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Date/Time: Sun, 26 Jun 2022 22:35:26 +0000



Datafeed comparison for CD volume (IQFeed, SC Feed, CTS T4)

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[2014-01-04 15:55:05]
sbsierra - Posts: 71
Please take a look at the attached files for FDAX (last friday, march contract).
With CTS-T4 there is a big difference comparing the CDV, there is also a difference between SC and IQFeed.

Another thing which would be good to know:
I currently use your feed together with a InteractiveBrokers account. How can I get the data for the September contract 2013?
I currently have no way to download this contract with SC Feed.

regards,

Stephan
attachmentCTS_T4.pdf - Attached On 2014-01-04 15:51:07 UTC - Size: 230.5 KB - 405 views
attachmentIQ_FEED.pdf - Attached On 2014-01-04 15:51:16 UTC - Size: 214.36 KB - 395 views
attachmentSC_FEED.pdf - Attached On 2014-01-04 15:51:25 UTC - Size: 207.62 KB - 670 views
[2014-01-04 18:23:28]
Sierra Chart Engineering - Posts: 103464
Unless you are paying extra to CTS for EUREX, they do not use the Ultra full tick by tick feed. Therefore, disregard what you see with CTS T4 for EUREX. It is far from accurate.

We do see differences with bid volume and ask volume with IQ Feed compared with the Sierra Chart EUREX feed. We can solve this. It does take more work and expense. We will discuss it with the data provider we work with to offer this. It is our intent to provide the very best feed so we will solve this one way or another.
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: 2014-01-04 18:24:37
[2014-01-04 18:37:57]
Sierra Chart Engineering - Posts: 103464
If you do not see a particular contract month listed in File >> Find Symbol, then you just need to select one of the listed futures contracts and manually modify the Year and Month in the Selected Symbol box to get what you want. This is all.
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: 2014-01-04 19:05:24
[2014-01-04 18:58:45]
sbsierra - Posts: 71
I can see the contract and select it, but there is no SC Feed Data. I may be wrong by selecting the IB contract or is there something I have to change with the symbol mapping? SC DF with the current contract FDAX March 2014 works perfect.
[2014-01-04 20:17:12]
Sierra Chart Engineering - Posts: 103464
We are working on historical contracts now. They will be available by tomorrow.
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
[2014-01-05 06:30:59]
sbsierra - Posts: 71
Okay. That´s good. Please inform me here, when it is available.
[2014-01-05 06:51:46]
Sierra Chart Engineering - Posts: 103464
The data is available now. Open charts for the symbols you are not getting data on previously. If there is no data displayed, then reconnect to the data feed with the commands on the File menu.

If there is any missing data, then re-download the data by following the instructions in this help topic:
Http://www.sierrachart.com/index.php?l=doc/helpdetails7.html

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: 2014-01-05 06:52:10
[2014-01-05 22:32:52]
sbsierra - Posts: 71
I see now the data which i missed before. But I still see, especially when using FDAX 10 tick reversal bars with CD,
very huge differences between IQFEED and your datafeed.
[2014-01-05 22:38:15]
Sierra Chart Engineering - Posts: 103464
We know about the problem with the bid volume and ask volume.

This data feed comes from CQG. So we will make sure that we are properly processing the CQG data feed. However, if there is a problem with the bid and ask data from CQG, then we will have to see about a direct EUREX feed and we understand this is very expensive.
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
[2014-01-06 19:49:09]
sbsierra - Posts: 71
Please inform me here if you have fixed the bid/ask volume problem. thx, Stephan
[2014-01-06 20:41:52]
Sierra Chart Engineering - Posts: 103464
We will try, we do have this as something to work on, but we may not remember to get back to this thread.
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: 2014-01-15 08:57:44
[2014-01-07 21:01:23]
sbsierra - Posts: 71
I took a look at "Times and Sales" and compared your DF with CTS-T4 and it looks like there a totally different ASK/BID records in the CQG data.
You may already know it but maybe this helps.
[2014-01-07 21:05:09]
Sierra Chart Engineering - Posts: 103464
Yes, this does make sense. We are doing our best with it. It is just not something so simple and quick to resolve. We do not work direct with the EUREX feed because it is too costly. But then again if there is enough business, possibly we can obtain it if necessary.
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: 2014-01-07 21:06:31
[2014-01-15 06:24:44]
sbsierra - Posts: 71
Unless you are paying extra to CTS for EUREX, they do not use the Ultra full tick by tick feed. Therefore, disregard what you see with CTS T4 for EUREX. It is far from accurate.

CTS-T4 says, they are using the premier EUREX datafeed and do not buffer the feed delivered to their customers.
[2014-01-15 08:56:51]
Sierra Chart Engineering - Posts: 103464
Yes, they did let us know about this.

So the EUREX feed with CTS T4 is the full tick by tick 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

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