Support Board
Date/Time: Wed, 27 Nov 2024 07:28:09 +0000
Eurex instruments not showing correct data on expiry date
View Count: 374
| [2023-09-18 02:01:38] |
| User494557 - Posts: 3 |
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Hi, I am currently with AMP futures, and I am using Denali data feed, with CQG order routing. I have noticed for DAX and Eurostoxx50, on the new December contract, when I choose continuous contracts in the chart settings, it is currently not showing the correct data for the expiry day, which was this past Friday (15/09/23). Only the first half of the day is shown. But when I change it to non-continuous contracts, it displays the data correctly. Please see images below Dax Continuous vs. Non-continuous: https://www.sierrachart.com/image.php?Image=1695001950868.png https://www.sierrachart.com/image.php?Image=1695002091503.png Eurostoxx Continuous vs. Non-continuous: https://www.sierrachart.com/image.php?Image=1695002339823.png https://www.sierrachart.com/image.php?Image=169500238729.png Date Time Of Last Edit: 2023-09-18 02:09:07
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| [2023-09-18 16:15:41] |
| John - SC Support - Posts: 36309 |
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We see that these are different charts. What are the session times set to in both charts?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-19 03:06:56] |
| User494557 - Posts: 3 |
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Session time is set to 0800-1730 on both charts. Actually I've managed to get around the issue, by using volume based rollover instead of date based rollover. Not sure why this is, but I guess I'll use this from now on. |
| [2023-09-19 10:00:57] |
| Sierra_Chart Engineering - Posts: 17191 |
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We are looking this over. We may need to make an adjustment to the date-based rollover rules.
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 |
| [2023-09-19 16:53:09] |
| Sierra_Chart Engineering - Posts: 17191 |
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Refer to: Missing data EUREX | Post: 358489 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 |
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