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Date/Time: Sun, 08 Sep 2024 00:14:20 +0000



DOM/Chart DOM odd behaviour & error error filtering showing up in message log today

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[2015-03-23 09:18:32]
Pawel_Szpak - Posts: 48
Chart Dom / Dom for FGBLM5 whether set to SIM or LIVE - keeps resetting/switching on an off - all bids/offers disappear and reappear every few seconds

See attached pictures - this happens intermittently every few seconds, then not for say 10 seconds then a flurry of it.

Also, message log is showing a lot of "error filtering" lines (as per log below). I've not had this before. I've gone and synchronised my pc to internet time (seeing it was giving a lot of time difference here), but that hasn't helped. The daily low and high values it is filtering here make no sense 2480 high . 1587.80 low - miles away from real price. Is there some issue with the feed today? I've got the EUREX exchange feed via Sierra.

--- Log below ---
Software version: 1241 | 2015-03-23 09:07:35
Uses New Spreadsheets | 2015-03-23 09:07:35
Usage end date: 2015-04-08 | 2015-03-23 09:07:35
Enabled for: Advanced Features. | 2015-03-23 09:07:35
Enabled for: Advanced Features 2. | 2015-03-23 09:07:35
Enabled for: Sierra Chart Historical Data Service. | 2015-03-23 09:07:35
Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2015-03-23 09:07:35
Enabled for: EUREX exchange. | 2015-03-23 09:07:35
Received 1 data feed usernames. | 2015-03-23 09:07:35
Allow Support for Sierra Chart Data Feeds is enabled. | 2015-03-23 09:07:35
Active service: Open E Cry FIX | 2015-03-23 09:07:35
Time Zone: +00:00:00 (GMT+00BST+01,M3.5.0/01:00,M10.5.0/02:00) | 2015-03-23 09:07:35
2015-03-23 09:07:35 Local computer clock time | 2015-03-23 09:07:35
2015-03-23 09:07:35 GMT time | 2015-03-23 09:07:35
2015-03-23 09:07:35 Time zone adjusted time | 2015-03-23 09:07:35
Time difference to server time: 0 seconds. | 2015-03-23 09:07:35
Program path: D:\SierraChart\ | 2015-03-23 09:07:35
Data Files path: D:\SierraChart\Data\ | 2015-03-23 09:07:35
OS Version Number: 6.2 | 2015-03-23 09:07:35
Locale Information: C | 2015-03-23 09:07:35

Checking for new symbol settings for oec | 2015-03-23 09:07:35
HTTP connection to www.sierrachart.com:80 (0) | Resolved address sierrachart.com to IP 5.9.8.236 | 2015-03-23 09:07:35
HTTP connection to www.sierrachart.com:80 (1) | Connected. | 2015-03-23 09:07:35
Requesting symbol settings for oec. Overwrite = off. | 2015-03-23 09:07:35
Symbol settings received. | 2015-03-23 09:07:36
Processed received symbol settings | 2015-03-23 09:07:36

...

Error filtered for FGBLM5, Daily High = 2480.000000, Daily Low = 1587.800049, Value = 158.889999, Time Difference = 148 seconds, Percentage = 10.147999% | 2015-03-23 09:16:59
Error filtered for FGBLM5, Daily High = 2480.000000, Daily Low = 1587.800049, Value = 158.889999, Time Difference = 148 seconds, Percentage = 10.147999% | 2015-03-23 09:16:59
Error filtered for FGBLM5, Daily High = 2480.000000, Daily Low = 1587.800049, Value = 158.889999, Time Difference = 148 seconds, Percentage = 10.147999% | 2015-03-23 09:16:59
Error filtered for FGBLM5, Daily High = 2480.000000, Daily Low = 1587.800049, Value = 158.889999, Time Difference = 158 seconds, Percentage = 10.157999% | 2015-03-23 09:17:08
Error filtered for FGBLM5, Daily High = 2480.000000, Daily Low = 1587.800049, Value = 158.889999, Time Difference = 160 seconds, Percentage = 10.159999% | 2015-03-23 09:17:10
Error filtered for FGBLM5, Daily High = 2480.000000, Daily Low = 1587.800049, Value = 158.899994, Time Difference = 174 seconds, Percentage = 10.174000% | 2015-03-23 09:17:25


Date Time Of Last Edit: 2015-03-23 09:57:53
imageDOM-OK.png / V - Attached On 2015-03-23 09:17:51 UTC - Size: 29.81 KB - 364 views
imageDOM Not OK.png / V - Attached On 2015-03-23 09:17:57 UTC - Size: 25.11 KB - 351 views
[2015-03-23 09:48:52]
Futurestrader77 - Posts: 126
Same problem here, price went to 2400 and back to 158, therefore charts are looking bad, reload and recalculate did not help.
[2015-03-23 09:55:04]
Sierra Chart Engineering - Posts: 104368
There is a problem with the EUREX feed this morning, and least for this particular symbol, and the data feed operations has been notified.

The cleanup of the historical data will need to occur later on in the day.
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: 2015-03-23 09:58:30
[2015-03-23 17:50:56]
Sierra Chart Engineering - Posts: 104368
We are told the source of this problem is an unannounced data format change from CQG. It has temporarily been patched and CQG will resolve the underlying problem by the end of the week.

We are going to clean up the historical data errors, this evening.
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
[2015-03-24 07:15:36]
User93757 - Posts: 61
Hi, any updates? Still having issues, can't even get the charts to load.. thx,
[2015-03-24 07:20:16]
Sierra Chart Engineering - Posts: 104368
Yes. The problem is resolved. Go to the chart and select Edit >> Delete All Data and Download.
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
[2015-03-24 07:40:26]
Futurestrader77 - Posts: 126
I followed your recommendation and in addition I deleted the contract data for the June contract but the chart for FGBL looks still like the image I have attached. For yesterday I am missing data as well as for today.

Date Time Of Last Edit: 2015-03-24 07:41:30
imageGBL-201506-DTB [M] 1 Min #8 2015-03-24 08_35_30.615.png / V - Attached On 2015-03-24 07:38:24 UTC - Size: 45.04 KB - 374 views
[2015-03-24 16:17:35]
Sierra Chart Engineering - Posts: 104368
We do see 50 minutes of missing data on 3-23 for 50 minutes and this will be corrected at the end of the day. Otherwise, we are not seeing chart bars that look like those in the data. Try re-downloading the data again for that day.
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: 2015-03-24 16:19:34
[2015-03-26 03:31:31]
Sierra Chart Engineering - Posts: 104368
As of yesterday, the missing data has been restored and the data errors have been cleaned up.

Re-download the Intraday data, and the problem should be resolved.
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: 2015-03-26 03:32:01

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