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Date/Time: Wed, 08 Oct 2025 08:17:01 +0000



Post From: Stock data and chart issues

[2025-10-07 20:21:59]
User183193 - Posts: 10
Since I don't want to delve into too many topics, I'd like to ask my questions one at a time:

1 - Does consolidated tape data only show volume and executed transactions? I don't use market depth, meaning unexecuted orders. So, is consolidated tape data suitable for cumulative delta and vwap use?
2 - I selected delayed data SC, performed the necessary procedures, and opened a stock on Amazon using consolidated tape. However, it always uploads incomplete data. For example, it suddenly jumps from July 2024 to August 2025. How can I accurately upload data from the last 15-20 years?
3 - The stock also has evening sessions. Should I add this to the trading hours? Or should the trading hours be limited to 9:30 AM - 4:00 PM?
4 - As shown in screenshot 1, huge delta candles appear at the close of each trading session (4:00 PM). Is there a data problem? Am I entering the session times incorrectly?
image1.jpg / V - Attached On 2025-10-07 20:21:55 UTC - Size: 194.22 KB - 8 views