday chart closes are too large to be explained by the close + settlement price difference. The close + settlement price in the Bund will be a couple of price ticks. Here are a couple of examples. Every day it is out by more than a couple of ticks. I picked these examples as the first is the greatest difference and the second is yesterdays which shows it isn't some kind of roll effect: 24/06/2016 21.00 (UK) 30 min Bund close 165.59 Daily chart close: 165.99 17/08/2016 21.00 (UK) 30 min Bund close 167.15 Daily chart close: 166.94 Help is much appreciated. |
| [2016-08-18 07:58:33] |
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There is no need to explain any of this to us. The exchange publishes their settlement prices: http://www.eurexchange.com/exchange-en/products/int/fix/government-bonds/euro-bund-futures/14770 If there is a difference to what the exchange has, let us know. Otherwise, this does not mean anything to us. 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 |
| [2016-08-18 08:19:04] |
| rshimmin - Posts: 42 |
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Thanks for the reply. Yes, ok that is correct the settlement price yesterday was 166.95. The actual market close is 21.00 (uk) and the settlement price is calculated from prices at 16.15 (uk). So nearly 5 hours of trade happens after the settlement price is posted. So from a trading perspective displaying the close on the daily chart as the 16.15 settlement time is not very useful. Sooo please can you tell me how can I change the daily chart to display the last traded price at the 21.00 close. Thanks. |
| [2016-08-18 08:53:18] |
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Follow through the instructions here: http://www.sierrachart.com/index.php?page=doc/helpdetails12.html#h12.7 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 |
| [2016-08-18 10:28:48] |
| rshimmin - Posts: 42 |
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Perfect, thanks. Sorry another question. Is it possible to click on a bar and see the Open, High, Low, Close data displayed for that bar all at once without manually using the crosshair pointer in conjunction with the two axis to find each value? Thanks |
| [2016-08-18 10:33:24] |
| rshimmin - Posts: 42 |
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Found it, ignore previous msg. thanks |
| [2016-08-18 17:58:14] |
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For future reference, refer to the Chart Values tool: http://www.sierrachart.com/index.php?page=doc/Tools.html#ChartValues 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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