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OEC -FIX data errors

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[2014-02-24 15:37:29] #1 [Go To First Post]
WarriorTrader - Posts: 245
Just upgraded from 1077 to 1094 so I am now using OEC FIX. SC has correctly identified a data error in the DAX data: Error filtered for FDAXH4, Intraday High = 14.900000, Intraday Low = 14.900000, Value = 9667.500000, Time Difference = 2 seconds, Percentage = 200.040007% \| 2014-02-24 10:25:03 Error filtered for FDAXH4, Intraday High = 14.900000, Intraday Low = 14.900000, Value = 9667.500000, Time Difference = 2 seconds, Percentage = 200.040007% \| 2014-02-24 10:25:04 Error filtered for FDAXH4, Intraday High = 14.900000, Intraday Low = 14.900000, Value = 9667.500000, Time Difference = 1 seconds, Percentage = 200.020003% \| 2014-02-24 10:25:05 But the erroneous data is making it way to the chart ( a low of 14 points). I can submit a pic if you like. I deleted the data from that point, but the same 14 low keeps showing up. The current price is alternating from the 14 to the current DAX price of around 9687. FYI, it took about 3 minutes for me to connect this morning - granted it was close to the busy ES open. Then there was just one disconnect, so far. Thx, WT Date Time Of Last Edit: 2014-02-24 15:39:19

[2014-02-24 15:56:49] #2 [Go To First Post]
WarriorTrader - Posts: 245
FYI, it took about 3 minutes for me to connect this morning - granted it was close to the busy ES open. Then there was just one disconnect, so far. -------------------------------------------------------------------------- Ok, just looked at the time in the log. It was one minute, but it felt like three. --WT

[2014-02-24 17:05:49] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The current price is alternating from the 14 to the current DAX price of around 9687. We know why this happens. We will talk to OEC about it. We have raised the background technical issue that causes this with OEC before. They are using an open source FAST library. We have created our own, and our position is that the open source one does not implement the FAST protocol exactly as it supposed to be. Nevertheless, we will find a solution. Not sure it would make any difference, but update to prerelease 1097. In regards to the connection problem, this is going to be an OEC issue. You may want to ask their technical support about it and let them know you are using Sierra Chart and FIX and let them know when you could not connect. 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

[2014-02-24 17:30:07] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are actually seeing a major problem with the FAST data from the OEC Production server. There are a lot of data errors. We recommend using version 1078 for now: http://www.sierrachart.com/index.php?l=doc/SCInstallerList.php Or connect to the OEC Simulation server. 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

[2014-02-24 17:49:47] #5 [Go To First Post]
WarriorTrader - Posts: 245
Ok, The problem is that I need the SC stats (TICK, Breadth). Thats the only reason I upgraded. Most of my data is comming from the SC CME data feed. Only using DX-MH4 & FDAXH4 from OEC. --WT

[2014-02-24 18:02:37] #6 [Go To First Post]
WarriorTrader - Posts: 245
I see what’s going on with the DAX. Its data is getting mixed up with the VXH4 feed. They just started providing the VIX this month. --WT

[2014-02-24 18:05:00] #7 [Go To First Post]
WarriorTrader - Posts: 245
I delted the VXH4 symbol now the dax data is fine.

[2014-02-24 18:12:10] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is interesting. Although that might seem to be the problem, from our perspective it may not be. What we are observing, is that we see the problem on the production server but not the Simulation server. And we are seeing a problem across many different symbols. Not just EUREX symbols. 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

[2014-02-24 18:17:44] #9 [Go To First Post]
WarriorTrader - Posts: 245
Ok, I noticed that the VX is not on the SC symbol list for OEC. It is prety new. --WT

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