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Date/Time: Wed, 08 May 2024 02:23:26 +0000



Bid-Ask Volume Data Error

View Count: 3472

[2019-01-08 19:37:45]
NRGTrader - Posts: 351
Three occurrences today - the most recent
imageBadQuotes-02.JPG / V - Attached On 2019-01-08 19:37:29 UTC - Size: 66.62 KB - 345 views
[2019-01-08 21:25:20]
Sierra Chart Engineering - Posts: 104368
We were afraid of that. This is not a good situation. We are going to do some additional examination on our side to see if there is anything that we have done that could lead to this. If not, then we will ask Gain Capital about it again.

But if neither side can find something, then we will have to advise for you to either use the Sierra Chart Exchange Data Feed or switch to a different supported service for futures trading. We have a newer one we are working on.
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
[2019-01-09 22:09:12]
Sierra Chart Engineering - Posts: 104368
Considering the severity of the problem and how long it is gone on, what we recommend you do right now is to activate the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed

We have added a 20 USD credit to pay for it for this month and there is no cost for the exchange fee for this month either. So you at least you will be stable this month and it also gives you a chance to see the performance of that data feed as well.

Over time, this feed is going to become the primary feed for our user base over time and replace all of the broker feeds.
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: 2019-01-09 22:09:36
[2019-01-10 12:46:04]
NRGTrader - Posts: 351
I've attached my reply as a private file. Thank you
Private File
[2019-01-10 19:13:15]
Sierra Chart Engineering - Posts: 104368
No you do not need to use the trading functions in Sierra Chart. That is not a requirement. The CME only requires you to connect Sierra Chart your Gain Capital account which you are already doing.

We are going to ask OEC about this again. But we want to provide you an immediate solution. We will be contacting them again today. But we are just not hopeful of a short-term resolution.

You do not require market depth data based on your requirements. The exchange fee in this case will be just 3.25 USD.

Yes you can delay accepting this. But there is no cost or any obligation this month. So we think it is a good thing just to activate the data feed and we can help you with that. We can do all of that for you and just have you complete the market data agreement. Let us know. But just can you please update your address information here:
https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo
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: 2019-01-10 19:14:24
[2019-01-10 19:15:01]
NRGTrader - Posts: 351
Also, did a quick run through of trading sim (Trading DOM) this morning and have a few questions.

1. I see the "Main, Targets, Set, C, A" tabs - meaning of first two is obvious, but what is Set, C, A ??
2. On Trading DOM, if click on an orders are same price, e.g., two separate orders each with TQ:1 therefore shows if move why do i need to separately move each order vs. it moving the entire quantity?
3. In Trade Orders and Positions window, is there any method to click on an order and change price or quantity?
4. In Trade Orders and Postions window, is there any method to reorder columns or only show certain columns?
5. In the Trading DOM, is it possible to click (maybe left click) on price to set price alert at that price? I can do this in OEC Trader DOM by right clicking.
[2019-01-10 19:20:49]
NRGTrader - Posts: 351
>But we want to provide you an immediate solution. We will be contacting them again today. But we are just not hopeful of a short-term resolution.

I certainly appreciate that. Maybe my confusion below is just due to semantics.

Bottom line, I want the same functionality that I currently have. I use SC for charting and OEC Trader (which I pay a fee for data feed) for trading. I guess I'm unclear on what is provided by your feed vs OEC feed.

In OEC I have trading DOMs that show bid-ask prices and volumes.
In SC I have numerous price-time charts and history that also plots bid-ask volume, volume-by-price, etc.
[2019-01-10 19:54:21]
Sierra Chart Engineering - Posts: 104368
Yes, you will have the same functionality.
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
[2019-01-10 20:08:03]
NRGTrader - Posts: 351
OK, let me ask this then. If I can have the same functionality AND I can still use OEC Trader to enter trades, then this seems like a no-brainer. I currently pay more than $3.25/mo for data feed from OEC. Are you certain I don't need to pay the data feed for OEC so that I can have real-time quotes in OEC Trader to enter trades off their DOM?
Date Time Of Last Edit: 2019-01-10 20:49:22
[2019-01-10 20:25:04]
Sierra Chart Engineering - Posts: 104368
Yes it is a no-brainer at least for this month. Since we are paying for it for you. This is unrelated to the data you receive in the OEC Trader software.
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
[2019-01-10 20:28:20]
NRGTrader - Posts: 351
Ha ha, but it's no a no brainer forever if I can cancel the OEC Trader data feed and still use OEC Trader for entering trades? That is what I was asking. ;)
[2019-01-10 22:01:16]
NRGTrader - Posts: 351
>We have added a 20 USD credit to pay for it for this month and there is no cost for the exchange fee for this month either.
This is the statement that is confusing. So going forward the charge would be $20.00+3.25 (i.e., need data feed at SC in addition to CME), correct?
[2019-01-11 06:32:03]
Sierra Chart Engineering - Posts: 104368
The cost of the data feed is 25 USD per month for 20 real-time symbols and 3.25 USD per month for the CME group exchange fee.

We are going to add another 10 USD to your account which will reduce the cost to 15 USD per month. So we will partially pay for it for 3 months because you have been a long-term customer and because this problem is not easily resolved by us or by Gain Capital.
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
[2019-01-11 11:03:16]
NRGTrader - Posts: 351
Yes, typo on my part, $25.00 per month + $3.25, understood.

Again, thank you I appreciate this. I'm considering making a complete switch away from OEC Trader given the issues, but I need to be certain of the total trading functionality, etc. If you could please answer these questions that would assist me in making a decision. Thank you.

Run through of trading sim (Trading DOM) :

1. In Trade Orders and Positions window, is there any method to click on an order and change price or quantity?
2. In Trade Orders and Positions window, is there any method only show certain columns?
3. In the Trading DOM, is it possible to click (maybe left click) on price to set price alert at that price? I can do this in OEC Trader DOM by right clicking.
4. Is there any way I can produce a quoteboard in SC that look like this - different shades for alternating rows
5. On quoteboard, is it possible to highlight or outline each of last, bid, ask, based on last price traded. Examples :

- If ASK increases, outline ASK cell in color 1
- If ASK decreases, outline ASK cell in color 2
- If BID increases, outline BID cell in color 1
- If BID decreases, outline BID cell in color 2
- If LAST trades on lower BID, outline cell in color 2
- If LAST trades on higher ASK, outline LAST cell in color 1

I see the options for price change for day and new, high low for day, but not for any of these

6. When entering a bracket order - on the trading price ladder is it possible to see a box around the proposed entry (parent) price as well as where the stop (child) and limit (child) exits would be before entering? This is possible in OEC Trader DOM.

PS. Regarding my comment about same functionality, I would like to be able to trade off OEC Trader using their DOM with volumes by bid and ask level. OEC informed me last night that requires me to keep their data feed, which is what I was thinking would be the case. Hence my confusion from SC, "Yes, you will have the same functionality." "You do not require market depth data based on your requirements."

Second option is to completely do away with OEC Trader and use your data feed and trading DOMs. To do that I would like the question above answered,solved. Also, just to clarify you stated I wouldn't need the market depth option. How would I see the volumes by bid-ask prices if I didn't have that in the feed? I don't want to keep OEC data feed if I'm going to do away with their trading platform.

I sincerely appreciate your assistance on attempting to solve the issue as well as offering me a solution to switch entirely to SC. Thanks in advance for your prompt responses.
Date Time Of Last Edit: 2019-01-11 20:27:20
imageQuoteBoard.JPG / V - Attached On 2019-01-11 11:03:03 UTC - Size: 70.74 KB - 326 views
[2019-01-14 19:12:14]
NRGTrader - Posts: 351
A response to post dated {2019-01-11 07:03:16} would be appreciated

Second,does the attached add any useful info to the FAST problem. Hadn't seen this error before.
Private File
[2019-01-14 19:25:53]
Sierra Chart Engineering - Posts: 104368
Yes we were going to respond to this in a few minutes. It is just that it is a long post and we just did not get a chance until now.

Yes that log is useful but the problem is that we are not able to reproduce it . We will see what we can figure out from it and least prevent the exception.
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
[2019-01-14 19:47:12]
Sierra Chart Engineering - Posts: 104368
1. In Trade Orders and Positions window, is there any method to click on an order and change price or quantity?
No not currently but we will see about this later on.


2. In Trade Orders and Positions window, is there any method only show certain columns?
No but you can reorder the columns:
Trading Information Windows: Sorting Lines, Reordering Columns, Adjusting Column Widths

3. In the Trading DOM, is it possible to click (maybe left click) on price to set price alert at that price? I can do this in OEC Trader DOM by right clicking.
Refer to:
https://www.sierrachart.com/index.php?page=doc/StudyChartAlertsAndScanning.php#AddSymbolAlert


4. Is there any way I can produce a quoteboard in SC that look like this - different shades for alternating rows
You can certainly add title rows with a different color.


5. On quoteboard, is it possible to highlight or outline each of last, bid, ask, based on last price traded. Examples :

- If ASK increases, outline ASK cell in color 1
- If ASK decreases, outline ASK cell in color 2
- If BID increases, outline BID cell in color 1
- If BID decreases, outline BID cell in color 2
- If LAST trades on lower BID, outline cell in color 2
- If LAST trades on higher ASK, outline LAST cell in color 1
No this is not supported.


6. When entering a bracket order - on the trading price ladder is it possible to see a box around the proposed entry (parent) price as well as where the stop (child) and limit (child) exits would be before entering? This is possible in OEC Trader DOM.
No we do not see this being added and is not supported.

PS. Regarding my comment about same functionality, I would like to be able to trade off OEC Trader using their DOM with volumes by bid and ask level. OEC informed me last night that requires me to keep their data feed, which is what I was thinking would be the case. Hence my confusion from SC, "Yes, you will have the same functionality." "You do not require market depth data based on your requirements."
The Sierra Chart Trading DOM does display market depth data and volume at price data.

.
How would I see the volumes by bid-ask prices if I didn't have that in the feed?
In this case you will need the market depth 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
[2019-01-14 20:52:42]
NRGTrader - Posts: 351
RE: 3. Yes, I see knew how to do so on chart - I would like to do so on the Trading DOM. Since it's a "chart", I assumed there was a method to do the same. This https://www.sierrachart.com/index.php?page=doc/StudyChartAlertsAndScanning.php#AddSymbolAlert does not accomplish it.

RE: 4. Yes, I have the titles. Any way to shade alternating quote rows?

RE: 6. That would be nice functionality if it could be added to a "wish list".

RE: How would I see the volumes by bid-ask prices if I didn't have that in the feed? In this case you will need the market depth data.
OK, so then the SC data feed pricing would be $25.00 + $15.75 per month, correct?
[2019-01-14 21:43:03]
Sierra Chart Engineering - Posts: 104368
OK, so then the SC data feed pricing would be $25.00 + $15.75 per month, correct?
Yes this is correct.
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
[2019-01-15 19:27:03]
NRGTrader - Posts: 351
Interesting - even fills on the trading based on a bogus print. Wouldn't that be nice QMG19 long 51.625 - exit 536.500 ;)

In all seriousness though, the errors when they occur are most frequently at approximately 24-27 mins past hour. Number of errors is 1-3/day.
imageSIM Capture.JPG / V - Attached On 2019-01-15 19:26:42 UTC - Size: 19.37 KB - 221 views
[2019-01-16 15:54:14]
NRGTrader - Posts: 351
Updates 190116 - two today - so far, both at 24 mins after the hour again. Coincidence or is there something unique about the final 5 mins of the first 30 mins of an hour with regards to data updates, checks or something like that? First one was the usual bogus price print. Second was like the issue from Friday afternoon, 190111 at 1626ET.

Only providing info for assistance in rectifying issue with OEC. If you do not want further updates, please inform.
attachmentSC SUM 190116.txt - Attached On 2019-01-16 15:53:59 UTC - Size: 2.37 KB - 295 views
[2019-01-16 19:01:41]
Sierra Chart Engineering - Posts: 104368
Further updates do not help. We are going to look into adding recording capability, so we can try to reproduce the problem. Also Gain Capital does not see any issue on their side.
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: 2019-01-16 19:01:48
[2019-01-16 19:07:13]
NRGTrader - Posts: 351
Alright.

Is there potentially anything thing in my charts that could cause such an issue, a particular study, combination of studies, etc.? It just seems very odd that when the issues occur they do so at roughly the same time of the hour. I do not have any issues with internet connections or any software that happens to initiate at that time either.

Grasping for straws here
[2019-01-16 19:14:19]
Sierra Chart Engineering - Posts: 104368
The whole reason we added credit to your account to pay for the data feed is so we could solve this problem for you but you are just simply not even activating the feed. We do not understand that . We don't want to be answering all of these questions.
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: 2019-01-16 19:14:53
[2019-01-16 19:22:10]
NRGTrader - Posts: 351
Yes, I understand that and I'm sure it's frustrating for you.

Do you understand that your implied solution would require me paying for OEC data feed plus Sierra Chart data feed plus CME fees including market depth? I need their data feed for mobile app. The SC feed plus fees is nearly triple their fee cost and their feed works with their package AND it always has with Sierra Chart since I've been a customer for over 12 years.
Date Time Of Last Edit: 2019-01-16 19:34:19
[2019-01-16 19:33:24]
Sierra Chart Engineering - Posts: 104368
We have solved the problem to the best we can right now, by providing you with real-time data for your desktop Sierra Chart application until the end of the month -- we will monitor the situation over this 2 weeks.

There is no exchange fee until the end of the month.

So another words there is no cost to you at this time.
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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