Support Board
Date/Time: Wed, 26 Nov 2025 22:48:14 +0000
Data feed discrepancies
View Count: 1241
| [2025-11-26 18:16:17] |
| User363097 - Posts: 5 |
|
I'm testing the free trial and noticed some discrepancies on the High/Low/Last prices. For example, take a look at the snapshot for today's MESZ25-CME[M] at 1 sec bar period for the time from 09:30:01.324008 to 09:30:01.324020 where you can see the following: High: 6803.5 Low: 6803.25 Last: 6803 Apparently SC is drawing this 1s candle bar at 09:30:01 with Last = 6803 (outside the High-Low frame) which may not be the correct data looking at the same data from TV and IBKR for this very second and I've got other sources confirmed the Low was indeed 6803 at 09:30:01 today 2026-11-26 EST. I've found this discrepancy on multiple occasions today and any other previous day as well but not on every 1s bar. Please adise why is this happening and whether it is observed on the trial data only for a reason and not on the live paid Denali Data? Thanks and cheers for the support! Date Time Of Last Edit: 2025-11-26 18:24:40
|
1.png| [2025-11-26 18:48:01] |
| User431178 - Posts: 818 |
|
There is nothing wrong... it is normal. The high/low in the intraday editor window show the bid/ask prices (if the intraday storage unit is 1-tick) - each record is one trade. In the editor window you are seeing a "below bid" trade. Intraday Data Editor: Editor Controls Have doubts? Open a 1 trade chart, add the Bid & Ask Prices study and confirm for yourself. |
| [2025-11-26 19:21:38] |
| User363097 - Posts: 5 |
|
Thanks for your feedback but the issue is really the wrong Low 6803 that SC shows on this 1s bar at the exact time at 09:30:01 on 2026-11-26 EST. The correct Low at this second coming from CME is 6803.25, while SC is incorrecly drawing that candle bar with a Low of 6803.00. SO again, thanks for plugging in, but no, I do NOT think this is anywhere remotely close to "normal", which begs the question as to whether the SC data is reliable at all?? I'd much appreciate a reply from a support stuff member in this regard. Thanks. Date Time Of Last Edit: 2025-11-26 19:23:40
|
| [2025-11-26 19:28:34] |
| John - SC Support - Posts: 43196 |
|
We are not certain of what you are looking at. You reference a 1 second bar, but you are not looking at all the data for that 1 second. We can tell this, as you are starting at a time of "09:30:01.324008". the microseconds is a counter for the number of trades within a given millisecond. So there are at least 7 trades that occurred within that millisecond that you are not taking into account. And, there are numerous trades prior to that point in time that count toward that 1 second, as well as many after 09:30:01.324020. So you are not looking at the full picture. Also, you should be looking at the chart itself and what the Open/High/Low/Close are of that bar. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-26 20:03:33] |
| User363097 - Posts: 5 |
|
Sure, I thought it's obvious that I looked at the whole 1 second as I've mentioned 1s bar but I'll clear it up here. I am well aware that what goes in the microseconds of your data feed as I've looked at all the trades in the timeframe from 09:30:01:000000 to 09:30:01:999999 that count towards the (whole) 1 second bar drawn at exactly 09:30:01 EST today. So, for this whole 1 second bar, SC shows the Low of the bar 6803 which is incorrect as I look at numerous real time L2 data feed coming from CME that prove that the Low of the 1s bar was 6803.25 at 09:30:01 EST today for MESZ25-CME. Take a look at the snapshot attached to see it. Please advise as we've spent countless time developing custom scripts for SC before I stumbled across this issue which is a huge bummer for us. Thanks! Date Time Of Last Edit: 2025-11-26 20:09:50
|
| [2025-11-26 20:14:38] |
| User363097 - Posts: 5 |
|
Sorry John, I just found the issue... I was looking by mistake at the snapshot of the ESZ25 ...instead of MESZ25. It's all good! Apologize for the confusion caused. Cheers! BTW, may I please get approval to DM you something else in private? Date Time Of Last Edit: 2025-11-26 20:28:16
|
| [2025-11-26 20:56:38] |
| John - SC Support - Posts: 43196 |
|
Glad you got it worked out. Sorry, we do not accept DM requests, as there simply would be too many of them. But, you are welcome to post a question in our Account Support Tickets, which are private - although I may not be the person that responds (I typically am, but not always). You can access the Account Support Tickets at the following link: https://www.sierrachart.com/UserControlPanel.php?page=SupportTickets For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-11-26 21:10:15] |
| User363097 - Posts: 5 |
|
Much appreciated, John! I'm going to Account Support Tickets rn. If possible, please follow up there. Thanks!
|
To post a message in this thread, you need to log in with your Sierra Chart account: