Support Board
Date/Time: Mon, 10 Mar 2025 23:27:42 +0000
[Locked] - DOM bug on STOXX - bids and asks on the same price
View Count: 1171
| [2022-04-13 08:14:58] |
| User282741 - Posts: 36 |
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See the attached picture. There are bids and asks on the same prices. It happened a couple times today. Sometimes overlap was 4+ prices. Sorry I'm using a different way to upload chart images than you suggest, but I didn't know about it when it was needed. I am using SC 2382. Date Time Of Last Edit: 2022-04-13 08:15:47
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| [2022-04-13 08:49:47] |
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Refer to: Tick Size Change for EUREX FESX 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 |
| [2022-04-13 09:35:25] |
| User150671 - Posts: 69 |
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Not the same issue that you have referenced - I have a video that I will upload shortly. There is a discrepency between the Denali and CQG Data on STOXX - also there has been occasions were the BID has overlapped with the OFFER and STOXX has continued to trade lower. *Edit: Apparently there was an issue with EUREX itself earlier in the day (aprx 0845) where the book thined out significantly Denali seemed to be showing the correct data for depth at that time - however now it seems to be incorrect from what I'm seeing. Date Time Of Last Edit: 2022-04-13 09:39:56
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| [2022-04-13 09:46:13] |
| User282741 - Posts: 36 |
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It's not the tick size. I changed it long ago, everything worked fine. The issue happened today. You can see in on the DOM that it's changed. Attached another occurence, just happened as I was writing this replay. Date Time Of Last Edit: 2022-04-13 09:46:35
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| Attachment Deleted. |
| [2022-04-13 09:51:10] |
| User150671 - Posts: 69 |
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Trying to upload a video via the Add/Edit Attached Files and it's failing me... try this: https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=63361 *Edit: Apparently it did work Date Time Of Last Edit: 2022-04-13 09:51:35
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 20220413.STOXX.DOM.Issue.mkv - Attached On 2022-04-13 09:48:55 UTC - Size: 34.34 MB - 278 views |
| [2022-04-13 09:59:27] |
| Bango - Posts: 76 |
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https://www.sierrachart.com/image.php?Image=1649843816523.png same here |
| [2022-04-13 12:02:57] |
| User150671 - Posts: 69 |
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https://www.eurex.com/ex-en/trade/production-newsboard/XEUR-Emergency-Partition-3-PS-Gateway-failover-triggered-active-PS-Gateway-has-changed-3046732 This was possibly the initial cause Sierra seems to be working fine now. Can we get some info from Support about what this looked like on your end, and if there was anything on your end that was changed / done to correct it?: As I said above - it seemed like initialy Sierra had the correct depth - but after the issue for other data feeds was fixed Denali was then having problems with incorrect depth levels. *EDIT: Correction to my above - this behaviour is still occuring in Sierra Date Time Of Last Edit: 2022-04-13 12:17:41
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 Screenshot 2022-04-13 131711.png / V - Attached On 2022-04-13 12:17:34 UTC - Size: 139.15 KB - 144 views |
| [2022-04-13 12:49:53] |
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We need to know the exact symbol you are referring to. Give us the exact symbol.
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 |
| [2022-04-13 12:56:34] |
| User150671 - Posts: 69 |
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FESX Specifically FESXM22-EUREX Which you can clearly see from the screenshot and video. Further you even refered the initial poster to a link about the FESX tick size change. |
| [2022-04-13 13:01:58] |
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We are not observing any issue with the market depth for that symbol: https://www.sierrachart.com/image.php?Image=1649854849509.png We have reset the connections between the source data feed and our real-time server process. That fully refreshes the market depth data on the real-time server and causes the same on the Sierra Chart side. 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 |
| [2022-04-13 13:12:10] |
| User150671 - Posts: 69 |
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Reference the attached - there are still discrepencies between Denali and CQG Market Depth AND the issues discussed above are still occuring.
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| Screenshot 2022-04-13 141121.png / V - Attached On 2022-04-13 13:11:57 UTC - Size: 127 KB - 142 views |
| [2022-04-13 13:19:50] |
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We cannot do anything about the discrepancies due to the nature of the EOBI data feed. That will have to wait until tomorrow until we have a fresh connection and a new order book. It is not possible for us to do anything now if things have gone wrong on the EUREX T7 side and faulty or incomplete data has been provided on the T7 feed, aassuming that even happened. The market depth to us looks perfectly fine. There are no overlapping levels: https://www.sierrachart.com/image.php?Image=1649855893657.png 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: 2022-04-13 13:20:24
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| [2022-04-13 13:25:35] |
| User150671 - Posts: 69 |
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This entire response is unacceptable. You took over 5 hours to respond to an issue with your datafeed - ultimately likely caused by EUREX true - and your answer is "there's no problem - everything is fine wait until tomorrow." You have CLEARLY been provided evidence that there is an issue here. |
| [2022-04-13 13:35:40] |
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What is the current issue you see? Describe it in words also. And do not point out any discrepancies because that does not mean anything to us. We cannot say who is right or wrong on that. And if there really is any inaccuracy with the market depth, due to how the EOBI feed works we cannot do anything about it now. And we did not take five hours to respond. We answered the question, with what we believed was the correct answer, in less than an hour. And we did not notice any problems with our EUREX data feed, on our side after extensive review subsequent to that. And there were additional steps taken as well. Just because there is not a continued response, there still is review and monitoring going on. We are doing the best we can but we simply are not identifying any issue that we have any control over. 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: 2022-04-14 06:32:54
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| [2022-04-13 13:48:46] |
| User150671 - Posts: 69 |
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Look at the pictures provided. Watch the video provided. You can see where FESX has traded below a level - and yet still has market depth on the bid i.e. the Bid and Offer are overlapped. You can see the difference in size on the Bid and Offer with CQG via Tradovate on Jigsaw (Left DOM) and Sierra with Denali (Right DOM). The fact that I have to spell this out is absurd. There was a problem across the board with EUREX - Denali - TT - CQG - every Data Provider had an issue; YET Denali was the only data feed still having problems over 6 hours later. RE your response time: You paid the user off and assumed the problem was at his end. This is consistent behaviour from Sierra support - and with good reason. Other users respond - with clear evidence - that they are having the same problem, and it takes you a further 4 hours to respond and your reply is to ask what symbol - when again that information has already been provided, and you are still saying there isn't a problem. You want to be a data and routing provider, you need to raise the quality of your support. |
| [2022-04-13 14:32:33] |
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The symbol was never provided to us until we asked. None of you ever provided a symbol to us. The screenshots did not show that. Edit: At least the ones we were looking at initially. And our support is excellent. And it is not that we want to be a data and routing provider. We already are. And what we are offering is excellent. To this very moment we are not seeing a problem. This is the currently what we see: https://www.sierrachart.com/image.php?Image=1649860280218.png And also notice the symbol at the top left. And also there is no one else, who uses the EOBI data feed. EOBI is different than these other providers. No one else offers that. Nobody. So if there is some intermittent issues with EOBI that we are not seeing every time we look, then possibly it is EOBI specific. And also anyone who brings up an issue, with market depth with FESX at this time, 99% likely the issue is going to be due to the Symbol Settings being out of date. And that may very well be the issue right here. What is the Tick Size setting you have for FESX in the Trading DOM or chart? 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: 2022-04-13 14:41:00
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| [2022-04-13 14:48:20] |
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The only other thing we can recommend is to simply go through the procedure here: Global Symbol Settings: Update Global Symbol Settings And be sure to reconnect to the data feed. 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: 2022-04-13 14:48:27
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| [2022-04-13 14:51:28] |
| User150671 - Posts: 69 |
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I have better things to do than waste my time arguing with your support or sitting here watching a STOXX lader during US Cash. You were provided with evidence of what the symbol was - and you even refered the original user to the post regarding the FESX tick change. Like you said - if only Sierra are using EOBI then maybe it is an EOBI Specific problem. You have been provided video of the issue - and I'm happy to show you a further video from when the last screen shot I took was, which is the last time I noticed the problem. This is not a FESX Tick size issue. You want to know what size my DOM is set to - look at the image provided. It's right there - and I've been tracking the TICK change since JAN 31 when Eurex published the change. You can make claims on how excellent your support, data, and platform is all you like. Only one of those really stands up at the moment - it's undeniable that your platform is excellent. |
| [2022-04-13 15:23:31] |
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You were provided with evidence of what the symbol was We were not given a clear symbol among the initial posts we looked at. The symbol cannot be seen in those. We did later see one screenshot of a Trading DOM that showed the symbol but we did not initially look at that. And as a matter of policy we do not look at videos.And in any case because the issue is intermittent, it does not mean very much when we see an issue from a user. If we are not seeing it at the present time in the source data feed, then the issue would either be resolved, or be corrected with the subsequent steps that we took. And there is also a correction algorithm which automatically handles overlapping levels. - and you even refered the original user to the post regarding the FESX tick change. We made an educated guess, that it was the FESX because they had a market depth issue in STOXX.which is the last time I noticed the problem. Therefore this is implying, that the problem is not ongoing. Every time we have looked we have not observed a problem.Therefore, the issue may be specific to the current price level the FESX is at. Our server process does make automatic corrections when there are overlapping market depth levels but it is not always necessarily perfect. And there could be some other ongoing issue from the T7 feed. Furthermore, it is important to understand, that no one else is using the EOBI data feed, and this is an order by order data feed where we assemble the order book ourselves. It is done properly, but if there is any missing data, or incorrect data it can lead to problems. There is a correction algorithm which we have developed, but it may not always work perfectly. We have done the best we can here. The source of the problem was EUREX. Your opinion is meaningless to us. Fully meaningless. We have done absolute superb job with the support here and 100% correct. 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: 2022-04-13 15:55:45
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| [2022-04-13 15:43:01] |
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There were abusive posts being made here. They have been deleted and the user has been banned temporarily off the board. If you are not happy with our service, which is an accurate retransmission of data from EUREX, and which was processed correctly you are welcome to leave. We understand, users do not understand the technical details behind EOBI and potential issues that can arise with it. But this is a feed, offered and designed by EUREX. At no time did we ever ourselves notice a problem with FESX and we took various steps, including instructions to users, to remedy any potential issues. There is nothing more we could do. There very well could be a problem at certain points of time that we did not see.That very well may be true. There simply is nothing further we can do due to the order by order nature of EOBI. At least it is not reasonable because the other thing would be a feed restart which is a very involved process and causes an interruption of many minutes of the data feed. 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: 2022-04-13 15:45:29
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| [2022-04-13 16:16:58] |
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We do our very best here. If you know how much money and effort is invested in this EUREX data feed, and understand the technical nature of this feed and the correct processing and the special algorithms, and the fact that we could not do anything reasonably more to resolve the problem, you would not not be complaining. Sometimes there are technical problems that are not within our control. And furthermore, never at any time did we observe a problem with FESX June 2022 at the Sierra Chart side. Never. In the end, if you are not happy you can always leave. We do not need to hear complaints. It accomplishes nothing. Once we get the technical details from the user we then look into the problem and we will resolve to the extent we can which we have done. In the end, it looks as though the information about updating symbol settings both globally and in the chart, and us refreshing the market depth data in the real-time server and reinitiating the order book to users, did not help. Therefore if we did absolutely nothing, nothing would have changed. And thinking about this some more what could we have done? A properly engineered data feeds like we offer, do not require intervention unless there is a server or connectivity issue. There was not in this case. When it comes to Internet connectivity, that requires no intervention because there is already a secondary internet connection. So automatically, there is a failover to the secondary Internet connection. The complaints from that one particular user, was extremely abusive, and completely and completely out of bounds and inappropriate. It was as wrong as can be. And we deserve an apology. Your complaint was about EOBI. You should complain to EUREX about EOBI. You never had a complaint with Sierra Chart. 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: 2022-04-13 19:33:37
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