Support Board
Date/Time: Tue, 11 Feb 2025 07:46:45 +0000
SETTLEMENTS
View Count: 1394
| [2020-08-28 21:36:47] |
| User664240 - Posts: 206 |
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i DID RECEIVE SETTLEMENTS 08/28/2020 IN THE ENERGIES AND THE E-MINI.
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| [2020-08-28 21:46:46] |
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What is the question?
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 |
| [2020-08-28 21:59:57] |
| User664240 - Posts: 206 |
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I did NOT receive settlements in those entities
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| [2020-08-28 22:04:51] |
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We do not understand what you are referring to. Are you referring to the settlement prices? Tell us one of the 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 Date Time Of Last Edit: 2020-08-28 22:05:23
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| [2020-08-29 00:16:31] |
| User664240 - Posts: 206 |
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Sep e-mini..put up a chart and look at the Daily change it was calculated from yest.close post 4:30. Or NGV20..the daily change reflects today settlement generally by 2:34 EST. But today the daily change did not update and continually reflected the net based on yest.
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| [2020-08-29 06:31:17] |
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Ok we did start filtering out the preliminary settlement prices from the CME feed. It sounds like this is what you are noticing. The ssettlement is transmitted only once it is final from the exchange.
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 |
| [2020-08-29 14:49:09] |
| User664240 - Posts: 206 |
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You really need to review this decision and I strongly urge you to send me an e-mail so we can schedule a phone call. This decision is doing irreparable harm to SC's credibility. eg You have the "incorrect" settlement for NGV20(2.660)(intraday chart) showing a DChng of (0.000) and the "correct" settlement of (2.657)showing DChng of(-0.053)(Daily chart. This is just an example of the poor execution of your filtering process and doesn't begin to touch upon the more fundamental issues of this decision. http://www.sierrachart.com/image.php?Image=1598712320962.png http://www.sierrachart.com/image.php?Image=1598712374535.png https://www.cmegroup.com/trading/energy/natural-gas/natural-gas_quotes_settlements_futures.html |
| [2020-08-29 14:52:38] |
| User664240 - Posts: 206 |
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Further the settlements broadcasted a few minutes after the close are not preliminary they are early meaning they are never NOT correct.
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| [2020-08-29 22:25:48] |
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The basis of this, was this posting here: Daily Change field wrong for COMEX GC via Denali And also the settlement prices that come through on the multicast feed, that are identified as "preliminary" are filtered. This CME is indicating they are preliminary. So you are arguing with them. Please take your argument to the CME. So why don't you have a call, with the CME about their "preliminary" settlement prices and their identification of settlement prices as preliminary. Why don't you have a call with them about the irreparable harm from them. Talk to them about their preliminary prices. You have the "incorrect" settlement for NGV20(2.660)(intraday chart) showing a DChng of (0.000) and the "correct" settlement of (2.657)showing DChng of(-0.053)(Daily chart. When the markets are closed and we have entered a weekend, the CME stops transmitting data and if we do any restart of our market data processing process which we did due to some server updates, we lose the settlement data. But you can see it on a Historical Daily chart. The CME does not transmit data after the close on Friday until Sunday evening. It is not a usual case, that we are doing software updates over the weekend so usually you will see the daily price change on Intraday charts but sometimes not.Here we are trying to do the best for users, and we are only getting complaints from both sides. And then we accused of being rude. We could care less what people say. 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: 2020-08-29 22:32:43
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| [2020-08-29 22:38:09] |
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The CME does provide multiple settlement prices at different times: They are all documented here: https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Market+Data+Incremental+Refresh SettlPriceType Bit 0 which we check indicates whether the price is preliminary or not. 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: 2020-08-29 22:40:18
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| [2020-08-29 23:41:58] |
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Anyway we think it is best policy for us to not filter any settlement values from the exchange. We will make this change before Monday morning. Users just need to understand, that they will see preliminary values as they come through the feed. And if they come earlier than expected, it will alter the daily price 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 |
| [2020-08-30 00:04:34] |
| User664240 - Posts: 206 |
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Glad to read your reversing the policy, but again this is not arbitrary for instance and I cannot over emphasize this point, On option expiration the quicker the settlement is known the sooner one can determine their positions. The idea that you would actively drive users away from your platform to determine their positions is amateurish. Remember please do not refer to these settlements as preliminary irrespective of what the CME calls them as we know they are not the best source of professionalism nor intuitiveness. Just look at their web site. These "preliminary" settlements are never incorrect and therefore reflect the robustness of the their data feed and hence why I and others call them early as there isn't any doubts of the veracity. Also do not mistake my comments about amateurism as being a personal indictment as I feel as whole you've improved your responsiveness to this boards queries. Further I think SC would benefit greatly from a short personal chat with me.
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| [2020-08-30 01:43:13] |
| User100912 - Posts: 104 |
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As Sierra Engineering have remarked, the issue you experienced was related to a complaint I made regarding an apparently incorrect daily price change arising from the preliminary settlement price in the COMEX Gold future. I was mistaken that the price was incorrect but had asked Engineering to look at whether this could be fixed on the Sierra side, the result was the patch which created your issue. Apologies. |
| [2020-08-31 19:12:03] |
| User664240 - Posts: 206 |
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Guys was there another issue as I have yet to receive settlements from the CME wrt the energy complex.
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| [2020-09-01 18:36:13] |
| User664240 - Posts: 206 |
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All good Now 09/01/20 14:34:00
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| [2020-09-01 18:40:25] |
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It was not until Monday after the close that we completed the updates necessary to provide preliminary settlement values.
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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