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Date/Time: Sat, 27 Apr 2024 02:13:59 +0000



wrong open interest data (globaldata feed - india)

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[2020-11-23 09:28:26]
User857142 - Posts: 82
Hi
I am a global data feed client. They say they offer open interest data.
But when I plot it in sierra it shows the wrong data.
They have asked to contact you to help in setting it.
I have attached their chat transcript and the image where it shows the wrong data.
Please help.
imagechat transcript.png / V - Attached On 2020-11-23 09:27:18 UTC - Size: 34.86 KB - 214 views
Attachment Deleted.
imageWRONG OI DATA.png / V - Attached On 2020-11-23 09:27:26 UTC - Size: 63.79 KB - 186 views
[2020-11-23 20:08:48]
Sierra Chart Engineering - Posts: 104368
Open Interest data is not available on Intraday charts.

What that instead shows is the number of trades per bar.
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
[2020-12-01 07:12:30]
User857142 - Posts: 82
But GDFL team is saying when they have the real-time data, sierra chart should provide it.
So they have asked SC to code it in their product.
Please help.
[2020-12-01 16:40:31]
Sierra Chart Engineering - Posts: 104368
There is definitely no support for futures contract Open Interest data for Intraday charts. It is only supported with Historical Daily charts.

We did hear from Global Data Feeds a few days ago but it was about historical Bid volume and Ask volume only. Not open interest data.

And also they interface to Sierra Chart using the DTC Protocol. So that is something that they work on but we help them with it as needed.
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: 2020-12-01 16:40:50
[2020-12-03 18:08:26]
User857142 - Posts: 82
So any development on the historical bid/ask volume atleast?
[2020-12-03 20:12:56]
Sierra Chart Engineering - Posts: 104368
We are not aware of the progress Global Data Feeds has made in this regard.

We do know that it should be something that would take them less than an hour to do.
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: 2020-12-03 20:13:05
[2020-12-12 09:40:25]
User857142 - Posts: 82
I had a word with GDFL once again. They have updated you with some latest work on the same.
Can you please expedite the same and help in getting the historical bid/ask volume.
Also, I believe since you have open interest as a study, it should be easy to plot it as GDFL also have intra day on realtime basis for open interest, which I plot it on other charting s/w. So, I am confused what is the problem?
[2020-12-12 09:57:15]
User857142 - Posts: 82
In this post wrong open interest data (globaldata feed - india) | Post: 242688 you said:

"There is definitely no support for futures contract Open Interest data for Intraday charts. It is only supported with Historical Daily charts."

Does that mean even if GDFL has real-time intraday open interest data (which they have), you will not be able to plot it using the 'Open Interest' study, as this is the drawback at SC's end and only historical open interest can be plotted?

or

You didn't get support from GDFL for intraday open interest data in getting it interfaced using DTC protocol.

Also, I have attached a screenshot where on the daily chart 11th Dec open interest data is missing! Why?
imagesc.png / V - Attached On 2020-12-12 09:53:06 UTC - Size: 13.14 KB - 194 views
[2020-12-12 22:30:39]
Sierra Chart Engineering - Posts: 104368
There is no support for Open Interest in Intraday charts. It is just not supported and we will not spend any further time on this. This case is now closed.
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
[2020-12-15 05:26:07]
User857142 - Posts: 82
Ok got it.
But then, why the historical open interest data is taking a day late to get updated.
I have shown the same in the earlier post in a screenshot.

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