Login Page - Create Account

Support Board


Date/Time: Fri, 07 Oct 2022 16:44:03 +0000



OEC Currency Futures Price Formatting and Data Downloading Issue

View Count: 1538

[2014-03-18 14:41:34]
NRGTrader - Posts: 351
In reference to post : http://www.sierrachart.com/SupportBoard.php?PostID=28329#P28329

1. I adjusted all my historical currencies charts by factor of 0.01 to match with new OEC global symbols settings
2. I updated each chart to use OEC server global symbol settings.
3. I connected to data feed OEX FIX/FAST - data won't update since the relatime updates generate errors like this :
"Error filtered for 6EM4, Intraday High = 1.390600, Intraday Low = 1.390600, Value = 139.050003, Time Difference = 8 seconds, Percentage = 300.239992% | 2014-03-18 10:31:02"

This problem causes realtime updates to fail - no realtime data is loaded.

4. Symbol 6JM4 - no historical or realtime data available since 03.14.14 at close of day

The fact that the data downloads are inconsistent with the prior price formatting is frustrating enough. The even bigger issue, once that problem is rectified, is that I literally >100 chart drawings for numerous charts will all required manually adjusting to match the new price formatting.

OEC FAIL!







http://www.sierrachart.com/SupportBoard.php?PostID=28329#P28329
[2014-03-18 16:37:43]
Sierra Chart Engineering - Posts: 104268
The basic situation is OEC has changed the formatting for currency futures to .0001 from .01. Some of the other currency futures, have had similar changes but this is what affects most of them.

They made this change in the simulation environment but not the production environment. We expect they will release this change to the production environment next week. They still have not answered our questions about this change. Once again we have been ignored by them. Which is deeply troubling. from what we observe, this has to do with the acquisition of OEC by gain capital.


Sierra Chart historical data is maintained from the simulation environment.

We really do not have a solution to offer until they provide consistent data in the simulation environment and production environment. We expect this will be done next week. With a price format change, they should have done this consistently across all servers at the same time. And provided clear notice about this.

Did you hear anything from them about this change? If not, then this was a serious mistake on their part. We did not hear anything in advance about this.
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: 2014-03-18 16:42:27
[2014-03-18 16:43:27]
NRGTrader - Posts: 351
No, I heard nothing before the change and have received no replies to my emails today re: this issue. I too believe it is Gain Capital related. OEC was responsive and rarely made such blunders before the Gain Capital acquisition.

Very myopic approach making changes to one server set and not the other nor notifying anyone of the impending change.
[2014-03-18 16:46:20]
Sierra Chart Engineering - Posts: 104268
In the past, when we had technical problems, there would be a meeting set up between the president of the company, there engineers, and us.

There is no such cooperation that exists at this time with OEC.

Also, with what we now know about OEC, it would have been our decision that we would be dropping OEC at the end of this year and not have done the work to integrate to FIX / FAST. It was not worth the effort.
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: 2014-03-18 17:51:53
[2014-03-19 12:59:04]
NRGTrader - Posts: 351
>They made this change in the simulation environment but not the production environment. We expect they will release this change to the production environment next week.
It seems to me that this may be as much a Sierra Charts blunder an OEC issue. Why do you use the simulation servers for historical data? If the production servers were used for historical, both historical and realtime data would be in the same format and this issue wouldn't have occurred. Maybe there is a good explanation; I'm curious what that may be.
[2014-03-19 19:33:49]
NumbersBars - Posts: 141
I was talking to the IB of OEC, and he managed to get a response in regards to the currency futures format issue. This is the response from OEC he got around 6 hours ago.

"We have made changes to our price formatting to match the exchange formatting. Sierra is going to need to make the changes on their end too. which we are still awaiting. I would assume it should be completed within about 24 hours or so."

Fingers crossed that it will be resolved soon.
[2014-03-19 19:39:13]
NRGTrader - Posts: 351
Similar reply from OEC here, though I was told by Friday - POSSIBLY. I'm not sure what Sierra Charts needs to do to "make the change on their end". The real time data comes from OEC production server and it is formatted, for example, as 138.00 for 6E. The historical data also comes from OEC but from simulation server which has the new formatting of 1.3800. Therein lies the problem as best I can determine from OEC and Sierra Charts.
[2014-03-19 20:08:51]
Sierra Chart Engineering - Posts: 104268
It seems to me that this may be as much a Sierra Charts blunder an OEC issue. Why do you use the simulation servers for historical data?

Years ago OEC made it very clear, that they would not allow us to use anything but the simulation server for historical data. This was a decision by the president at the time. About three weeks ago we finally got access to the production server for historical data. But the problem was at that time we had a problem with the FAST protocol that only occurred in the production environment, where we were seeing duplicated data with different request IDs which was causing wrong prices for some symbols. Obviously we could not use it.

For unknown reasons this problem has gone away even though we never made any changes. Therefore, we suspect it was an OEC problem which was quietly fixed. Although we could be wrong about that because the FAST protocol is rather complex.

Anyway, we have been testing the production connection the last three days and do not see a problem with the wrong prices. So it is safe for us to use now and therefore we can solve this currency futures formatting problem by this evening.
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
[2014-03-19 20:11:25]
Sierra Chart Engineering - Posts: 104268
So, to be clear, we will implement a solution to the OEC currency futures formatting issue by this evening. We will be posting instructions on what to do.

Every time we tried to think a solution to this issue, it only would raise another problem, so it was very hard for us to figure a solution for it. But today, because we can safely use the production server, we do have a reasonable solution.
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
[2014-03-19 20:14:45]
NRGTrader - Posts: 351
I corrected my historical data as I stated above, using the ADJUST DATA and various multipliers depending on the symbol. Therefore all my historical data is now in the new formatting. The issue for me lies with the realtime data from the production server which is still in the old format. Hopefully, whatever correction is being planned this evening/tonight will not create more problems since I've already adjusted my data, all my drawings, studies, etc to be compatible with the new formatting.
[2014-03-19 20:20:01]
Sierra Chart Engineering - Posts: 104268
You will be fine.

Update 2014-3-22: The change we have made is that we have switched to the original price format which is 000.00 for the 6E. This is currently what is used in the production environment for the time being until OEC changes it.

So you want to make sure that whatever you do is based upon that understanding.
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: 2014-03-23 06:03:19
[2014-03-19 20:23:48]
NRGTrader - Posts: 351
Excellent. Thanks
[2014-03-21 16:49:01]
User59724 - Posts: 71
I just want to add this positive note here. I had so much trouble with OEC data in Sierra, I finally switched to Optimus Trading for my broker, which uses Rythmic, and I couldn't be happier with the data and the broker for many reasons. I am extremely pleased with Sierra Charts. I finally feel like I'm home. Now I can start trading again. Thanks to all the folks at Sierra Charts for all you do and for all you put up with us when we get frustrated. Thank you for your patience too.
[2014-03-23 06:01:10]
Sierra Chart Engineering - Posts: 104268
Sierra Chart with the Rithmic trading platform service through Optimus Futures is a solid solution.


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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account