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»Forums Index »Product Support »ProphetX Support »Price doesn't match b/w Excel functions and ProphetX
Author Topic: Price doesn't match b/w Excel functions and ProphetX (4 messages, Page 1 of 1)

Chrisnliu
-Interested User-
Posts: 2
Joined: Apr 5, 2012


Posted: Apr 5, 2012 12:17 PM          Msg. 1 of 4
I had a hard time to solve this problem but not successful:

On Excel spreadsheet, I have a formula to download NYMEX natural gas price for May 2012 (NGK2):

=ProphetX|QUOTE!'qngk2[DTN:NYMEX:DELAY]?Settle'

The value returned by this formula is $2.819, but on ProphetX the same futures are traded at $2.135 now! How can these two prices are different?

Thanks!

tribalmarine
-Interested User-
Posts: 2
Joined: Apr 5, 2012

Advanced ProphetX User


Posted: Apr 5, 2012 01:12 PM          Msg. 2 of 4
The formula you posted for the settle price.

=ProphetX|QUOTE!'qngk2[DTN:NYMEX:DELAY]?Settle'

I'm showing the settle price for QNGK12 at 2.141.
I'm confused as to why you are seeing a different settle price of 2.819. Looking at the contract chain for QNG AND NG, I don't see that settle price anywhere. It sounds like some troubleshooting is in order.


A couple observations:

1. The symbol you are using QNGK2 is the electronic symbol for Natural Gas. This is different from the pit traded symbol NGK12. When it comes to the settle price however, they should match. The exchange uses the same settle price for both last I checked. FYI -- The same cannot be said for the live trading price throughout the day.

2. QNGK2 is also the one-digit-year version of the symbol QNGK12. It's likely this doesn't matter, since ProphetX should translate QNGK2 into QNGK12 automatically.

3. Looking at your formula, I'm wondering what version of ProphetX you are using. This is an old formula. If you are relatively up-to-date with the client version, I might suggest you try this formula and see if the value is different. Try it in a new spreadsheet as a test.

=ProphetX|QUOTE!'dtn:nym:QNGK12?SettlementPrice'

If the values are different, there is a problem. At that point, I'd suggest calling customer support.
If they match, double check the settle price in ProphetX.


The best way to create a formula from ProphetX to paste into Excel is to:
a. right click the selected cell or cells in ProphetX and choose "Format Excel Link".
b. Then paste in Excel.
Note: if you do not see "Format Excel Link" option when you right-click, you have a older client. In which case the steps are a little different.


4. Another thing to check on the excel spreadsheet is to see if the values are updating from ProphetX. If the spreadsheet is not setup to update the calculations automatically, it can prevent the formula linked data (aka DDE) from updating. In that case, the value you see in the spreadsheet could be stale from some time in the past.
A quick check to see if this is the case is to press F9 to recalculate or check to see if you have any formulas that display the 'Last' value. If the contract is trading actively in ProphetX, they should also update in Excel as well. If they are, then automatic calculations are not the issue.

If that doesn't check out, perhaps you could attach your spreadsheet and I could take a look.

Chrisnliu
-Interested User-
Posts: 2
Joined: Apr 5, 2012


Posted: Apr 5, 2012 11:05 PM          Msg. 3 of 4
Thanks! I called DTN help desk and found out my Google Chrome is interfering DTN to update prices...

tribalmarine
-Interested User-
Posts: 2
Joined: Apr 5, 2012

Advanced ProphetX User


Posted: Apr 6, 2012 09:06 AM          Msg. 4 of 4
Really?? Strange.

Care to share what you did to fix the issue? I use Chrome, so I'd hope to avoid any issues.
 

 

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