Support Board
Date/Time: Sat, 23 Nov 2024 22:20:46 +0000
ICE/EUREX DATA ISSUES
View Count: 253
| [2024-07-25 10:32:20] |
| User624595 - Posts: 207 |
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We are paying for Sierrachart, Denali data, exchange fees through Sierrachart. We are also paying the full fees for ICE US data, ICE EU data, EUREX data exchange fees through IB. These costs are over $300/mo. A level I only option for ICEEU, ICEUS would be useful. How can we get these working? 1. Backfilled historical intraday data into Sierrachart, several months. Setting all the settings correctly, only a few days load. This is only a problem on these ICE/EUREX symbols, CME symbols load longer intraday history without issue. 2. Live real-time quotes on Quoteboard, currently EUREX symbol ESTX50 shows Live Position, but all other Quoteboard fields show 0. 3. Charts are not auto updating with realtime EUREX data even though it is activated/paid from IBKR and works on IBKR's charts. A manual delete/download in Sierrachart loads it up to the set limit. Charts with CME data update fine. 4. Daily/historical charts with streaming (even delayed) price updates within current day, not only updating after the oovernight. |
| [2024-07-25 14:45:03] |
| John - SC Support - Posts: 36238 |
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To start with, in order to get EUREX data into Sierra Chart, you need to get this from our Denali Exchange Data Feed. We do not have support for EUREX through any external connection. To setup the data from EUREX from our Denali Exchange Data Feed, please follow these instructions: Denali Exchange Data Feed: *Setup Instructions: All Other Exchanges* That being said, we are not sure whether any of the other questions are still valid or not. If you are having an issue with the ICE data from IB, then what exactly is occurring? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-07-25 19:10:06] |
| User624595 - Posts: 207 |
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To start with, in order to get EUREX data into Sierra Chart, you need to get this from our Denali Exchange Data Feed. We do not have support for EUREX through any external connection.
Can you allow the data to come in from IB like it does for ICE? Have already paid all the exchange fees through IB. And #1, and #4? |
| [2024-07-25 19:27:19] |
| John - SC Support - Posts: 36238 |
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This is not something that we expect will change.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-07-25 20:09:36] |
| User584084 - Posts: 262 |
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I get Eurex real-time data in SC from IB for DAX Futures & Euro Bund GBL. I pay my exchange fees to IB. I have no issues with the Eurex charts updating in real-time in SC. Are you having trouble getting real-time data for the DAX Index or DAX Futures in SC? DAX Index real-time data is an additional feed from IB (the German ETFs & German Indices feed). Symbol for DAX Index in SC is DAX-IND-EUREX. What EUREX symbols are you not getting real-time data for in SC? Only issue I had with Eurex data was with Sept DAX-202409-EUREX-EUR-25 contract when the contract rolled over from June to Sept. There was no historical data for the contract from IB. It was IB issue. There was historical data available for the DAX-202409-EUREX-EUR-5 contract though. Date Time Of Last Edit: 2024-07-25 21:05:37
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| [2024-07-26 01:43:13] |
| User624595 - Posts: 207 |
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What EUREX symbols are you not getting real-time data for in SC?
@User584084, currently trading Eurostoxx50 from Eurex, symbol ESTX50-202409-EUREX-EUR-10 . Get up to minute price data when manually selecting delete data and download, but it does not update the chart automatically in realtime. No issue like this on ICE data through IB in SC. Also on #4, the historical chart bar for a closed day does not update even when the next day session begins after 6pm ET, until a manual delete and download also. |
| [2024-07-26 02:46:50] |
| User584084 - Posts: 262 |
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I am running SC Version 2652 & IB Offline TWS Version 10.30.1g (Jul 10, 2024 4:00:31 PM). I opened a chart for ESTX50-EUREX-EUR-10 and it is updating in real-time from IB TWS. See attached image below. I have 2 instances of SC running and I am running the Eurex charts in Instance 1. The only time I had a chart just stop updating in SC was when I was running 2 Crude Oil CL charts 1 month apart in the same chartbook. The front month Crude Oil CL chart would sometimes freeze during the day and I would have to restart the IB TWS application and do a manual download of the missing data. I deleted the CL back month contract chart from the same chartbook and it has not happened since. With regard to historical charts, I have the same issues with the last bar. It doesn't update until the next day. I am on the USA East Coast NY/NJ. I am not experiencing any issues getting ESTX50 real-time data from IB & using a Eurex subscription from IB. The ESTX50 chart is updating normally in real-time like all my CME charts. Double check your session times. I would recommend you clear your log file. Then, do a manual delete and download for your ESTX50 chart and send the log file to Sierra Chart for review. Hope this helps. https://www.sierrachart.com/image.php?Image=172201056853.png Date Time Of Last Edit: 2024-07-26 16:16:54
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