Support Board
Date/Time: Tue, 17 Mar 2026 18:28:05 +0000
Remove ADFN orders from chart
View Count: 2078
| [2022-12-29 05:25:07] |
| funbun - Posts: 94 |
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At 8:00 AM pre-market there's ADFN orders that go through the tape which also show on the chart and clutter it quite much. Is there a way to prevent them from showing, or alternatively, edit the candles on the chart itself to remove the erroneous data? |
| [2022-12-29 14:48:13] |
| Sierra_Chart Engineering - Posts: 23233 |
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You can certainly edit the data through the Intraday Data Editor: Intraday Data Editor And remove individual trades. 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 |
| [2024-01-18 13:33:31] |
| BenjFlame - Posts: 350 |
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My broker feed, and various other app I use, removed ADFN orders which are delayed and erroneous prints. Thus the chart is not polluted by ridiculously tall prints that distort the chart and make it unreadable, in particular with the garbage of 8:00 AM. I also suggest you remove ADFN orders from your consolidated feed. Here is comparison from unedited broker feed chart and SierraChart. Those trades distorting the chart never occurred at that time. SierreChart on the bottom, both 1 mn charts. Date Time Of Last Edit: 2024-01-18 13:34:50
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 Screenshot 2024-01-18 083212.png / V - Attached On 2024-01-18 13:33:25 UTC - Size: 39.33 KB - 310 views |
| [2025-04-01 12:48:03] |
| BenjFlame - Posts: 350 |
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Hello SierraChart, so, can you please find a way to remove those trades ? Lots of feeds providing the consolidated feed do it.... It would be great if sierrachart can do it also. Too many times, SC charts for stocks are destroyed by these trades that don't appear elswhere. |
| [2025-10-23 23:17:36] |
| AlexH4 - Posts: 28 |
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I completely agree that would be really cool because every time at 8am all my chart is screw up buy those big candle ADFN Order... i just stop trading a this point....
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| [2026-01-30 11:09:43] |
| Xeoh85 - Posts: 2 |
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I second this request. Can we please, PLEASE get an option to ignore AFDN orders? I was in a trade yesterday at 8am when my chart went haywire and made the footprint completely useless during the trade. This is a basic feature offered by virtually all other data providers, so it is strange that Sierra Chart is behind on this.
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| [2026-02-13 17:24:46] |
| Sierra_Chart Engineering - Posts: 23233 |
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We have thoroughly looked into this, and made a determination that this is not possible: Notice: Regarding Premarket Off Price Trades in US Equities The proper solution is simply to exclude premarket trades by adjusting the Session Times: Chart Session Times 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: 2026-02-13 17:26:46
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| [2026-02-14 09:41:19] |
| funbun - Posts: 94 |
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The reason Sierra Cannot filter ADFN orders is now clear and nothing can change it - The FINRA ADFN is identified by the Market Center Originator ID code "D" NASDAQ in both the CTA (Tapes A & B) and UTP (Tape C) consolidated data streams. This is the single most reliable field to identify an ADFN order. Every trade disseminated through the SIP carries an exchange/participant identifier — if that code is D, it originated from the ADF. In Sierra Chart's data, this would appear in whatever field carries the exchange identifier for each trade record. The problem is whether Sierra Chart's Denali feed exposes this field to you at the ACSIL level — and that's where the friction likely is. The DTC Protocol Doesn't Carry Trade Condition or Exchange Fields Looking at the MARKET_DATA_UPDATE_TRADE message structure, the fields are: SymbolID AtBidOrAsk (enum: bid, ask, or no value) Price Volume DateTime UnbundledTradeIndicator (only for CME trade unbundling) That's it. There is no field for sale condition codes (Z, U, L, T) and no field for market center / exchange originator ID (the "D" code that identifies ADFN). The DTC protocol was designed primarily for futures markets where this isn't an issue — CME trades all come from one venue and don't have the consolidated tape complexity of US equities. The Data is Lost Before It Reaches You The information pipeline looks like this: SIP (CTA/UTP) → has full trade conditions + market center codes → Sierra Chart's Denali backend → strips these fields when normalizing → DTC protocol → no fields to carry them → ACSIL s_TimeAndSales → you only see Price, Volume, DateTime, Type, UnbundledTradeIndicator The filtering metadata you need is discarded at Sierra Chart's feed handler level, before the data is ever encoded into DTC messages. So no — even though the data passes through DTC, there's no way to access these fields because they were never placed into the protocol in the first place. Unless Sierra gives us access to data streams such as DataBento this is almost impossible to fix |
| [2026-02-14 20:40:05] |
| Sierra_Chart Engineering - Posts: 23233 |
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It is certainly no problem for us to pass these fields of information through. It takes some amount of development effort. It is not something that just takes a few minutes, but it is not difficult.
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 |
| [2026-02-14 21:13:48] |
| funbun - Posts: 94 |
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The stock trading community at SC (I don't know their share out of all users) will notice a significant bump in data quality, but ultimately it's your call.
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| [2026-02-16 18:10:30] |
| Xeoh85 - Posts: 2 |
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I am confident that Sierra Chart has the capacity to solve this issue, as so many other data providers have already done so. There should be an option in chart settings to not display AFDN orders on the chart, plain and simple.
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