Support Board
Date/Time: Tue, 13 May 2025 14:41:23 +0000
Post From: US EQUITIES DATA
| [2015-01-16 16:12:25] |
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We think we have identified the problem and we are going to be working on a solution today. The issue is that there are certain trade messages sent by the exchange, which should not be recorded in the chart. Nasdaq/OTC - processing rules. The following sale conditions are live trade messages and should be processed as such. @ - Regular Sale A - Acquisition B - Bunched Trade D - Distribution E - Future Place Holder F - InterMarket Sweep K - Rule 155 Trade (Amex Only) O - Opening Prints S - Split Trade V - Stock-Option Trade X - Cross Trade Y - Yellow Flag 1 - Stopped Stock - Regular Trade 5 - Re-Opening Prints 6 - Closing Prints 9 - Corrected Consolidated Close Price as per Listing Market The following sale conditions are trade messages that will update the high/low values but will only update the last price if they are the first trades of the day. G - Bunched Sold Trade P - Prior Reference Price Z - Sold out of Sequence 3 - Stopped Stock - Sold (out of sequence) 4 - Derivatively Priced So we have to determine from the above information, what is appropriate to be including in the chart. Also with SPY, these price spikes are common and we have seen them with all data 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 |