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Direct MessagesDate/Time: Fri, 26 Apr 2024 09:49:52 +0000
Please help me understand this phenomenon (real or some error?)
View Count: 996
| [2018-06-29 13:47:45] |
| Steve - Posts: 16 |
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The issue: I experienced something on RTYU18 symbol at CET+1 14:29:15 on the 29th June (on SC Real Time Exchanges Data Feed, Simulation Mode), for what I do not find any logical, reasonable explanation and I consider it as a weird phenomenon. Please help me understand what has just happened here. A series of aggressive market order volumes appeared from the above mentioned moment, far above the ask price and these market order trades did not change the ask/bid price. Ask/bid was plotted elsewhere. Like there was some issue with the data feed or internet connection or data processing at this time or maybe its an illegal Wast Trading? Attached there is a clean screenshot of this weird moment: http://www.sierrachart.com/image.php?Image=1530278499576.png Also, here is a several minute long .gif screen recording of it (in replay mode): https://1drv.ms/u/s!Amiq8lkZrPuytXMKfPO7-N6tPACA Date Time Of Last Edit: 2018-06-30 17:20:23
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| [2018-07-02 16:49:34] |
| Steve - Posts: 16 |
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UPDATE: In the meantime I emailed CME Market Regulation team asking their explanation for this phenomenon. As per their email reply they will look after this and answer me. Once I get it, I am going to post their reply here for all of our reference. "Hi Istvan, I am forwarding your question to the Investigations team who will follow up with you when they have looked at the activity in question. Thanks, Market Regulation" |
| [2018-07-03 11:44:15] |
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a) A series of aggressive market order volumes appeared from the above mentioned moment, far above the ask price and these market order trades did not change the ask/bid price. Ask/bid was plotted elsewhere. Like there was some isse with the data feed or internet connection or data processing at this time? This is just the behavior of the CME feed. It is not within the scope of our support to comment on how that data feed works. You will have to contact the CME. The Sierra Chart Exchange Data Feed is an exact representation of the CME feed.Thank you for contacting the CME. The Sierra Chart data feed is indeed providing exactly what the CME provides. There was no data loss at the time and that was verified. 2. We would expect the bid and ask prices to be corrected in this case for any order fills. Refer to: Trade Simulation: Method 1 - Recorded Actual Bid and Ask Prices 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: 2018-07-03 11:45:59
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