Support Board
Date/Time: Wed, 14 Oct 2026 13:35:40 +0000
Market Statistics historical backfill after April 25, 2019 calculation change
View Count: 172
| [2026-08-29 22:56:57] |
| User838556 - Posts: 3 |
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For Sierra-calculated Market Statistics symbols such as TICK-SP, NISS-SP, TISS-SP, NVOL-SP, TVOL-SP, ABVDIFF-SP and PVOL-SP: The documentation states that the calculation changed effective April 25, 2019 to include certain best-bid/ask movements beyond the last trade as zero-volume trade-like events. When Sierra Chart currently serves historical Intraday data dated before April 25, 2019, was that older history retrospectively recalculated using the newer algorithm? In other words, for a Sierra-calculated Market Statistics series spanning April 25, 2019: Is the historical series calculation-definition homogeneous because the earlier history was backfilled/recomputed using the new method? or Does April 25, 2019 represent a calculation-regime break, with pre-4/25/2019 records retaining the older calculation method? Also, if the Sierra Market Statistics calculation was subsequently refined after April 25, 2019, were earlier historical records recomputed after those refinements? This question is specifically about the current Sierra-calculated Market Statistics feed, not the separate Barchart / SC Historical Data Service Market Statistics symbols. Thank you. |
| [2026-08-30 04:08:43] |
| Sierra_Chart Engineering - Posts: 25173 |
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No. This would be impossible to do: When Sierra Chart currently serves historical Intraday data dated before April 25, 2019, was that older history retrospectively recalculated using the newer algorithm? This looks like the same question. So the answer is no: Also, if the Sierra Market Statistics calculation was subsequently refined after April 25, 2019, were earlier historical records recomputed after those refinements?
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-08-30 04:08:55
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