Support Board
Date/Time: Tue, 22 Apr 2025 23:08:11 +0000
Bid Price is above current price
View Count: 128
| [2024-12-20 07:23:21] |
| User807393 - Posts: 2 |
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Can you explain me this phenomen you see on the attache file. It started Wednesday even in the old contract and now today morning als in the march contract. Single Bid prices are above currrent price and shows a weared gain. The DOM stuck with this upper Bid prices during the session. Is there something to fix this problem. Any solution?
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 241220 DOM Screenshot .png / V - Attached On 2024-12-20 07:18:16 UTC - Size: 77.81 KB - 38 views |
| [2024-12-20 07:47:20] |
| User197029 - Posts: 52 |
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Same problem. See here: EUREX Issue with DOM Displaying Bids Above Offers and at the Same Level |
| [2024-12-20 07:54:37] |
| Sierra_Chart Engineering - Posts: 19305 |
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This should now be resolved. We see no packet loss at all processing the EUREX EOBI data feed, which can lead to this kind of problem. This is an order by order data feed, which can have this type of problem but there is an algorithm we have created which automatically corrects this problem but we see it was disabled and we enabled it now. We have an improved algorithm we want to start testing. We will try to get to that this coming week. The fact that this occurred shows, there has been some faulty data from EUREX. This was not a Sierra Chart issue. But we do have an algorithm that corrects 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-12-20 07:56:25] |
| User197029 - Posts: 52 |
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Thank you. It is working now. Just to add that in NinjaTrader this problem did not occur so it might have something to do with SC overall. Just saying.
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| [2024-12-20 08:01:18] |
| Sierra_Chart Engineering - Posts: 19305 |
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This is because ninja trader does not offer an order by order data feed. They use a much more limited data feed from EUREX. Not to mention to the fact, that they are getting data, from some data vendor. Sierra Chart provides the actual raw full feed. This is called the T7 EOBI feed. Sierra Chart is a direct vendor with EUREX. And we processed the raw data feed. No competitor of ours, does this. Ninja trader is not at all in the technical category of what Sierra Chart has. What we offer in Sierra Chart from EUREX is not offered, in the retail environment anywhere else. What we have is exclusive. This is an order by order data feed giving you extended market depth, market by order data, and every single trade. No one else has this. We have invested heavily in this data feed, over the last several months. Even though we have a small number of users using it. It is the very best there is. And we know about this type of issue, and we do have an algorithm which corrects it. And we also completed development of another algorithm about two weeks ago, which is an improved way of dealing with this issue. A lot of work has been done on EUREX, in recent months. We do apologize for the issue, but this is a transition time, to our new platform for EUREX and the correction algorithm was off. 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: 2024-12-20 08:03:30
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