Support Board
Date/Time: Tue, 26 Nov 2024 06:31:45 +0000
spurious DAX future tick outside session hours
View Count: 542
| [2023-12-22 08:19:58] |
| User59879 - Posts: 66 |
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Ever since the EUREX issue earlier this month, I have been noticing a spurious tick in my DAX future data, outside session hours. I am not aware of this happening before the EUREX data feed failure. Today it occurs at 00:10:39.802000, but I have also seen it at other times over the last few days. Software version is 2568 (64-bit) So each morning, I use the tick editor to remove this tick from my data feed, as it does distort my indicators a bit. Can you please look into this? Thank you. |
| [2023-12-22 09:34:27] |
| Sierra_Chart Engineering - Posts: 17179 |
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This is definitely not a problem and is nothing new. Or perhaps it is new, with the new version of the T7 Data Feed. Which came out a few weeks ago. We think you are probably referring to the settlement value. If that is the case, this is nothing new. Adjust the Session Times to filter this out: Chart Session Times 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-12-22 20:33:43
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| [2023-12-22 20:34:53] |
| Sierra_Chart Engineering - Posts: 17179 |
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Make sure the session times are set to: 02:00:00 (Start) 21:59:59 (End) These are in CET time. If you have any further questions contact the exchange. The data 100% comes from the EUREX. This is not a Sierra Chart issue in any way and we do see that deleted post. This is not our issue. Contact the exchange with your questions. The data is from EUREX! Let them know the time of the price, and the value and the date. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-12-22 20:35:33
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| [2023-12-22 20:38:16] |
| Sierra_Chart Engineering - Posts: 17179 |
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If there is any claim that Sierra Chart is doing something wrong, we have reviewed the processing of the EUREX T7 EOBI data feed and it is correct. A trade is only recorded under the following conditions: Full order execution Partial order execution TradeReportMessage If the exchange is reporting a settlement value after the close as a trade, that is what the EUREX is doing. Sierra Chart is recording it but you can filter it out. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-12-22 20:39:12
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| [2023-12-22 20:46:20] |
| User59879 - Posts: 66 |
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I am assuming that you are replying to someone else's post that has been deleted? Just to make sure that you are not talking to me, the one who created the support ticket: I fully understand your reply, I have followed your advice, I am totally happy and there are no issues here :-) |
| [2023-12-22 20:54:42] |
| Sierra_Chart Engineering - Posts: 17179 |
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Yes, we are replying to someone who deleted a post and said the problem was on our side.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-22 21:05:05] |
| Ed C. - Posts: 117 |
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If the exchange is reporting a settlement value after the close as a trade, that is what the EUREX is doing. Sierra Chart is recording it but you can filter it out.
So this is not actual market movement, but exchange reporting? Interesting. |
| [2023-12-23 09:16:22] |
| User59879 - Posts: 66 |
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Actually, I have found that the exact session times for the DAX future are: 01:15:00 until 21:59:59 Thank you for your support; I have configured these session times now and all is perfect! |
| [2023-12-24 10:57:47] |
| User61168 - Posts: 403 |
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Hello User59879, Could I ask platform and broker are you using to execute trades on DAX? I am a US citizen looking for a reputable broker (other than Interactive Brokers) to use with SC charting platform (preferably for algo trading). |
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