Support Board
Date/Time: Sat, 14 Jun 2025 06:29:05 +0000
Post From: SPI/AUS200 via IB
| [2025-06-11 12:39:36] |
| Jud - Posts: 3 |
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I've actually just spent some time analysing this issue, and comparing to an API i use and its actually different. i'm using rec.historical for the API. i've exported some API data column D and sierra column F, and comparing the two in G can see the variance or delta. this doesnt persist into all history. see column i is from last monday last week 02/06/2025 using DD/MM/YYY convention and its exactly the same. it looks like midway through 04/06/2025 is when the data becomes anomalous from Sierra. i've also cross checked manually vs what is showing directly in TWS and it appears to align with rec.historical for the sample periods shown. this is looking at 1 min chart data date time shown is sydney 9:50am which is market RTH open. |
 SPI_sierra_variance.png / V - Attached On 2025-06-11 12:05:16 UTC - Size: 78.54 KB - 20 views |