Support Board
Date/Time: Sat, 30 Nov 2024 04:29:02 +0000
[Solved] FXCM Forex Data Error - Extra data for weekends
View Count: 549
| [2022-12-18 21:58:09] |
| ticinotrader - Posts: 392 |
|
Dear Support, Since ~2 weeks, I am encountering with the following data error, when connected to SC All Data data service and opening intraday charts of symbols from the FXCM datafeed and the FX Indexes: On the dates of 2 December 2022, 9 December 2022 and 16 December 2022, there is an extra tick/data displayed beyond the actual market close at 17pm NY/EST, that should not exist. The dates where the problem exists are different for individual symbols, but all of them are related to strange/dummy data on Friday, after the 17pm NY/EST close. My charts are set to use NY/EST timezone and display sessions starting from 17:00:00 and ending at 16:59:59. Please see the attached chart screenshots that show the data error - you can simply pick the wrong data by watching the double vertical lines displayed on the chart that represent the session start (Chart Settings >> Grid is set to Session Start = 1) The affected pairs and dates are: CADCHF: 12/16 CADJPY: 12/02 EURCAD: 12/02, 12/16 EURJPY: 12/02 EURUSD: 12/16 NZDJPY: 12/16 NZDUSD: 12/16 USDCAD: 12/02, 12/09, 12/16 All the FX Index symbols are affected as well (AUD-X, CAD-X, CHF-X, EUR-X, GBP-X, JPY-X, NZD-X, USD-X, USDX), but there are some differences: - All FX indexes have the same problem for *all* dates mentioned above (12/02, 12/09, 12/16), except the NZD-X, where the problem exists on 12/9 and 12/16 only - On 12/09 and 12/16, all FX indexes have *two* additional extra ticks in the data beyond the 17pm close: on 12/09, there are two additional ticks at 17pm and 19pm and on 12/16 there are two at 17pm and 17:30 To fix the error, I have tried to reset the data using the 'Edit >> Delete All Data and Download' option, but the result is the same. The same issue happens for other traders in my private group as well. I am using the latest 2458 SC version and connected to the SC All Data datafeed. Can you please help with fixing this issue? Thank you in advance. https://www.sierrachart.com/image.php?Image=1671398931785.png https://www.sierrachart.com/image.php?Image=1671399051327.png |
| [2022-12-19 06:25:28] |
| User391959 - Posts: 17 |
|
Dear Support The same data error is observable on my end. Please allow me to add a couple of more affected pairs: GBPJPY: 12/16 USDNOK: 12/16 Thank you. |
| [2022-12-19 13:21:56] |
| |
|
This data is transmitted by FXCM. We do not have direct control over this. We are not going to remove this. And we are not going to contact them about this either. They are not even going to pay attention to us. But if there is data that is considered part of the weekend we can filter that out. We will look at that. 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: 2022-12-19 13:23:58
|
| [2022-12-19 13:43:11] |
| ticinotrader - Posts: 392 |
|
if there is data that is considered part of the weekend we can filter that out. We will look at that.
It is always the data after the 16:59:59 NY/EST close (outside possible trading hours) on the same day (Fridays) that is causing the problem. Date Time Of Last Edit: 2022-12-19 13:44:54
|
| [2022-12-19 15:08:29] |
| |
|
Okay but this is being sent by FXCM. This is not within our control. But if it is considered part of the Saturday trading day we may be able to filter it.
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 |
| [2022-12-19 15:49:15] |
| ticinotrader - Posts: 392 |
|
Thank you yes, I completely understand that this (data source) is not within your control and that the problem exists on FXCM's side. With my previous post, I just wanted to confirm that the 'bad-ticks' always appear on Fridays after the 16:59:59 NY/EST close, hence they could be considered as Saturday sessions (if Saturday session is defined as Friday 17:00:00 - Saturday 16:59:59 NY/EST). So filtering out Satruday session's data on the FXCM (or any other FX) feed, would solve this issue and prohibit it from happening in the future. Thanks again in advance. |
| [2022-12-21 01:24:50] |
| Sierra_Chart Engineering - Posts: 17267 |
|
Thinking about this, you can solve this on your side just by setting the Chart Setting option Weekend Data to Do Not Load Weekend Data.
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: 2022-12-21 01:25:12
|
To post a message in this thread, you need to log in with your Sierra Chart account: