Support Board
Date/Time: Tue, 26 Nov 2024 07:41:16 +0000
Urgent - huge vol difference in Stoxx vs OEC and eurex website
View Count: 1093
| [2014-04-14 09:36:40] |
| corbeste - Posts: 74 |
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Hi, Today my SierraChart feed shows FESX vol at 521k around 11:30 CET. My OEC data feed shows vol at 287k. The eurex website (15 minutes delayed) shows 278k. I also saw huge volume on Friday (almost 2 million contracts) whereas the Eurex stats page shows 1.36 million contracts. Can you please check into this. -Steve |
 14-04-2014 11-35-19.png / V - Attached On 2014-04-14 09:35:53 UTC - Size: 58.59 KB - 376 views |
| [2014-04-14 09:58:01] |
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Not sure of the origin of data in that chart, but this is what we have: http://www.sierrachart.com/image.php?l=139746933338.png You can see both the volume for the most recent Intraday bar in this chart and the Daily Volume as reported from the exchange, at the top of the chart. We checked to IQ Feed and get identical readings. 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 |
| [2014-04-14 10:03:10] |
| corbeste - Posts: 74 |
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I only see the elevated volume when looking at intraday data - I can confirm the historical chart reports the correct volume. I use a 570m intraday chart for my daily, which is why it shows up in the chart I sent you. |
| [2014-04-14 10:05:43] |
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The data feed is definitely good. No problems. We cannot comment on what you are seeing because it is using data from a remote instance and we do not have the Chartbook and we do not know the time zone setting. You might want to re-download the data following the instructions in help topic 2: http://www.sierrachart.com/index.php?l=doc/helpdetails2.html Also set the chart bars to 1440 minutes per bar. 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 |
| [2014-04-14 10:18:39] |
| corbeste - Posts: 74 |
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I use two copies due to timezone issues from daylight savings, but only one instance connects to the data feed. After re-starting and re-downloading, it looks fine. |
| [2014-04-14 16:31:31] |
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We are not sure what the problem was. Although, the timeframe of the bars should be 1440 minutes. Possibly the Continuous Futures Contract option might have caused some unexpected problem, but we cannot think of what that might be.
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: 2014-04-14 16:44:35
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| [2014-04-14 16:38:10] |
| corbeste - Posts: 74 |
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I think I may have connected to both the OEC demo and production account at the same time - as my EuroStoxx instance had the demo credentials and was connected. There is no need to connect to both, so I disabled the demo account in the EuroStoxx instance and used the production instance as the only data source. I think SierraCharts was double counting the volume due to this. More of a user error than an issue with SC I think. |
| [2014-04-14 16:44:01] |
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OK, then this is the reason for the problem. And we would never have been able to figure this out from our side. It would be impossible for us to know something like this was happening. This indicates, you are sharing the Data Files Folder between two copies of Sierra Chart and we strongly recommend not to do that. This is explained at step 15 here: http://www.sierrachart.com/index.php?l=doc/MultipleServices.html#Sharing 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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