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[User Discussion] - Incorrect Data for FGBL (Eurex)

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[2020-07-19 06:44:06] #1 [Go To First Post]
User740709 - Posts: 151
Hello, Please find attached two screenshots. Close (i.e. the last price) is of interest here. 1) First is a screenshot of monthly (June) and daily (June 30) charts of FBGL (German Bunds, EUREX) from Sierra Chart software. I have marked the day of June 30 with the cursor (the cross). The Compact Tool Value Window shows the close of the day (176.17). The Chart Values Tool (the cross) shows the same month – i.e. June but its close is way away from the close of the last day. The monthly chart is set as Historical, while the daily chart is Intraday because Historical daily chart is incorrect in the same way as the Monthly (or Weekly, to be honest). 2) The second is a screenshot of close for June from Eurex (176.17). In your explanation of Historical data you say that you use data from the respective Exchange and it cannot be changed. However, as you can see, the Sierra Chart historical monthly chart differs from what Eurex has as a last price (close). Could you please explain why it is so as it negatively affects the display of weekly and monthly charts? Thank you. Kind regards, H.


SC month day.png / V - Attached On 2020-07-19 06:39:21 UTC - Size: 57.08 KB - 195 views Eurex Month.png / V - Attached On 2020-07-19 06:39:26 UTC - Size: 143.61 KB - 178 views

[2020-07-19 15:54:33] #3 [Go To First Post]
User525009 - Posts: 7
The charts are correct: For OHLC Historical data, Settlement price is provided by the exchange instead of the closing price (because Settlement is the most important price). If you really want to use the Last Price traded for the month, you can still do that through the intraday settings... but you will be trading with data that the big boys are ignoring on that timeframe.

[2020-07-19 19:13:53] #4 [Go To First Post]
User740709 - Posts: 151
Sorry but it sounds funny to me to talk about "big boys" using the settlement as the most important price at times of HFT. One could use the same argument for the open price, Frankfurt open is still more important but that is displayed correctly. For me, the data is still incorrect. All the best.

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