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Direct MessagesDate/Time: Sun, 19 May 2024 21:13:55 +0000
incorrect TPO volume
View Count: 486
| [2020-12-29 12:57:26] |
| User861461 - Posts: 4 |
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Hello - i have noticed for the past few days my TPO total volume has not been correct. For instance on the 28th Dec the TPO for RTH for EPH21 (march S&p eminis) shows only 87079 contracts while for the day it traded over 588k contracts. I have checked with AMP which i subscribed SC with along with package 5 (denali) so have I got some setting checked incorrectly? http://www.sierrachart.com/image.php?Image=1609246582798.png |
| [2021-01-02 06:17:00] |
| Sierra_Chart Engineering - Posts: 14423 |
|
The problem could be related to the historical data change below. You might have missing historical data. What you need to do is open a standard chart and see if there is any missing data. More information: Chart Data and Chart Data Files: Locating Missing Data in Charts ---- We are no longer as of December 28, 2020 providing the Sierra Chart provided historical data service for CQG or Interactive Brokers users. For more information, refer to this Support Board thread: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG Also refer to this post for steps that you need to do now: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 245144 The solution to this problem is to use the Denali Exchange Data Feed for CME and EUREX data. Step-by-step instructions are here: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* The first calendar month of this data feed is free. Let us know if you need help with the set up and we will help you through all of the steps. In the case of CQG you will then need to contact your broker and cancel CME and EUREX exchange fees through your CQG account so you do not pay exchange fees twice. You definitively do not have to pay any market data exchange fees through your brokerage account to CQG. This is not required. For other exchanges (ICE, HKFE) you need to use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed As an alternative to CQG, we recommend using the Sierra Chart Order Routing Service: Sierra Chart / Trading Technologies Futures Order Routing Service In regards to using CQG provided historical data, we definitely do not recommend using that. It has an additional cost of 25 USD per month. The data delivery is slow and inefficient and causes Sierra Chart to freeze during the processing of it. Only 5 days of tick data is supported from CQG. And only current futures contracts are provided. Whereas with Sierra Chart provided data feeds, you will have access to 10+ years of reliable high-speed delivered tick by tick data. Once again we do not advise using CQG historical data and it will not work well with Sierra Chart. And we also provide no technical help or support for any CQG provided historical data or real-time data. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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