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Date/Time: Fri, 03 May 2024 21:43:37 +0000

Post From: Sierra Chart Data Feed Stock Prices

[2020-07-07 13:49:32] Link To Thread - Link To Post [Go To First Post]
User56280 - Posts: 10
Thank you for your reply. I am sorry to hear this has frustrated you for a while. I can imagine. I did switch my charts from using the evening session to only use start and end time after documenting the trades below and also refreshed it, however this did not change anything. I am still seeing the spikes from the following example. Following another example that is occurring during live hours - according to the number bars it trades 1 stock twice many points away from current price. This makes no sense considering the best bid and ask laws in the US. During live hours this definitely cannot happen in a liquid stock like Tesla unless we are talking about an error in algorithms where suddenly all liquidity gets pulled and we suddenly trade many points lower for a millisecond and they actually execute at that price. It can also not be darkpools due to the reporting requirements and that they still have to follow the best bid/ask rules. http://www.sierrachart.com/image.php?Image=1594129074477.png http://www.sierrachart.com/image.php?Image=1594129143276.png Maybe it's a trade that went through an alternative display facility with different reporting requirements and did not actually take place at that instant but was only reported then. However - I am not sure ADFs would trade just 1 stock. More on ADFs: https://www.finra.org/filing-reporting/alternative-display-facililty-adf. The odd lot trade filter - I presume - would also filter this example? I will be looking forward to that release. Thank you.