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Date/Time: Mon, 29 Apr 2024 21:07:47 +0000



ICEEU-LIFFE Data

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[2019-07-19 19:01:01]
User12089 - Posts: 350
I believe the SC market data from ICEEU (formerly LIFFE) is in a mess. That applies definitely to the 30 year Gilt and ALL Swap Notes (both EUR and USD and all terms). The reason for that may be that ICEEU is migrating (has actually) all instruments form the legacy LIFFE trading platform to a new ICEEU trading platform and may be the Barchart.com and hence SC market data feed handlers have NOT been updated for the new ICEEU platform
[2019-07-19 19:20:59]
Sierra Chart Engineering - Posts: 104368
Describe what you mean by "mess".

Provide an image of the chart showing this issue, following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage
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
[2019-07-19 19:42:35]
User12089 - Posts: 350
for example data for the 30 year Gilt not coming at all ...

for the 5 year Gilt it seems that for last several months the activity (volumes) on that market has decreased 100 times (inline with the migration from LIFFE to ICEEU trading platform)

Same for the EUR and USD Swap Notes - for some the data NOT coming AT ALL, for some it shows that the market has been dying down for some time

My educated guess is that SC (Barchart.com) are still connected to the OLD LIFFE platform while the ACTUAL market has already moved to the ICEEU platform

no time for posting charts - the above is sufficient for those skilled in the art
[2019-07-19 20:58:40]
User12089 - Posts: 350
also note that in the SC Feed Subscription Control Panel (web app) there is "ICE Europe" and "LIFFE Futures" ....

On the other hand these days, from a business standpoint there is only ICEEU (LIFFE has gone down in the History Books since 2014 ) - so which is which above and more importantly which is the "correct" one in terms of data ?

In the SC symbols (in the SC trading app) I see only Symbols with suffix "LIFFE" in their names ....

Also fyi I am after Historical Data from ICEEU hence why not yet subscribed for real-time ICEEU (or "LIFFE") data - but that should not be the root cause for the so called "data mess" because I have SC Package 5 - correct?
[2019-07-31 11:43:16]
User12089 - Posts: 350
a reminder to clarify the above mess with ICEEU data
[2019-08-01 03:27:02]
Sierra Chart Engineering - Posts: 104368
We apologize we got behind on this. We will follow-up with Barchart in regards to 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
[2019-08-07 08:53:41]
Sierra Chart Engineering - Posts: 104368
According to Barchart this is because this instrument is not trading:
for example data for the 30 year Gilt not coming at all ...

We cannot provide further help in regards to LIFFE. Barchart is saying there is not any problem.
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
[2019-08-07 15:40:48]
User12089 - Posts: 350
you don't need to "provide any help" or trust Barchart

Simply launch SC and repeat e.g. this from the problem description at the beginning of this thread - "for example data for the 30 year Gilt not coming at all ..."

then let me know the result
[2019-08-07 18:48:52]
Sierra Chart Engineering - Posts: 104368
There is no data. Yes we can see that. And Barchart is indicating that this is an inactive market. We are not willing to spend further time on this. Hardly anyone uses LIFFE/ICE Europe Financials data. If you need to find another source for this data, then do that.
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: 2019-08-07 18:49:27
[2019-08-07 18:58:54]
User12089 - Posts: 350
That's laughable " Hardly anyone uses LIFFE/ICE Europe Financials data"

The futures on the UK FTSE100 and the UK GILTS are traded there - did you know a) what UK was and b) what its FTSE100 and GILTS are about and how much exactly they are traded ...?
[2019-08-07 19:42:54]
User90125 - Posts: 715
User12089,

I feel your pain. Of course, the FTSE100 futures contract is the widely traded benchmark for the top 100 UK blue-chip companies. It is known fact.

And it trades well over 100,000 contracts daily, but because it is a ICE product, getting a data feed for it is prohibitive for all but the most well capitalized institutional traders.

You want ICE data feed? Fork out over $120/mo - or probably even more. That's the pain point for trading it. Same with the widely traded UK benchmark GILTs futures, also on ICE.

FTSE 100 info: https://www.theice.com/products/38716764/FTSE-100-Index-Future/data?marketId=5859626

UK GILTS info: https://www.theice.com/products/37650336/Long-Gilt-Future/data?marketId=5925241

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