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Date/Time: Tue, 26 Nov 2024 19:38:19 +0000

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options data discrepancy

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[2023-10-24 14:23:09] #1 [Go To First Post]
User255315 - Posts: 133
Hi SC, i was trying to access the options data, and i see discrepancies when i compare it with the data available on cme website, for example the total volume traded in a specific option contract is way different when i compare it with the data available on cme website, what could be the possible reason for this, also i think it was working fine last week.

[2023-10-24 21:59:37] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17182
We do not know what options data you are referring to. Give us one specific contract. and where are you looking for the total volume? 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

[2023-10-25 09:47:51] #3 [Go To First Post]
User255315 - Posts: 133
Hi SC, I was trying to access the contract "LOZ23 P8600.FUT_OPT.NYMEX". So just noticed that the data on historical chart matches with the data from cme website but the data from intraday chart doesnt. So for example if i am looking at daily volume for the above contract for monday (23/10/2023) on historical chart the total volume for the day is 665 which matches exactly with data from cme website but on intraday chart it shows only 150. I understand that there could be discrepancies between both intraday and historic charts, but this one seems to be a bit strange, any idea what could be causing this huge discrepancy?? Thanks for your time

[2023-10-26 03:37:01] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 17182
Yes this does make sense and is explained here: Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.7 - Comparing Daily Volume to Intraday Chart Bar Volume 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

[2023-10-27 09:45:28] #5 [Go To First Post]
User255315 - Posts: 133
Hi SC, Is there anything I could do to make sure that I am not losing out on any data when accessing the intraday charts. Now that I see there could be huge discrepancies between the real time data sent out by exchange and the eod adjustments they make to the data, want to make sure that there are no deficiencies in my setup. Thanks again

[2023-10-27 14:38:23] #6 [Go To First Post]
John - SC Support - Posts: 36302
There are not deficiencies in the data you are getting from us or anything that needs to change in your setup. There is simply a difference in the Historical daily data as opposed to the Intraday data that is sent by the exchange. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-10-31 10:00:12] #7 [Go To First Post]
User255315 - Posts: 133
Hi SC, i opened a 10 minute chart for options contract(LOZ23 P8350.FUT_OPT.NYMEX), and as can be the seen in the attached screenshot the chart shows data even when there are no trades happening and the number of trades subgraph seems to be showing some abnormal values, when i choose the "delete all data and download" option it seems to reset for a bit but again the issue recurs, Request you to kindly advise on how to resolve this, also is there an option to programmatically do the "delete all data and download"? https://www.sierrachart.com/image.php?Image=1698746379643.png

[2023-10-31 22:40:40] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 17182
Disable this option for the chart: Chart Settings: Load Bid/Ask Update Only Intraday Records (Chart >> Chart Settings >> Chart Data menu) 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

[2023-11-01 06:15:04] #9 [Go To First Post]
User255315 - Posts: 133
perfect thanks, also is there an option to programmatically do the "delete all data and download"?....as in do it through my custom studies code??, any possibility of adding a function for that??

[2023-11-03 03:29:53] #10 [Go To First Post]
Sierra_Chart Engineering - Posts: 17182
Yes. Refer to: sc.StartDownloadHistoricalData() 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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