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ESM24-ESU24.FUT_SPREAD.CME incorrect

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[2024-04-02 16:00:07] #1 [Go To First Post]
tdug - Posts: 124
The sierra chart integrated spread for ESM24-ESU24.FUT_SPREAD.CME Front minus back is negative as per the image I have shared as attached. The spread is negative as per CME pricing. Front M contract minus back U contract. Why does sierra chart have the exchange listed spread as positive at 57.50? SC is not pricing this spread correctly. This seems to be the case with all CME Equity index intra spreads. Hopefully there is a simple resolution to this. Thanks Thanks


Screenshot_20240402-165808.png / V - Attached On 2024-04-02 15:58:29 UTC - Size: 448.77 KB - 27 views Attachment Deleted.

[2024-04-02 18:31:11] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 14143
The data you see in Sierra Chart is correct. There is no possibility for it to be incorrect. The spread data comes direct from the CME. 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 Date Time Of Last Edit: 2024-04-02 18:31:27

[2024-04-02 19:41:06] #3 [Go To First Post]
tdug - Posts: 124
The spread is negative if you calculate it between M and U. yet sierra charts shows a positive spread on the ladder and any charts of the spread. So something is clearly incorrect.

[2024-04-02 19:45:36] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 14143
There is no problem with the data. It will not help to tell us it is wrong and we need to fix it. This is not within our control. Please contact the CME about this. There is no problem here whatsoever. 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

[2024-04-02 21:00:50] #5 [Go To First Post]
tdug - Posts: 124
The ladder shows the wrong price. It's that simple. I'm not pointing to what the specific issue might be, data or software, but the ladder shows an incorrect price and it is wrong. It clear to see and needs resolution. I will have to resolve this by writing a custom spread. The lack of any recognition that the ladder is showing a positive when the spread is negative is extremely disappointing. I'm simply asking for you to investigate this as a paying customer and long time user.

[2024-04-02 21:59:21] #6 [Go To First Post]
Sierra_Chart Engineering - Posts: 14143
We would recommend contacting the CME on this. They will explain this to you. There cannot possibly be a wrong price regarding negative or positive since the price data is taken as is from the CME MDP feed. It is not even altered with its price multiplier. What you see is exactly what they provide. It is all straight through processing. The only thing that we would ever have to look into, is if you tell us the Tick Size is wrong or you see the decimal point in the wrong position (which you can adjust through the real-time multiplier). 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 Date Time Of Last Edit: 2024-04-02 22:06:08

[2024-04-02 22:53:46] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 14143
No this is not correct: The lack of any recognition that the ladder is showing a positive when the spread is negative is extremely disappointing. I'm simply asking for you to investigate this as a paying customer and long time user. This is not our issue. You have a responsibility to contact the exchange. You are receiving data from the exchange. You are paying the exchange. We are not even in a qualified position to even properly answer this question. You are seeking help from the wrong entity. The CME would not agree with this: but the ladder shows an incorrect price and it is wrong. It clear to see and needs resolution. And we have validated in the CME test exchange environment, that positive pricing for this spread is valid. This is how they do it. 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 Date Time Of Last Edit: 2024-04-03 02:03:56

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