Price quote on ZB #F not accurate in EFS versus Chart

[arbifox]

I have an EFS that I am running which uses the close() and open() functions to get prices from a 150T chart.

The prices are output to a file, and I check them with the actual price bars displayed within E-Signal. For the 30-Year T-Bond, there is approximately a 0.65 point variance. The symbol that I am using is ZB #F.

I am using the very same functionality on the Russell 2000, symbol TF 1!, and I have no issues. I even tried to used ZB 1!, and I still have the same problem.

Can someone please check into this and let me know what the issue might be?

Regards,

Thomas.

[arbifox]

Can someone from DEV please look into this?

I have tried support and they have turned me away. They suggested that I post here. I am paying about $85 a month for this feed, which is useless in my app if the prices are not accurate.

Can I at least get an ETA on when this will be examined.

To test, simply output the open(), close(), high() and low() of the ZB #F to an outfile, and the prices will not be in sync with the chart.

As I pointed out earlier, I have the exact same functionality in use for the Russell 2000 E-Mini and I do not have this issue.

Regards,

Thomas.

[ACM]

Re: Price quote on ZB #F not accurate in EFS versus Chart

Thomas
Try using formatPriceNumber(high(0)) [or any of the other OHLC values] in your file output and see if that matches what is displayed on the chart
If it does then the issue could be that you are outputting the data in decimal format hence the apparent variance since 30yr Bonds are expressed in fractions (half of 32nds). For example today's High is 125160 (or 125'160 if you unchecked Compact Price Display) which is 125 and 16/32nds and is equivalent to 125.500 in decimal format. The current Low instead is 125055 (or 125'055) ie 125 and 5.5/32nds which is equivalent to 125.171875 in decimal format
This would also explain why you are not seeing the issue with the Russell futures.
Alex

Originally posted by arbifox
I have an EFS that I am running which uses the close() and open() functions to get prices from a 150T chart.

The prices are output to a file, and I check them with the actual price bars displayed within E-Signal. For the 30-Year T-Bond, there is approximately a 0.65 point variance. The symbol that I am using is ZB #F.

I am using the very same functionality on the Russell 2000, symbol TF 1!, and I have no issues. I even tried to used ZB 1!, and I still have the same problem.

Can someone please check into this and let me know what the issue might be?

Regards,

Thomas.