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||Dec 5, 2012 12:55 AM
FGBL07 has contributed to 41 posts out of 20641 total posts
(0.20%) in 3,946 days (0.01 posts per day).
20 Most recent posts:
Sierrachart support has looked into this problem and found a bug in their software.
Currently I'm using the 156 server. The data are ok.
I have a problem with daily charts of @TY# and @TYH13: Today's date is shown as 2012-12-04.
This does not apply to intraday charts where the correct date is displayed. I don't know where the error arises: from DTN IQFeed or Sierrachart.
Many Thanks for your prompt help.
When I logged in this morning I obviously was lucky because I got server 148.
I could repair my data and everything looks fine today.
I have posted the problem in the SC support forum. SC support has looked into the problem.
Please take a look at post #4: https://www.sierrachart.com/supportboard/showthread.php?p=228005#post228005
Yes, I think it's time for Sierrachart Support to do some work.
The price data match except for the close: BD# will show the settlement price while BDZ12 daily will show the real close. That's the reason why I use different charts.
The volumes never are exactly equal - but that is be expected. The large differences started at this Monday.
My suspicion: calender spread trades are reported twice: once for the normal order book and once for the spread order book.
I just took a look at time and sales and some entries look suspicious.
I'm sorry, I have been misleading.
When I look at daily charts for BD# and BDZ12 they indeed show the same volume. But the screenshot of the BDZ12 chart I have shown you is a 840-minute chart, that equals to one Eurex trading day. All three charts should display the same volume figure.
I'm using Sierrachart as charting software. Since two days I see very high volume figures reported for intraday charts of the Bund Future - BDZ12. The continuous contract - BD# - shows only about 50% of this volume. The latter figure is confirmed by the figures shown in IB's TWS.
In my experience the smaller number is correct.
Working on a Sunday afternoon? Great!
"..Are you saying it increases the CPU without even running a test symbol in the diagnostics app? "
No, sorry, I was misleading on this. I had entered a test symbol (XG#) and started the test.
I have set the log level now to "0 - no logging" and a first test shows that the Searchindexer no longer stresses the CPUs.
Final test will be tomorrow during market hours.
Many Thanks and have a nice Sunday.
I have a problem on my PC with the Windows Searchindex and the IQFeed client.
I had noticed that whenever I run my chart program (Sierracharts) the Windows Searchindex process starts to use an indecent amount of CPU time. In fact it uses more CPU time than Sierracharts.
Just starting the IQFeed diagnostic tool will have this effect, so Sierracharts itself is not involved.
I'm at a loss what setting for the Searchindex I have got to change to stop this.
I'm using Windows 7 Home Premium 64-bit and IQFeed 22.214.171.124.
Quote: ....The screenshot of the diagnostic utility that you provided was from 02:59:46 eastern US time of September 5th - long before the rollover actually took place...
This is wrong: take a look at the screen shot again. Snagit automatically adds the time and date to the screen shots I make. The caption clearly says "08:59:52 06.09.2012".
This screenshot was taken at 8:59:52 European time on the 6th of September (that is today). The time corresponds to 2:59:52 EST. And by your own claim you should broadcast the data for BDZ12 at this time.
Please look again.
Today I watched the rollover for the BD# contract using your diagnostic utility.
It is like I described earlier in this thread: up till 9:00 CET = 3:00 EST you send data for the September contract and then you switch to the December contract.
This is not useful, trading starts at 8:00 CET and contracts should be switched at this time.
Same applies to the other Eurex contracts like XG and EX (rolling on 21th).
I can upload only one screen shot, tell me if you need more.
Thanks for the data. I compared them to mine and it looks like I got it wrong. I thought the large drop in the EX was wrong, but obviously it was for real.
I was mistrustful because on the rollover of the Bund Future - BD - on 07.06.2012 I had seen this behaviour: see screenshot. There is no doubt that for the hour from 8:00 - 9:00 the June contracted was plotted. Though I did not look at (and save) the data. It might be a problem with Sierrachart.
I'll have to watch it at the next rollover.
You offer continuous contracts for futures traded at Eurex like BD#, XG# and so on.
You roll them into the next front month automatically but you are doing this at the wrong time of day.
I could watch this just now for EX#. Trading at Eurex starts at 8:00 CET = 02:00 EST. EX# shows the data for EXM2, at 9:00 you roll over into EXU2. EX# now starts to plot data for EXU2.
This is not helpful because now I see a drop which does not exist. I already noticed this when the bond futures rolled (BD#).
Please change this and have the contracts roll before 8:00 CET.
Good, Many Thanks for your reply.
Oops, that's bad. Had not noticed it when I looked at the data. This looks like a SC bug, though it is strange that it happens for this one index only.
I will check it again.
Looks like there is a bad tick for the CAC stock index. Friday's high is unlikely to be real. See screen shot.
I just downloaded the weekly data again and the changes made by Sierrachart seem to work, the charts look alright now.
There is one chart for which the high of this week is wrong by a factor of 100 (decimal is missing): ASX All Ordinaries, Symbol SYDI.X, see attachment.
Just downloaded the data again and the spike has been removed.