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Incorrect daily bar in Euro Stoxx 50

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  • Incorrect daily bar in Euro Stoxx 50

    Please have a look at today's bar 10/01 of ET H7-DT,
    e-Signal: open 4128, high 4131, low 4098, close 4129
    Futuresource: open 4106, high 4131, low 4104, close 4112
    Very often I find differences in the commodities mostly the open prices.
    Thanks
    sigmund

  • #2
    Sigmund,

    I am not entirely sure which symbols you are comparing to, but I assume you compare ET H7-DT to DEXH7. The correct values can be seen on ET H7-DT. DEXH7 will indeed show incorrect values, because there was an issue yesterday on the Eurex feed on the legacy feed. It's advisable to always use new the new symbols, as the legacy network can unfortunately be a bit unstable sometimes.

    You are further referring to differences in commodity prices. Could you please post some examples? We will then be pleased to make further investigations.

    PS: Are you using Futuresource Workstation, a product of eSignal? If so, which version are you currenlty running? The latest release is 2.31.596 and available here. The upgrade will be made compulsory to all users in a short period of time, so old symbology will automatically be mapped to new symbols.

    Comment


    • #3
      Thanks Elmar.
      Regarding differences in commodities prices, just one for example today: C H7
      e-Signal: open price 3674
      Futuresource: open price 3680
      I am seeing the free Futuresource chart on the web, is it for that?
      Thanks
      sigmund

      Comment


      • #4
        Sigmud,

        The opening value of the day was 367.4 which is confirmed on the CBOT web site.





        The 5 minutes chart on futuresource.com seems clearly to reflect the correct opening price though.





        I can see though that the section "Quotes" shows the opening price of 368.0. The department in charge will investigate in order to find the cause.





        I would like to add that futuresource.com still uses data from the legacy network on which we have unfortuantely been experiencing a few issues lately. We are currently in the final stages of switching futuresource.com to the new network, so these problems will not reappear. Refer to the notice on the web site high lighted in the green square in the screen shot.

        Please note that all symbols are different. Corn would for example be C H7. Notice the space after the root. Please refer to this giude for detailed information on symbol changes:
        http://www.futuresource.com/transition/

        Comment


        • #5
          Thanks Elmar,
          much clearer now.
          sigmund

          Comment


          • #6
            Elmer,
            please have a look I find no today's bar in GC G7 - YM H7 and other charts. Bars present in currencies instead. My subscription is EOD and now it os 10.30 AM in Italy.
            Thanks
            sigmund

            Comment


            • #7
              Sigmund,

              The daily bars for futures and stocks on eSignal EOD will always have a lag of one day. Therefore, today's bar will be visible after US market close.

              Comment


              • #8
                Elmer, I have been an EOD subscriber for about one year and what is happening today it does for the first time. In fact now no bars appear of today except currencies and with the exception of DX H7. The time is already over for the picturing of today's bars, in fact it is 11.00 pm past and normally everything starts working at 10.30 pm in Italy.
                Grazie
                sigmund

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