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Date/Time: Fri, 19 Apr 2024 02:20:45 +0000



Missing DAX data

View Count: 1246

[2019-06-18 17:28:20]
User749205 - Posts: 38
Hi,

I pay for your SC Eurex data, and I don't have any daily data at all for 10/06/19, the day doesn't exist, though it's there on the intraday charts. Also I notice the volume on the daily's is different to that of other sources, and seems duplicated on the 2nd and 3rd day back from current. I've tried deleting and downloading tna.

Cheers
[2019-06-19 10:19:00]
Spinoza - Posts: 62
Eurex was closed on 10th June. Check the holiday calendar on the Eurex website.
[2019-06-19 11:02:44]
User749205 - Posts: 38
From the Eurex website
"Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM "

The post header states missing DAX data.
[2019-06-19 18:10:35]
Sierra Chart Engineering - Posts: 104368
We have told our data provider about the missing data for these contracts for June 10, 2019.

Also I notice the volume on the daily's is different to that of other sources
We have told our data provider about this many times and just again now. It is monumentally frustrating that they cannot take care of 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
[2019-06-19 18:21:08]
Sierra Chart Engineering - Posts: 104368
Based on the answer from our data provider they may or may not be able to do something about this. They just came back with an answer that the market was closed that day but that is not correct according to what the EUREX has said about those particular symbols.
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
[2019-06-21 09:07:02]
User749205 - Posts: 38
I appreciate that you're reliant on the data provider, but the fact remains I'm paying you for a service, and not fully receiving it. The feed is sold as 'high quality', but it isn't. Is it just Eurex data that's flawed? I can't help thinking if it was CME there'd be a lot more complaints from that larger user base. Would you agree that this situation is not tenable, and consider moving to another provider for at least Eurex data, or perhaps offer some discount until it can be fixed?
[2019-06-21 13:51:11]
Sierra Chart Engineering - Posts: 104368
Our data provider did say they are going add the missing data. Try re downloading the data now:
Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart.

Also the data that has the problem is EOD data and that is not part of the Sierra Chart Exchange Data Feed. That is already included in our service packages.

Also the statement that this is high quality is really in reference primarily to the CME.

We are not affected by CME problems because we have direct connectivity. If you knew how difficult it is to work with EUREX you would understand why these problems exist. EUREX does everything they can to put roadblocks in place and to degrade connectivity to their exchange. That is the ultimate effect of their policies.

We have been told by them, that if we want to go direct to them and get the data feed out of Frankfurt it is going to be 10,000 USD per month (which we might do, if we can justify the cost). Previously were quoted a lower price, but because we want the feed for redistribution it's much higher now. It's just plain nuts. That's why when users push back on us about problems, we are always going to blame the exchanges and rightfully, they deserve overwhelming massive blame because their greed regarding market data is what creates so many so many problems and side effects which many users do not even realize.

We are not in any position to offer discounts, you are already getting dirt cheap prices. If anything we should raise the price so we can start justifying the high cost of what the EUREX wants.
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: 2019-06-21 14:38:51
[2019-07-03 10:26:07]
User749205 - Posts: 38
Our data provider did say they are going add the missing data. Try re downloading the data now:

The missing data has still not been corrected. I didn't realise the EOD data was not part of the SCEDF, I have now changed the daily chart to intraday covering the trading hours, this seems to work ok, except with Open Interest (which only works accurately on EOD...?)

Also the statement that this is high quality is really in reference primarily to the CME.

I don't think that's made clear in the docs. Regardless, for my purposes it seems good, at least as good as CQG I was using on NT8.

if we want to go direct to them and get the data feed out of Frankfurt it is going to be 10,000 USD per month (which we might do, if we can justify the cost).

Well that would be great, if there was 1000 SC customers willing to pay $10pm for just Eurex we could get that feed? Or have I oversimplified too much?
[2019-09-04 09:29:42]
Sierra Chart Engineering - Posts: 104368
Sorry about the long delay here.

The missing data has still not been corrected
The June 10 data is there. Refer to:
http://www.sierrachart.com/image.php?Image=1567589558746.png

For instructions to re-download the data, refer to help topic 6:
No Historical Chart or Blank Chart | Historical Chart Not Updating | Missing Historical Chart Data


We are also going to see what we can do in cooperation with Barchart to improve the EUREX 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: 2019-09-04 09:33:12
[2019-09-04 12:15:34]
User657945 - Posts: 226
Please since you are discussing with Barchart about Eurex it will be very important to get the Bund yield data, they have it, is indicated in your user instruction too, but I asked and today Sierra answered there's no possibility to get it. But if you are discussing with bar chart for an improvement of Eurex datafeed this could be the time to introduce the yield also for the bund and not only for Tnote.If you look into support board this was a request made by a lot of users.thx
BUND YIELD DATA
Date Time Of Last Edit: 2019-09-04 12:16:23

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