DAX Future open price

[Finlayson]

Hi
can anybody & as many as possible who r trading or Monitoring the DAX Future via any datafeed please post what 'open price they have from their Time & sales , Chart etc. for today 24-10-2003.

will appreciate this as this very frustrating

even people who aren't trading it..............what price have u got for 'todays open'???

Thanks in advance

Jay

 

[blash]

I use Tenfore, the opening candle has an open of 3489.50 but the daily OHLC is showing 3489.

Whats the frustration about?

 

[Trader333]

Jason,

From the attached image it looks like the open is 3489. Also I have attached a link that may help in future for you to check against although you will need to change some of the settings as contracts change

Cheers


Paul

http://www.futuresource.com/charts/...DY1=1.2&bardensity=LOW&period=V&varminutes=15

 

[Finlayson]

Thankyou folks

all confirming my price............Any More?????

Blash

just having some teething problems with a new feed setup.....I wont go into details, but I just needed confirmation that the problem is real.......... to convince the support & myself that I am not going insane sat in this room on my own here

Jay

 

[blash]

OK. know what you mean, it gets very lonely and with the clocks going back its going to very dark aswell.

 

[Finlayson]

yes one of the downsides of the business maybe

basically my charts r drawing the wrong open price, nothing major but I like things to be right, just need to convince the support team now

Jay

 

[blash]

Whats the data feed and charting package?

 

[GreyingSurfer]

3489.5 on both IB and MyTrack

 

[Finlayson]

Quotetracker & IQfeed, I have the correct prices in time & sales. I have checked it against tenfore & others & it is a very good feed, But the opening bar in the charting package is, as far as I can see, is drawing the 'open' from yesterdays last traded price...........which to me is not correct.........the 'open' is the 'open'

I have run tenfore & bis feed & they both draw the open of the first bar of the day, from the opening price.

would everyone agree?.........or am I just going mad?

Jay

 

[Finlayson]

OK All

anybody with a DAX Feed could u tell me what the 'First quote' of the day was, not traded price, but first quoted price from your 'Time & sales' Please.????

many Thanks

Jay

 

[GreyingSurfer]

Unfortunately I was late turning on my logging this morning, so my full log of IB for the Dax only starts at 8:01! However, 3489.5, the open price on both my sets of charts is not the same as the previous close and last traded price, which was 3514.5. And that's what I'd expect.

If your chart package is plotting yesterday's close as the open, I'd get a new one!

 

[dax]

Very first quoted price on Esignal for DAX on Time & Sales

Bid 3488
Ask 3491

 

[blash]

Cant help there I'm afraid. The t&S from Tenfore only goes back about half an hour.

 

[Finlayson]

Thanks people


that to me is the correct open price & Quote, there certainly seems something wrong
I had the first traded price at 3489.5, & qoute aound the same....however it had stuck a price in at 3515 just after 8-00am & drew that as the open on bar, which was clearly the close of previous day.

keep getting it & cant seem to convince the tech support anything is wrong

Cheers Jay

 

[TBS]

That is because your charting system is picking up the pre open 'test' price going through the systems. LIFFE do the same thing with ftse a couple of minutes before the open. I would suggest that whatever chrting package you are using isn't set to record prices from 08:00 and picks up pre market prices - maybe it ois set to record from 07:59:59.

 

[Finlayson]

TBS & all....thanks

seem to have it sorted now, well not sorted but apparently it is to do with the time stamping of the data IQ send through, so QT sometimes displays previous pricing .........this is apparently being corrected in the next update fix

cheers

Jay