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Direct MessagesDate/Time: Fri, 26 Apr 2024 01:25:37 +0000
FDAX DYM19 displaced Volume/OI
View Count: 1070
| [2019-05-07 16:38:54] |
| User364630 - Posts: 13 |
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Hi FDAX DYM19 FDAX Statistics from Eurex: https://www.eurexchange.com/exchange-en/products/idx/dax/34642!onlineStatsReload?productId=34642&productGroupId=13394&busDate=20190430
Data is forApr 30, 2019 Last update:May 01, 2019 12:00:00 AM Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Jun 19 12,331.00 12,395.00 12,295.00 12,382.00 12,351.000 95,848 129,947 Data is forMay 2, 2019 Last update:May 03, 2019 12:00:00 AM Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Jun 19 12,314.00 12,420.50 12,276.50 12,343.00 12,353.000 106,999 132,890 Data is forMay 3, 2019 Last update:May 04, 2019 12:00:00 AM Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Jun 19 12,326.00 12,470.00 12,325.00 12,463.50 12,407.500 88,888 127,436 Data is forMay 6, 2019 Last update:May 07, 2019 12:00:00 AM Delivery month Opening price Daily high Daily low Last price Settlem. price Traded contracts Open interest Jun 19 12,336.00 12,350.50 12,144.00 12,338.00 12,308.000 125,768 137,016 2019/04/30, 12331.0000000, 12395.0000000, 12295.0000000, 12351.0000000, 106999, 132890 2019/05/02, 12314.0000000, 12420.5000000, 12276.5000000, 12353.0000000, 88888, 127436 2019/05/03, 12326.0000000, 12470.0000000, 12325.0000000, 12407.5000000, 125768, 137016 2019/05/06, 12336.0000000, 12350.5000000, 12144.0000000, 12308.0000000, 125768, 108478 2019/05/07, 12281.5000000, 12332.0000000, 12067.0000000, 12097.0000000, 134954, 0 Volume for May 6 is right, OI is wrong Volume for May 3 is wrong(same as May 6), OI is wrong Volume for May 2 is wrong, OI is wrong Volume for Apr 30 is wrong, OI is wrong Looks like its displaced by 1 day. I do not checked other Eurex symbols. Correct would be: 2019/04/30, 12331.0000000, 12395.0000000, 12295.0000000, 12351.0000000, 95848, 129947 2019/05/02, 12314.0000000, 12420.5000000, 12276.5000000, 12353.0000000, 106999, 132890 2019/05/03, 12326.0000000, 12470.0000000, 12325.0000000, 12407.5000000, 88888, 127436 2019/05/06, 12336.0000000, 12350.5000000, 12144.0000000, 12308.0000000, 125768, 137016 2019/05/07, 12281.5000000, 12332.0000000, 12067.0000000, 12097.0000000, 134954, 0 thx d. |
| [2019-05-08 04:50:31] |
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Yes this is a problem with the Barchart data. We have heard about this before and we did tell them about it years ago. They said they were going to fix it but obviously not. We cannot go into details but we are working on a permanent solution on our side to EUREX data in general. But it is not likely to be available for many months from now. This really is a complete joke they have not even taken care of this. Nothing but a complete joke. We are telling them about it again today. 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: 2019-05-08 16:50:18
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| [2019-05-08 16:54:49] |
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We have reported this again to Barchart just now. Hopefully they will get it taken care of quickly. And correct the prior data.
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: 2019-05-08 16:55:03
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| [2019-05-08 17:32:52] |
| User364630 - Posts: 13 |
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Thx for pushing Barchart to fix this. The feed is not usable/reliable with these problems. Is there a work around availabe? E.g. displace volume bars "+1" or are these problems random? |
| [2019-05-08 18:13:35] |
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The problem is not random. Using a displacement would be a good solution for now. It just affects EUREX data only. 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: 2019-05-08 18:13:51
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| [2019-07-20 09:48:00] |
| User364630 - Posts: 13 |
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Good news, it looks like Barchart fixed this problem. Data Feed is the same as the FDAX Statistics from Eurex website. https://www.eurexchange.com/exchange-de/marktdaten/statistik/online-marktstatistiken/4302!onlineStats?viewType=4&productGroupId=13394&productId=34642&cp=&month=&year=&busDate=20190719 |
| [2019-07-20 10:20:32] |
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This is good. They did tell us a couple of weeks ago it was a priority and they were working on it.
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 |
| [2019-08-15 13:40:08] |
| User364630 - Posts: 13 |
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Hi So, the FDAX feed is still not correct(didnt checked other EUREX symbols). Open Interest is wrong for the day before. After "Delete and download..." a few times over the current day it is correct sometime. I made "snapshots" of the last lines from the D1 feed for "FDAX DYU19 SEP19". EUREX publishes OI the same day 24:00 so it should be available and correct after midnight. Today, 15.08.2019, OI is even not correct for last 2 days. FDAX DYU19 SEP19 08.08.2019 18:00 2019/08/06, 11480.0000000, 11741.0000000, 11435.0000000, 11578.0000000, 144853, 126820 2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 90586 -> OI: 121648 2019/08/08, 11669.5000000, 11810.0000000, 11644.5000000, 11802.5000000, 95187, 0 09.08.2019 08:00 2019/08/06, 11480.0000000, 11741.0000000, 11435.0000000, 11578.0000000, 144853, 126820 2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648 -> OI: 121648 2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 116751 2019/08/09, 11814.5000000, 11832.0000000, 11777.5000000, 11781.5000000, 3271, 0 09.08.2019 18:49 2019/08/06, 11480.0000000, 11741.0000000, 11435.0000000, 11578.0000000, 144853, 126820 2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648 2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 88827 -> OI: 116751 2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11695.0000000, 87781, 0 14.08.2019 17:21 2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648 2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 116751 2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11670.0000000, 108164, 114677 2019/08/12, 11715.5000000, 11830.0000000, 11607.5000000, 11680.5000000, 95311, 113271 2019/08/13, 11640.5000000, 11833.5000000, 11529.0000000, 11760.0000000, 145911, 89045 -> OI: 121582 2019/08/14, 11787.0000000, 11787.5000000, 11450.0000000, 11461.0000000, 114175, 0 15.08.2019 13:17 2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648 2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 116751 2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11670.0000000, 108164, 114677 2019/08/12, 11715.5000000, 11830.0000000, 11607.5000000, 11680.5000000, 95311, 113271 2019/08/13, 11640.5000000, 11833.5000000, 11529.0000000, 11760.0000000, 145911, 89045 -> OI: 121582 2019/08/14, 11787.0000000, 11787.5000000, 11426.5000000, 11474.0000000, 143969, 0 2019/08/15, 11453.0000000, 11539.5000000, 11450.5000000, 11529.5000000, 7422, 0 15.08.2019 15:22 2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648 2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 116751 2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11670.0000000, 108164, 114677 2019/08/12, 11715.5000000, 11830.0000000, 11607.5000000, 11680.5000000, 95311, 113271 2019/08/13, 11640.5000000, 11833.5000000, 11529.0000000, 11760.0000000, 145911, 89045 -> OI: 121582 2019/08/14, 11787.0000000, 11787.5000000, 11426.5000000, 11474.0000000, 143969, 92419 -> OI: 123503 2019/08/15, 11453.0000000, 11539.5000000, 11257.0000000, 11393.5000000, 114511, 0 I use and checked(for a few days) the Total symbol "DY#-T" and for me it looks correct all the time. DY#-T 15.08.2019 15:37 2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149924, 123793 2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112406, 118914 2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11670.0000000, 108184, 116837 2019/08/12, 11715.5000000, 11830.0000000, 11607.5000000, 11680.5000000, 95508, 115531 2019/08/13, 11640.5000000, 11833.5000000, 11529.0000000, 11760.0000000, 146091, 123836 2019/08/14, 11787.0000000, 11787.5000000, 11426.5000000, 11474.0000000, 144107, 0 2019/08/15, 11453.0000000, 11539.5000000, 11257.0000000, 11364.0000000, 0, 0 Thx d. |
| [2019-08-16 18:38:50] |
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We will let our data provider know about this.
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 |
| [2019-08-20 08:21:12] |
| User364630 - Posts: 13 |
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Barchart EUREX Feed is still not reliable. Its annoying to check the EUREX website if the feed data is correct or not. FDAX DYU19 SEP19 20.08.2019 10:18 2019/08/15, 11453.0000000, 11539.5000000, 11257.0000000, 11410.0000000, 166771, 130726 2019/08/16, 11427.0000000, 11575.5000000, 11416.0000000, 11547.5000000, 110443, 90291 -> wrong OI: 118633 2019/08/19, 11600.0000000, 11754.5000000, 11564.0000000, 11713.0000000, 96073, 0 -> missing OI: 113284 2019/08/20, 11675.0000000, 11723.5000000, 11668.0000000, 11716.5000000, 2310, 0 |
| [2019-08-20 08:52:31] |
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We did notify Barchart about this but as of yet no response.
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 |
| [2020-04-15 09:31:24] |
| User364630 - Posts: 13 |
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Hi fyi: I dont know since when but for me it looks like the problem from above was fixed for FDAX Barchart feed. |
| [2020-04-15 10:21:59] |
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Okay that is good but if there is any continued problem know that we are working on a new source for EUREX data.
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 |
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