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Direct MessagesDate/Time: Tue, 21 May 2024 11:08:46 +0000
Post From: Accurate NYSE TICK Data
| [2015-07-28 04:50:46] |
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and the Sierra $TICK only reflecting -482 instead of correctly reflecting >-1000.
In regards to this, see the values below comparing the Sierra Chart market statistics to IQ Feed. At the close IQ feed gave a reading of -464. The Sierra Chart market statistics were not out of line. Not at all.2015-07-27 TICK-NYSE: High = 810 Low = -671 TICK-SP: High = 340 Low = -290 TICKBA-NYSE: High = 877 Low = -805 IQ Feed NYSE Net Tick: High = 729 Low = -972 (occurred at 9:30) In response to post #17: Would it make sense to have the SC Tick open relative to it's constituent stocks close the previous trading day? ie: when the SC Tick opens and there are 600 more stocks on an uptick from the individual stocks previous close - the SC Tick opens at 600 rather than zero.
This is already the case.However, there is no "cumulative" calculation involved in the NYSE TICK and it is not snapshot either. We do not know why E-Signal uses the term Cumulative. The TICK calculation that Sierra Chart does, updates itself at every single tick among the approximate 6500 stocks it is tracking. You can get a good inside view of what the Sierra Chart market statistics are doing by looking at certain symbols. From documentation: To get a better understanding of the number of stocks involved in the calculation at any moment in time, look at charts for the following symbols TISS-[exchange or index], ISS-[exchange or index].
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: 2015-07-28 04:53:31
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