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Date/Time: Thu, 28 Mar 2024 08:37:40 +0000



CBOE Europe data: massive quality drop from Januray 2021 ?

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[2021-02-08 09:28:59]
User612903 - Posts: 51
Hi,

Since the end of teletrader we've planned to migrate to CBOE Europe before the end of the month.

But I just looked again and the data I had in december are clearly different.

Is this because i need to upgrade some of my options or is this a change on the sierra chart side ?

Please see the screenshot attached. You can clearly see the difference since january.

If this is your new CBOE data do you have any other options. I read somewhere that you are going to release EURONEXT any time soon, do you have more information on this ?

Regards,
imageCapture-cbo-europe-problem2.PNG / V - Attached On 2021-02-08 09:27:29 UTC - Size: 38.6 KB - 159 views
[2021-02-08 12:48:29]
Sierra Chart Engineering - Posts: 104368
We have to ask our data provider, Barchart, about this. We did not change anything on our side.

We do have a Euronext delayed feed which is available now. You should have access to it. You can search for the symbols through File >> Find Symbol >> Stocks>> Euronext Equities.
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: 2021-02-08 12:48:46
[2021-02-08 14:14:00]
User612903 - Posts: 51
Ok thank you, please let me know when you hear from them.

I prefer real time data, but if no other options i'll use this.

Thank you
[2021-02-09 08:37:12]
User612903 - Posts: 51
Hi again,

In the mean time I've tried to use your new Euronext data feeds.

I can load the symbols and the data looks great.

But I'm facing two issues :

- major one, please see GIF attached: I need to do "delete and download data" to get the latest update price. It does'nt stream (even with the 15 minutes delay).

- minor one: because of the delayed data the timing are wrong. Instead of putting the time at -15 minutes, it shows the current time with the 15 minutes ago data (this I can work around)

Thank you for your time
imageeuronext.gif / V - Attached On 2021-02-09 08:35:59 UTC - Size: 421.09 KB - 187 views
[2021-02-09 16:33:08]
John - SC Support - Posts: 30399
You are trying to access the Euronext data using the Historical Data Feed. That feed is not Delayed Streaming Data, it is at least 10 minutes delayed and only updates at a set increment. Refer to the information here:
Sierra Chart Historical Data Service

As to the data being shown at the current time, that should not be the case and we are not able to reproduce this. Again, refer to the information in the link above to understand how this data works.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-02-09 19:06:52]
Sierra Chart Engineering - Posts: 104368
- major one, please see GIF attached: I need to do "delete and download data" to get the latest update price. It does'nt stream (even with the 15 minutes delay).
This should now be resolved. You need to restart Sierra Chart.

- minor one: because of the delayed data the timing are wrong. Instead of putting the time at -15 minutes, it shows the current time with the 15 minutes ago data (this I can work around)
This should have been resolved, we specifically are using the trade timestamps.
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: 2021-02-09 19:07:01
[2021-02-10 12:48:46]
User612903 - Posts: 51
This should now be resolved. You need to restart Sierra Chart.
I confirm this is now working


This should have been resolved, we specifically are using the trade timestamps.
I still see the current timestamp. Ia m running SC version 2175 which is maybe the reason.

Thanks for the quickfix on the straming
[2021-02-10 13:12:45]
Sierra Chart Engineering - Posts: 104368
Ia m running SC version 2175 which is maybe the reason.
No this could not be the cause. The timestamp is set on the server. This would indicate that Barchart is not using the right timestamp.
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
[2021-02-19 09:46:51]
User612903 - Posts: 51
Hello again,

I come back with my problem of timestamp, since it's a bigger problem than expected.

I confirm that in Sierra Chart, the market is open from 9.15 to 5.45 (instead of 9.00 to 5.30).

For little timeframes like 1 minute, I can adjust on my end, but for bigger timeframe (1 hour, 4 hours), the shape of the candlestick is wrong and I cannot fix it on my side. (since 15 minutes goes into the wrong candlestick).

Do you think Barchart will be willing to correct this ?

Regards,

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