Support Board
Date/Time: Wed, 08 Oct 2025 06:23:21 +0000
Stock data and chart issues
View Count: 26
| [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? |
1.jpg| [2025-10-07 20:35:09] |
| John - SC Support - Posts: 42262 |
|
1. The "U.S. Equities Consolidated Tape" has the price and volume data from the 19 exchanges that make it up. This is the typical data that you see on websites and reports. Our exchange does not include the Market Depth data. You do not need this for Cumulative Delta or VWAP, so you are fine with what you have. 2. If you are missing data, then refer to the following: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart To get more data into your chart, refer to the following: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Using 'Date Range in File >> From' to Download More Historical Data 3. This is your decision. 4. This is the data as we get it from the exchange. We do not want to make any changes to the data, since this is the data they are sending to us. The only suggestion we can make is to set your Session Times to not include that particular time (i.e. end the session 1 minute prior). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: