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Date/Time: Sat, 11 Jan 2025 20:59:10 +0000



Post From: Wrong price scale /wrong daily range Bund

[2016-12-22 19:53:47]
User555435 - Posts: 5
Thank you very much for the fix.
Nothing wrong about the number bars values now (except the high and the low which should now be correct), though during the session, I had huge gaps and empty levels which were not corresponding at all with the volumes (and the prices) I could see in my DOM or in Bookmap.

I catch the opportunity to signal that whereas EUREX is usually working fine (FESX/DAX/FGBL), since a couple of weeks, myself and a couple of other traders have noticed that the CME data provided by transact (especially ES) does not transfer properly into Sierra in terms of number bar values.
2 (powerfull)computers logged into the same live account show -very- different volumes and ask/bid volume split (though using the exact same chartbook, sierra version and parameters).
We have to frequently delete and download data which then gives the same result on both computers but the values do then show a significant number of added contracts, which to analyse the past is OK but does not give confidence in the unfolding footprint to take decisions.
Those différences are easily visible when comparing Bookmap/Sierra ask/bid traded volumes live when connected to the same transact feed.
I discussed this issue with transact but we did not move forward so far.
I hope this might help, I can provide you examples if needed, let me know if I have to do so.
Thanks a lot again for you support.