Support Board
Date/Time: Mon, 25 Nov 2024 16:47:34 +0000
FXCM data feed issues
View Count: 3854
| [2014-02-13 12:06:41] |
| corbeste - Posts: 74 |
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I have started looking at different FX pairs - normally I trade futures so I am no expert on the FX market. However I am concerned about the reliability of the FXCM data feed provided by Sierra Charts. I have attached 3 charts of GBPNZD, the first is SC, the second is IB and the third is a FXCM demo account, via their online platform. The IB and FXCM demo charts match well - I did not perform a bar-by-bar analysis but they both suggest the same pattern to me fairly obviously. The SC chart comes across as a lot more noisier - its much harder for me to detect the underlying pattern. Note the spike in the middle of the chart, and various swing points that do not match well with either FXCM or IB. All charts are 120min, so the OHLC should be approximately equal, but I do not find that to be the case. I have noticed the same issues when looking at EURAUD, especially with daily charts vs intraday charts. Since the FXM service is free, I am not expecting a high quality data feed, although you should not advertise it as such on your webpage. Yet I cannot find any information about the Ajax service listed in your data providers list which was suggested in the past as of higher quality. IB is effectively useless as a historical data service (as I am sure you are aware) so I cannot use that. Can you please explain the issues I see in the GBPZND chart? At the very least I would expect it to match the FXCM demo account. |
FXCM.png| [2014-02-13 12:36:42] |
| AndyL - Posts: 119 |
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corbeste: one possible reason for different highs/lows is that ib/fxcm might start the 2-hour bars at a different hour than the sc chart - this is timezone dependent. I would try to compare 1 hour charts. Another possible reason is that SC is using midpoint for charts, and ib/fxcm might use something else, like bid/ask. When comparing daily charts, as well make sure daily bars are started at the same hour, and if they include sunday bars. My obsrevation is that the SC feed is reliable (i stare at them pretty much all day). Although i only use G7 pairs, so not entirely sure on crosses. Date Time Of Last Edit: 2014-02-13 12:39:41
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| [2014-02-13 13:12:15] |
| corbeste - Posts: 74 |
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H AndyL, Thanks for the advice, the charts are indeed starting at different times, rookie error! On an hourly basis they look a lot better - the differences resolve to simple HL issues, which I expect from FX. |
| [2014-02-14 01:13:55] |
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The one thing we would point out is the Sierra Chart charts by default use the average of Bid and Ask. Refer to: http://www.sierrachart.com/index.php?l=doc/SCRealTimeFOREX.php#DataRecordingModes 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: 2014-02-14 01:14:38
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| [2014-02-26 23:24:15] |
| User21339 - Posts: 61 |
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Got the details fromFXCM they sent me this SocketConnectHost=fixreal.fxcorporate.com SocketConnectPort=8028 SenderCompID=xxxxxxxxx_client1 TargetCompID=FXCM TargetSubID=GBREAL i entered the settings and still the same problem. no data. |
| [2014-02-26 23:52:06] |
| User21339 - Posts: 61 |
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i have several accounts with fxcm. i have tried all the account numbers. I also setup a demo account to see if that would work. But all are unable to connect. I will be purchasing a feed from iqfeed but i need to know i can connect to sierra. The other charting package i use is ensign, and i have no problems getting a data feed from FXCM for that. |
| [2014-02-27 00:50:16] |
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As long as you have correct connection information from FXCM, we could set a time to connect to your system remotely and you can show us the connection information. We can then make sure it is all correctly entered and help you get connected. You can request this help through an Account Support Ticket here: https://www.sierrachart.com/usercp.php?page=SupportTickets Here are the IQ Feed set up instructions: http://www.sierrachart.com/index.php?l=doc/DTNIQFeed.html If you just want the FXCM data feed and do not want to trade, then follow the instructions here: http://www.sierrachart.com/index.php?l=doc/SCRealTimeFOREX.php 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 |
| [2014-02-27 02:10:42] |
| User21339 - Posts: 61 |
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yeah, i dont need to trade off the sierra platform. Just need the data and heyho! the link you included got me setup and all working. Thank you SO much.. great service . |
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