Support Board
Date/Time: Thu, 27 Feb 2025 11:49:07 +0000
TPO chart do not show datas from one DAX morning session only (from the rollover day).
View Count: 679
| [2021-06-21 09:43:59] |
| Krzychu - Posts: 15 |
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Hi, On friday I was looking on chart all was good, today morning I spot out my TPO chart cut datas from Fiday morning DAX session. On the other charts I can see it, its just this TPO chart do not show it. Afternoon session looks good, I lose datas only from morning session. Tried to change contract, deleted and downloaded datas again for this contract, update to newest version already last week. What else can I do ? http://www.sierrachart.com/image.php?Image=1624268531288.png thx K |
| [2021-06-21 17:06:09] |
| John - SC Support - Posts: 38222 |
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The values we see for the TPO look correct given the underlying data for that morning which is from the M contract data. Take a look at just the M contract and you will see that the data makes sense.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-28 06:12:54] |
| Krzychu - Posts: 15 |
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Hi, thanks for reply, Unfortunately the volume on this morning session is only 1613 contracts and this is unusual for DAX which is trading 15-30 000 contracts per session. As I also mentioned the same session profile from other charts looks good and do not miss any datas. It must be something with rollover date, maybe some setting I'm missing. Sierra Chart support - any advise from your side? thanks K |
| [2021-06-28 06:56:57] |
| Sierra_Chart Engineering - Posts: 18584 |
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For the full FDAX September 2021, not the mini one, we are seeing currently 2210 volume at 8:56 Brussels time. We also compared to another source of EUREX data, CQG, and they are showing matching volumes. 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: 2021-06-28 07:00:55
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| [2021-06-28 09:09:17] |
| Krzychu - Posts: 15 |
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Yes, this is probably correct inluding overnigt volume. however, I refer to full morning session only 8.00-2.30 PM (Brussel time), For the whole morning session I see only 1613 Contracts and I'm also misssing totally volume from 12.30am-2.30 pm for that day. The thing is, on that day-while being in front of computer - I could see this volume in TPO chart, I lost it the day after while loading the charts from previous day. http://www.sierrachart.com/image.php?Image=1624869520793.png http://www.sierrachart.com/image.php?Image=16248695440.png thx K |
| [2021-06-28 09:56:56] |
| Krzychu - Posts: 15 |
|
Yes, this is probably correct inluding overnigt volume. however, I refer to full morning session only 8.00-2.30 PM (Brussel time), For the whole morning session I see only 1613 Contracts and I'm also misssing totally volume from 12.30am-2.30 pm for that day. The thing is, on that day-while being in front of computer - I could see this volume in TPO chart, I lost it the day after while loading the charts from previous day. http://www.sierrachart.com/image.php?Image=1624869520793.png http://www.sierrachart.com/image.php?Image=16248695440.png thx K |
| [2021-06-28 14:46:00] |
| John - SC Support - Posts: 38222 |
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What you are seeing is due to the rollover. You are getting the morning data from the previous contract (M) and then the data switched to the next contract (U). Therefore, you were seeing the tail end of the M contract. If you want to look at a specific contract, just pull up the chart for that particular contract. We have done this and have verified that the volume for the M contract of the FDAX on June 18, 2021 from 08:00 to 14:29:59 Brussels time is 1613. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-29 09:37:41] |
| Krzychu - Posts: 15 |
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Ok, thank you, Can I see on TPO chart the same Value Area for that day as I see on my other chart - both charts are set up to show continue value from both contracts. http://www.sierrachart.com/image.php?Image=1624959297811.png http://www.sierrachart.com/image.php?Image=162495931236.png thanks K |
| [2021-06-29 15:56:37] |
| John - SC Support - Posts: 38222 |
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The main difference we see is that the VbP is setup to cover the full 24 hours of trading, but the TPO is separated into Day and Evening sessions. You would need to change one or the other in order to ensure that they are covering the same time periods. We are not sure, but it also looks like there may be a difference in the Session Times between the charts. You need to ensure that all the parameters are the same between the charts in order to ensure that you will get the same information. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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