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Date/Time: Sun, 19 May 2024 22:32:02 +0000

Post From: Number of trades charts different than ThinkorSwim's tick charts

[2020-10-26 21:23:27] Link To Thread - Link To Post [Go To First Post]
terps88 - Posts: 3
I discovered the reason why the charts don't match, but it is up to Sierra chart to make a change. During the premarket prints above the current offer and below the current bid are trades that are being reported late and/or that are off-exchange. Thinkorswim correctly filters these trades out of their charts so that they don't look like the ones SC prints. Both charts match 100% pertaining to OHLC and volume until 8am when the exchange starts to report the late trades and Sierra Chart goes wild. I have attached two files showing with time stamps the difference between the two.


Attachment Deleted. DSS before late prints.png / V - Attached On 2020-10-26 21:18:50 UTC - Size: 55.36 KB - 224 views DSS during late prints.png / V - Attached On 2020-10-26 21:18:55 UTC - Size: 55.16 KB - 248 views