Support Board
Date/Time: Fri, 04 Jul 2025 22:27:45 +0000
Post From: Incorrect conclusion: NumbersBars chart bad data using SierraChart Denali data feed
| [2020-05-05 19:41:56] |
| User71961 - Posts: 144 |
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Running SC version 2091 at 14:59:45 ET today (Eastern Time) ZNM20 (june 10yr us treasury futures) At the price 138-27 NumbersBars shows 1865 contracts hitting the bid at 138-27 and 615 contracts lifting the offer also at 138-27 However, according to my broker (where i have a limit bid for 138-27) 138-27 never actually traded i see at the next price 138-27+ in NumbersBars the exact same volume is indicated as trading 1865 x 615 what is going on here? According to the time & sales data from Bloomberg, 138-27 never traded in this time block...so how is Sierra Chart showing different trade data from the SC Denali Data Feed? This makes me question all the rest of the trade data from the Denali data feed. I understand that at this time there was possibly a spike in market data, but how does this cause Sierra Chart to think that volume traded at a price that never happened? as i look at the surrounding data, it looks like this is not an isolated incident (look at data before and after 138-27+ and 138-28). why is all this trade data being duplicated (so it seems)? Date Time Of Last Edit: 2020-05-05 21:28:56
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