Support Board
Date/Time: Sat, 28 Dec 2024 16:27:02 +0000
Volume profile wrong for today on Eurostoxx March contract
View Count: 893
| [2016-01-06 09:24:55] |
| User908292 - Posts: 4 |
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Point of control (highest traded volume price) on my ladder is 3147 but on the volume profile study 3160 show higher volume. Also 3135 has traded 9k in the ladder more than either 3138, 3139 and 3140, but on the daily volume study these prices show higher traded volume than 3135 which is wrong. Please can you check the data feed / flow as it's not working correctly. Thanks, Barry |
| [2016-01-06 10:26:43] |
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Refer to our posting here about this: volume in Numbers Bars chart incorrect The data in the screenshot you see in that post, is very accurate. It originates from CQG. That should be considered a reference. Has this been an ongoing problem? Also make sure Sierra Chart is set for a tick by tick data configuration: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php 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 |
| [2016-01-06 12:15:18] |
| User908292 - Posts: 4 |
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Hi there, thanks for your response, yes the CQG feed looks correct. I use Easy Screen and looks like the feed to my ladder is correct, but the feed they give Sierra is not as good. It has been an issue 2-3 months, can you look into it? Thanks, Barry |
| [2016-01-06 18:30:46] |
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Yes. We have reported this to Easy Screen but for some reason we have not heard back. We will follow up again with them. Not sure why the data feed would be different. 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 |
| [2016-01-07 11:56:12] |
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We just realized what the problem might be. We may be feeding the FESX data from the wrong FIX connection which is not providing the full tick feed from the EUREX. We will make a change tomorrow morning. Although Easy Screen should have been provided the complete feed on all of the FIX connections they provide us. 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 |
| [2016-01-07 23:48:28] |
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We have changed the connection now. And we have reloaded all of the historical data for all EUREX contracts from a good source. In your EUREX charts re-download the data with Edit >>Delete All Data and Download. Please let us know how the real-time data looks after this change. 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 |
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