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Direct MessagesDate/Time: Wed, 24 Apr 2024 02:02:34 +0000
Data Glitch
View Count: 490
| [2020-03-27 21:50:51] |
| User335252 - Posts: 19 |
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Hi Support, I am using version 2060. Symbol MNQM20 Price increased by 4 times the current price for about 8 minutes. My chart was set to range bars (True ticks). My auto trade study was running live. Thankfully no open position at the time. No idea what it would have done. 3rd line down the open price is 7732.50 then the next line the open price is 30,930.00 which is exactly 4 times the open price of the previous bar. I refreshed the chart and the anonomoly remained. Saved my logs and exported the data and then deleted all data for MNQ and reloaded and the prices were then correct. Are you able to explain this? Time is set to Chicago 2020/3/26, 21:10:18.2, 7745.00, 7748.25, 7723.25, 7723.25, 1898, 1326, 1035, 863 2020/3/26, 21:15:18.1, 7723.00, 7732.25, 7707.25, 7732.25, 7125, 5395, 3803, 3322 2020/3/26, 21:43:12.33, 7732.50, 7756.25, 7731.25, 7731.25, 109, 96, 48, 61 2020/3/26, 21:43:38, 30930.00, 30955.00, 30930.00, 30955.00, 96, 81, 23, 73 2020/3/26, 21:44:04.3, 30956.00, 30974.00, 30949.00, 30974.00, 43, 39, 11, 32 2020/3/26, 21:44:10.17, 30975.00, 30981.00, 30956.00, 30981.00, 563, 449, 258, 305 2020/3/26, 21:45:35.20, 30982.00, 30992.00, 30967.00, 30967.00, 145, 107, 80, 65 2020/3/26, 21:46:13.2, 30966.00, 30983.00, 30958.00, 30958.00, 184, 144, 104, 80 2020/3/26, 21:47:12.4, 30957.00, 30957.00, 30932.00, 30932.00, 235, 196, 127, 108 2020/3/26, 21:48:03.8, 30931.00, 30956.00, 30931.00, 30956.00, 84, 63, 28, 56 2020/3/26, 21:48:21.2, 30957.00, 30968.00, 30943.00, 30968.00, 92, 83, 38, 54 2020/3/26, 21:48:53.10, 30970.00, 30983.00, 30958.00, 30983.00, 271, 185, 124, 147 2020/3/26, 21:50:01.15, 30984.00, 30997.00, 30972.00, 30997.00, 72, 43, 34, 38 2020/3/26, 21:50:09.19, 30998.00, 31008.00, 30983.00, 31008.00, 119, 106, 49, 70 2020/3/26, 21:50:29.46, 31009.00, 31028.00, 31003.00, 31028.00, 122, 95, 40, 82 2020/3/26, 21:50:42.18, 31030.00, 31046.00, 31021.00, 31046.00, 146, 115, 55, 91 2020/3/26, 21:50:53.5, 7761.00, 7782.25, 7757.25, 7757.25, 155, 121, 55, 100 2020/3/26, 21:51:00, 31051.00, 31058.00, 31033.00, 31033.00, 79, 66, 54, 25 2020/3/26, 21:51:08, 7760.75, 7761.25, 7736.25, 7736.25, 1274, 942, 684, 590 2020/3/26, 21:54:37, 7736.00, 7741.25, 7716.25, 7741.25, 4102, 3164, 2108, 1994 2020/3/26, 22:07:53.17, 7741.50, 7761.75, 7736.75, 7761.75, 3704, 2865, 1805, 1899 2020/3/26, 22:21:49.11, 7762.25, 7782.50, 7757.50, 7782.50, 1070, 858, 419, 651 2020/3/26, 22:24:09.9, 7782.75, 7783.75, 7763.75, 7773.50, 1583, 1170, 797, 786 Thanks for your assistance. |
| [2020-03-28 09:09:06] |
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This is a CQG data problem due to incorrect metadata for the symbol from CQG. We have seen this many many times before. It only happens with CQG. To avoid this problem use the Denali Exchange Data Feed: Denali Exchange Data Feed This is just simply a good example of why we do not recommend CQG because naturally people will blame these problems on us and on top of that you just have a problem. This kind of problem has been examined in depth by us. It just simply could not be an issue on the Sierra Chart side at all because the multiplier value from the metadata for the symbol from CQG is stored in a data structure specifically for the symbol before there is a subscription for market data from CQG. There just simply cannot be any failure with this on the Sierra Chart 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: 2020-03-28 09:10:48
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| [2020-03-31 08:29:58] |
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CQG did contact us about this because you contacted them. They showed us that their log files and showed that the correct_price_scale field was being provided in the symbol resolution report which is necessary to properly convert the values. We again did an extensive code review. And just cannot see how anything could have gone wrong on the Sierra Chart side with using that value and we did tell them that. The way that report is requested , processed, and subsequently a market data request is made is all very consistent and stable. It just cannot fail under any condition unless something goes wrong on the server side . The only thing that we could conclude and we told them, is that perhaps because we are using an older version of the protocol definition file from CQG, somehow this field was not indicated to be set or was not present for some unknown reason. That would be the only logical explanation. We had trouble with the latest CQG protocol definition file but we will work on it using it again, now that we have updated the Google protocol buffer library in Sierra Chart. We also removed the check to see if that particular field is present because if somehow if the check at the Google protocol buffer library level was failing for an unknown reason, then this will also resolve the issue. This is in version 2072, so we recommend updating. 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: 2020-03-31 08:33:38
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