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Direct MessagesDate/Time: Tue, 07 May 2024 09:34:18 +0000
Bid-Ask Volume Data Error
View Count: 3469
| [2018-12-12 12:09:04] |
| NRGTrader - Posts: 351 |
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SC Ver 1850. OEC data feed. There is an issue with the bid ask volume data. This began yesterday morning, December 12, 2018. Yesterday I was able to "delete and download data" to solve the issue. This morning that isn't working either. It appears that parts of the data is over or understated by a significant magnitude causing other data to plot as "flat line" (see attached". This is occurring on all the symbols I monitor - ES,NQ,6E,6B,6A,6C,ZB,ZF,ZN,GCL and GNG. |
 CaptureBAV.JPG / V - Attached On 2018-12-12 12:08:33 UTC - Size: 18.39 KB - 420 views Attachment Deleted. |
| [2018-12-13 21:09:24] |
| NRGTrader - Posts: 351 |
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UPDATE 12.13.18 - Apparently this issue is not resolved. Occasionally throughout the day seemingly random quotes/data occur. See attached upload. This requires a delete and download from some point prior to the spurious quote to correct. SC VER 1850 |
| QuoteBoard.JPG / V - Attached On 2018-12-13 21:09:13 UTC - Size: 58.92 KB - 385 views |
| [2018-12-31 16:45:37] |
| NRGTrader - Posts: 351 |
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I continue to receive these erratic quotes at least 7-8 times per day, approximately once per hour during normal day trading session. It is NOT just bid/ask volume as you can see from the attached screenshots of the quote board. This corrupts my charts and each error requires a a delete and download data for all my charts. What is the solution? It seems to be an error in Sierra Charts since these same erroneous quotes are NOT occurring in the charts for the OEC Gain Trader software.
Date Time Of Last Edit: 2018-12-31 16:49:56
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| QuoteErrors.JPG / V - Attached On 2018-12-31 16:44:14 UTC - Size: 52.12 KB - 367 views QuoteErrors02.JPG / V - Attached On 2018-12-31 16:44:21 UTC - Size: 54.41 KB - 333 views QuoteErrors03.JPG / V - Attached On 2018-12-31 16:44:26 UTC - Size: 63.13 KB - 363 views |
| [2018-12-31 19:08:26] |
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Your first post was something that we would not get involved in with that data feed and we did not pay close attention to the second post because we thought it was a restatement of the first but now that we look at your third post, we can see there is a problem here but appears to be something different than the first post. This would be a problem related to the FAST encoding or decoding. The OEC Trader software does not use the FAST protocol and would not be affected by this. We will monitor 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 Date Time Of Last Edit: 2018-12-31 19:08:58
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| [2018-12-31 19:12:00] |
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If you are noticing corrupt data in the charts due to this, then it would seem as though it would affect other users as well but we are not noticing it with our connection to Gain Capital and we do not have any other reports. This is quite a serious issue but not sure why only you are affected at this moment. 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 |
| [2018-12-31 19:21:12] |
| NRGTrader - Posts: 351 |
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Yes, a serious issue indeed and it has been occurring every days since I first posted here Dec 12, 2018. Originally I thought it was bid-ask volume that was causing the issue since that was the most apparent error on charts. I setup a quote board to begin monitoring the actual prices and they too are affected.
Date Time Of Last Edit: 2018-12-31 19:27:27
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| [2018-12-31 19:26:27] |
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Okay but the problem is why is it that other users are not affected. That is not for you to answer but that would seem to tell us, that it might be an issue on the Gain Capital side with encoding that is just affecting you. We have been using FAST with Gain Capital for years now without anything like this so why now is there a problem. Anyway we are going to monitor for this and then we will run this issue by them if we do not notice it ourselves and see what they say. But the problem with FAST is that there is a huge amount of complexity involved in encoding and decoding and if there is some little problem it could be very hard for either of us to know what it is. This is the reason why the CME when they were using FAST, they were not using the mathematical operators and they eventually abandoned it years ago. It is just too complex of a protocol. 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: 2018-12-31 19:26:34
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| [2018-12-31 19:30:48] |
| NRGTrader - Posts: 351 |
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Understand and I too was curious why no one else had commented or reported similar issue. All I do know is that it consistently happens for me and it began on Dec 12. I religiously update SC with releases so maybe it has something to do with what release was available in that time period. Currently running version 1853. PS Also, it seems to occur near the bottom of the hour (i.e., typically around 20/25 mins past to 35/40 mins past the hour). No clue why that would matter, but just another piece of info. Occurs other times, but I'd estimate the vast majority have been in that 10-20 min timeframe.) Date Time Of Last Edit: 2018-12-31 19:33:24
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| [2018-12-31 20:58:57] |
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We have been monitoring the feed with the latest Sierra Chart version and we still are not observing this. Let's wait another trading day and then we will ask Gain Capital and see if they made any change at that time around December 12.
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 |
| [2018-12-31 21:46:16] |
| NRGTrader - Posts: 351 |
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OK, thank you. FYI the last time I recall this occurring today was approximately 1130ET. Also, it seems like on relatively inactive days the issues doesn't recur as frequently. Dec 24 was another example of only 1 or 2 occurrences.
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| [2019-01-03 14:17:49] |
| NRGTrader - Posts: 351 |
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Jan 03, 2019 FYI, update to version 1855 now. First error of day at 08:49:54 ET "Thread finished | 2019-01-03 08:49:54 Error filtered for ESH19, Daily High = 2489.750000, Daily Low = 2462.750000, Value = 247.000000, Time Difference = 0 seconds, Percentage = 9.999999% | 2019-01-03 08:49:57" Multiple entries like that for various symbols - 14 different symbols |
| [2019-01-03 14:53:37] |
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We have contacted Gain Capital about this. We are seeing zero issues like this ourselves and we checked to see if there are any changes on our side and we do not observe anything which would cause a problem like 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 |
| [2019-01-03 14:57:10] |
| NRGTrader - Posts: 351 |
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OK, thank you and very odd indeed. I will keep you apprised of issues as best I can.
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| [2019-01-03 15:30:55] |
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No need to report anything more. There is more than enough information. We just have to wait for their answer.
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 |
| [2019-01-04 01:00:00] |
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This is from Gain Capital: FAST price server has not changed in a long time. Can you do what they say and if you still have a problem let us know.
Looking at logs, he is requesting data for several invalid symbols: QMG6 ZBH6 ZFH6 He just need to remove these symbols from his quote board, chart, dom, etc. 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 |
| [2019-01-04 02:02:48] |
| NRGTrader - Posts: 351 |
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I will certainly check that tomorrow. However, I do not know how those symobols could be in any of my charts. I am certain they aren’t in my quoteboard. Furthermore I do not open doms in SC. Today, before I received this most recent reply, I checked all my charts and the symbols are the current appropriate contract symbols, all with year symbol in two digits “19”. I didn’t see any of those symbols mentioned above anywhere in SC. I even did CNTL ALT M to check all drawings in charts. Same thing, only drawings are for current symbols. Where else might I check for any erroneous symbols? There are no data files with those symbols in my directory either. Is it possible that a continuous chart is somehow attempting to load these symbols? As I said, no data files with those file names so that doesn’t seem logical either. Grasping for straws. |
| [2019-01-04 02:43:25] |
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Refer to: Chart Data and Chart Data Files: Cleaning Up Old and Unused Symbols for Efficiency No this could not be from continuous futures contract charts. 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 |
| [2019-01-04 02:43:25] |
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Refer to: Chart Data and Chart Data Files: Cleaning Up Old and Unused Symbols for Efficiency No this could not be from continuous futures contract charts. 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 |
| [2019-01-04 11:15:37] |
| NRGTrader - Posts: 351 |
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I followed your instructions in post #18 above. All I found was some old alerts in windows> alerts managers> symbol alerts. FYI, "delete all" option does not function. I had to manually right click on each and delete individually. Thank you for your prompt attention to this quote error issue. Hopefully this solves the problem. |
| [2019-01-04 15:04:22] |
| NRGTrader - Posts: 351 |
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This invalid symbol issue reminded me of another question. Is it possible to copy chart drawings from one chart (#1) to a new chart (#2) so that I can delete chart #1 and still have the line drawings in chart #2?
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| [2019-01-04 18:54:35] |
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It is possible to display Chart Drawings from one chart to another chart. This is done using the Chart >> Chart Settings >> Advanced Settings 2 >> Copy Chart Drawings from Chart # option. But, if you delete the source chart for the drawings, then the drawings are removed from the destination chart since they no longer exist. Refer to the following documentation for this: Chart Settings: Copy Chart Drawings from Chart #'s (Chart >> Chart Settings >> Chart Drawings menu) FYI, "delete all" option does not function. I had to manually right click on each and delete individually. We will check on 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 |
| [2019-01-04 19:15:08] |
| NRGTrader - Posts: 351 |
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Yes, I know how to show drawings from another chart. I wanted to know if it was possible to copy drawings from charts and place on second chart so that the first can be deleted. From the reply, I presume not. FYI, so far, no inaccurate quotes today after I deleted those bad symbols. Thanks |
| [2019-01-05 07:09:30] |
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No that is not possible. Does not really make sense why those symbols would have caused the problem. We do not think that the encoding Gain Capital is doing on their side is working right. 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: 2019-01-05 07:10:11
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| [2019-01-07 21:11:19] |
| NRGTrader - Posts: 351 |
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Sorry to report that it happened again in last 10 mins - twice, once at 1603ET and again at 1609ET. All bogus symbols have been deleted. Example line entry in message log : Error filtered for NQH19, Intraday High = 12954.360352, Intraday Low = 12953.360352, Value = 71054.601563, Time Difference = 0 seconds, Percentage = 9.999999% | 2019-01-07 16:10:32 |
| [2019-01-08 19:37:45] |
| NRGTrader - Posts: 351 |
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Three occurrences today - the most recent
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| BadQuotes-02.JPG / V - Attached On 2019-01-08 19:37:29 UTC - Size: 66.62 KB - 345 views |
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