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Gain Capital Cumulative Delta

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[2017-03-21 17:04:38] #1 [Go To First Post]
WarriorTrader - Posts: 245
Hello, The is a problem with the historical volume data for Gain Capital. As the picture shows. The cumulative delta data is very wrong. As the market goes down, cumulative delta is going up. This is the opposite of what is expected. The real-time data looks good. The historical data is wrong. Looks like when the market moved fast the data was not saved correctly. This has been happening for at least a week now. Thx, -WT Date Time Of Last Edit: 2017-03-21 17:10:37


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[2017-03-21 17:27:19] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is a data feed problem from Gain Capital. Most likely there is a problem with the bid and ask data. Either it is delayed or has stopped updating or is wrong in some other way. We will correct the data for the last week. However, we cannot solve the problem and it can reoccur. For a good data feed use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed 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: 2017-03-21 17:30:23

[2017-03-21 17:34:32] #3 [Go To First Post]
WarriorTrader - Posts: 245
Ok, thx. Please let me know when I can get the corrected data? This looks like a problem that happened a few years ago then it went away somehow. --WT

[2017-03-21 17:42:37] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The data from March 12 onward has been reloaded, follow the instructions here to re-download the data: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the 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

[2017-03-21 19:10:48] #5 [Go To First Post]
amirN - Posts: 159
I have the same problem (with both real-time and historical data)and done a comparison between TransAct and Gain data feed. Please look at the attached file. it seems that with Gain some Bids are reported as Ask. The one on the left is from Gain and right one is from TransAct. You can clearly see it between: 8:44:00.018 and 8:44:00.026 Is this a Gain problem or some settings in SC? Date Time Of Last Edit: 2017-03-21 19:12:28


Times and sales.JPG / V - Attached On 2017-03-21 19:09:03 UTC - Size: 165.46 KB - 377 views

[2017-03-21 19:20:03] #6 [Go To First Post]
WarriorTrader - Posts: 245
Hello, I will have to get the Sierra Chart Exchange Data Feed because I have no choice. Funny how I was using SC 1209 for 2 years and had no problem with Gain Capital/OEC data. At least I did not notice anything major. I had to upgrade when SC 1209 would not load historical bid/ask data in Windows 10. Thx, -WT Date Time Of Last Edit: 2017-03-21 19:28:37

[2017-03-21 20:05:16] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In response to post #5, this is a data feed 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

[2017-03-23 04:10:42] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have heard from Gain Capital about this issue. We will give them all of the information that we understand about the issue. There might also be a small change we can make which may help. 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

[2017-03-25 11:21:43] #9 [Go To First Post]
amirN - Posts: 159
Have there been any news? The data is still very wrong.

[2017-03-25 11:42:54] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We realize there is nothing more we can do on our side. We will provide Gain Capital information and see if they can add a new field to indicate whether a trade occurred at the bid or ask. 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

[2017-03-25 16:31:00] #11 [Go To First Post]
amirN - Posts: 159
Please let us know if any development as I have stopped using Gain until this problem is sorted.

[2017-04-03 19:56:43] #12 [Go To First Post]
amirN - Posts: 159
Any news?

[2017-04-04 03:42:22] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No not yet, but in the meantime you can use the Sierra Chart Exchange Data Feed for only 25 USD a month +3.25 USD for the exchange fee. Refer to: Sierra Chart Exchange Data Feed We have contemplated this problem carefully, and looked at all of the processing of the Gain Capital FAST data feed. There is nothing we can do on our side. We did provide them detailed information but did not hear back. 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

[2017-05-06 13:37:21] #14 [Go To First Post]
amirN - Posts: 159
I have tried to go through my broker to get this resolved but nothing is happening. Do you have any contact information I can use to get in touch with Gain directly? Thanks

[2017-05-06 14:25:37] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Do you really think it would help? We already explained the problem to them. If they care and if it is within their technical ability to resolve, they should not need anything more and they would take care of it. We really think you should switch to a different trading platform service. You could use CQG. See if your broker supports CQG. 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: 2017-05-06 14:28:57

[2017-05-06 23:35:18] #16 [Go To First Post]
amirN - Posts: 159
Ok, I am going to talk to my broker on Monday. They offer both CQG and CTS T4 which one is better as far as SC goes? Thanks

[2017-05-07 04:11:20] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You can use either one. One is not necessarily better than the other. If you use CTS T4, consider using the new integration model supported. You can find complete information about both of them here: https://www.sierrachart.com/index.php?page=doc/Data.php#Services 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: 2017-05-07 04:11:33

[2017-05-08 20:12:08] #18 [Go To First Post]
amirN - Posts: 159
You have mentioned (http://www.sierrachart.com/index.php?page=doc/CTS_T4.php): --- The CTS T4 market data feed has proven to be very stable and provides unfiltered and timely data from the exchanges. You can rely on CTS T4 for complete and accurate data and is a good choice when you need reliable data and trading functionality. --- Would you say the same thing about CQG? As I am about to switch to one of them and I do not want to be forced to switch again. Thanks

[2017-05-08 20:24:18] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes we can say the same about CQG. But if you really want the very best you should use the Sierra Chart Exchange Data Feed. 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

[2017-08-16 18:56:15] #20 [Go To First Post]
amirN - Posts: 159
I have subscribed to SC data feed (10 symbol + exchange fees = $28.25). Is there any option allowing me to download historical market depth data? At the moment I am forced to have another PC permanently connected to my broker collecting market depth data as I usually miss morning trade and hence not connected to the market.

[2017-08-16 19:01:28] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No. We do not expect historical market depth data to come until sometime next year. There is a lot of work to do 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

[2017-09-04 17:19:39] #22 [Go To First Post]
amirN - Posts: 159
I do not get market depth data on my chart. Do I have to pay and enable it through SC data feed? Or is there any way to get them through my broker as before, and the price/ volume data from the SC data services?

[2017-09-04 18:30:52] #23 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You do have to enable this through the Sierra Chart Exchange Data Feed. Refer to: Sierra Chart Exchange Data Feed: Adding Support for CME Market Depth Data We may have also found the reason for the inaccurate bid volume and ask volume when using the Gain Capital data feed. It is possible we have this solved in the latest prerelease but we are not sure. Also it is possible the implemented solution can cause another problem. The issue really has to do with the disorganized way in which that feed works and special code we had to implement to solve certain behaviors that existed in the past which may no longer exist 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: 2017-09-04 18:31:10

[2017-09-04 19:44:26] #24 [Go To First Post]
amirN - Posts: 159
I have version 1606. Deleted Fridays data and downloaded it from Gain but ES is still not correct. Transact and SC data feed match but Gain is out.

[2017-09-04 19:49:55] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have not yet deployed the change to our server for historical data. You would only notice a difference, with the real-time collected data. 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: 2017-09-04 19:50:10

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