Support Board
Date/Time: Wed, 18 Jun 2025 12:01:09 +0000
Post From: Sierra Chart SPY Volume off by 30-50%
| [2022-07-30 20:08:29] |
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Yes: Are you saying that it is impossible for me to provide sufficient evidence? We would have to observe this ourselves in real time. We just simply will watch the 9:30 AM US Eastern time bar form for SPY and then re-download the historical data for that minute. We would not expect any change. Given that other major trading platforms with consolidated feeds also have volume reliability data issues and that the out-of-trade filter you are using cuts volume counts by 30-50%, I have reasons to doubt that a new feed will simply resolve the issue. Your doubt is incorrect. There is a world of difference between what we use now and the direct CTA and UTP feeds.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-07-30 20:09:51
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