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Wrong volume with global data feeds (India)

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[2014-01-28 08:49:40] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
From Global Data Feeds: We have found out the issue. The intraday volumes are coming in weights whereas the day end volume are coming in lots. So you are finding the difference. We will check how we can address this issue. 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

[2014-02-01 14:52:20] #26 [Go To First Post]
turnbull - Posts: 34
Any updates regarding this issue ???

[2014-02-01 16:33:29] #27 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have not heard anything more from Global Data Feeds about 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

[2014-02-02 10:07:45] #28 [Go To First Post]
turnbull - Posts: 34
Could you please pursue with them.

[2014-02-02 11:01:06] #29 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have followed up with Global Data Feeds about this again just now. 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

[2014-02-05 04:01:07] #30 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
From Global Data Feeds: We have updated the process in the server , which will send all qty fields in lots. Pls verify. 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

[2014-02-05 11:57:44] #31 [Go To First Post]
turnbull - Posts: 34
Hi, Nothing has improved. It has even become worse. Now even the intraday historical volume is wrong. I have not tried the RT data probably it will be wrong too.


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[2014-02-06 04:42:43] #32 [Go To First Post]
turnbull - Posts: 34
Hello, All historical volume data are incorrect now including- intraday as well as daily. Also RT volume data is not correct. Any update on this issue. I also wonder if this problem can ever be rectified. I subscribed for SC because of integration with GDFL. However, it has been more than 3 weeks now and problem still persists.

[2014-02-06 07:27:42] #33 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will check this over and let them know. 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

[2014-02-06 10:02:23] #34 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have had a look at the charts now. Here are two charts: http://www.sierrachart.com/image.php?l=1391680619517.png http://www.sierrachart.com/image.php?l=1391680633498.png According to Global Data feeds, the quantities of trades are now in "lots". So this is the unit. It appears that a lot is equivalent to 100. As of January 31, you can see that the volume for an entire day in the Intraday chart is equivalent to the volume for the same day in the Daily chart. So there is a consistency now. Previous to January 31, the volumes are multiplied by 100 in the Intraday chart because Global Data Feeds did not perform any adjustment on the historical Intraday data. Although you can easily do that in Sierra Chart through Edit >> Adjust Data. Here is the documentation: https://www.sierrachart.com/index.php?l=doc/doc_AdjustingData.html So knowing that the volumes are in "lots", is this still a problem? And if so why? 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

[2014-02-06 10:35:13] #35 [Go To First Post]
turnbull - Posts: 34
I did not know that they have started sending volumes in Lots. I think the lots are 50's and not 100's. They are sending RT data also in lots. Method described in documentation https://www.sierrachart.com/index.php?l=doc/doc_AdjustingData.html Is it possible to multiply volumes in RT also Or is it only for historical data ???? There should not be a problem if RT data can also be converted and GDFL confirms the lot multiple 50's or 100's. There should be some means of notifying us of such changes.

[2014-02-06 10:38:13] #36 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We can easily add a multiplier setting for Global Data Feeds which will be automatically applied to all downloaded historical data and real-time data received. We are not sure what the lot multiple is. We will ask them. And then we can implement the multiplier. 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: 2014-02-06 10:38:46

[2014-02-06 10:47:15] #37 [Go To First Post]
turnbull - Posts: 34
I think it is in 50's. However better to be sure before implementing and do let us know once done.

[2014-02-06 16:53:53] #38 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
From Global Data Feeds: The lot size is different for different contracts. For NIFTY it is 50. I think the qty given in lots should not matter as long as there is consistency. 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

[2014-02-07 00:58:06] #39 [Go To First Post]
turnbull - Posts: 34
Technically it does not matter and consistency is more important. However, it matters in perception as we are used to total volumes all along. Is there any way to multiply incoming volume data in real time ??? I think there should be an option for volumes and lots.

[2014-02-07 01:04:15] #40 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What you need to do is set the Volume Multiplier in Chart >> Chart Settings >> Advanced Settings 2 to what you require for each chart. This will accomplish what you want. And this is a better way because it does not permanently alter the data. The only special consideration is that you need to do a permanent volume adjustment before January 31 on the Intraday data by using Edit >> Adjust Data, since that data has the original volume format from Global Data Feeds. Here is the documentation for this: https://www.sierrachart.com/index.php?l=doc/doc_AdjustingData.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: 2014-02-07 03:29:48

[2014-11-12 07:31:35] #41 [Go To First Post]
User55905 - Posts: 34
Hi - Just started with the trial and before starting a new ticket/thread, I decided to clear out few things on the already defined/explained problems. Is the same problem been taken care off in the latest version or do I have to manually adjust the same as per your last message?

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