Support Board
Date/Time: Tue, 31 Mar 2026 22:46:50 +0000
Regarding error in data
View Count: 200
| [2026-02-10 23:36:16] |
| ArmaanSingh - Posts: 22 |
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HI, As yesterday, I uses your raw tape for ES chart, at the same time I opened up tradovate ES tape (time and sales). What I found is that, to be honest, that yours tape does not showing all of the orders thats coming, as the tradovate one is very fast, and showing the trades that aren't in your tape. and to be clear, this is not just for few trades, but in every single minute candle forming . The thing is that as I use large trade indicator, as this also then means that those bubbles are on my chart are not complete. DO you think I have different chart settings that causing this, Please provide me solution of it, thanks |
| [2026-02-11 03:20:19] |
| Sierra_Chart Engineering - Posts: 23387 |
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There definitely are not any trades missing as long as you are using the Denali Exchange Data Feed. This is with certainty. Can you attach a screenshot of what you are seeing of the Time and Sales window in Sierra Chart and also, the other program and we will get more of an understanding of what you are looking at and why you are determining what you are. Instructions: Support Board Posting Information: Attaching a File (Optional) 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-11 17:30:37] |
| ArmaanSingh - Posts: 22 |
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I attached the screenshot and you can see that there is huge difference. Even on 1 minute candle that formed. It showing the orders coming with volume more than 10. I will look forward for your response |
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| [2026-02-11 19:25:16] |
| John - SC Support - Posts: 45398 |
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The images you show have the ESH26 data from Sierra Chart, but the MESH26 data for the other system. Also, the times are not aligned, so even if we could compare, there were only a few lines covering the same time period. And make sure that you are not using any filtering on the Time and Sales within Sierra Chart or any combining. Or if you are, you would need to ensure that both systems are doing the exact same thing with the data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-11 19:52:50] |
| ArmaanSingh - Posts: 22 |
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On tradovate and sierra chart BOTH, Filter is set to show trades with more than 10 contracts. And I double check that option is set to DO NOT COMBINE within Sierra chart. And Secondly, on tradovate, I do opened the MES chart, But it showing the tape for ESH not the MES one, You can see its written at the top of the time and sales window Lastly, I set both charts to one minute, and blue colour represent selling, and grey is buying. And I cannot able to change the time zone of tradovate to New York, as they have just limited time zone settings. But my Sierra chart one have New York time zone. SO WHEN LOOKING AT TAPE OF BOTH CHARTS, YOU HAVE TO COMPARE WITH SEEING MINUTES NOT THE HOUR. As the minute is same for both charts. And I do think so this is the serious matter for your platform, that you might have to look deeper into, will look forward for your response |
| Screenshot 2026-02-11 at 1.48.42 PM.png / V - Attached On 2026-02-11 19:49:24 UTC - Size: 1 MB - 23 views Screenshot 2026-02-11 134853.png / V - Attached On 2026-02-11 19:50:27 UTC - Size: 195.12 KB - 27 views Attachment Deleted. |
| [2026-02-11 23:15:09] |
| Sierra_Chart Engineering - Posts: 23387 |
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You need to remove this filter: On tradovate and sierra chart BOTH, Filter is set to show trades with more than 10 contracts.
You must remove the filtering from both sides. This is mandatory before you even begin to do comparisons. That is the very first step. We cannot provide any further analysis until that is done. It could be that what you see, with the other program is combined trades. Not the individual trades which are part of a larger summary trade. There are fine details involved, with filtering that may not be well understood by you. We guarantee there is not a problem. And I do think so this is the serious matter for your platform, that you might have to look deeper into, will look forward for your response
There is simply no chance of this.
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-02-12 07:23:15
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| [2026-02-12 13:49:43] |
| Sierra_Chart Engineering - Posts: 23387 |
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Just to be sure, we have checked Sierra Chart data for CME, and specifically the ESH26 contract against another data provider, and there is no missing data at all on the Sierra Chart side. We did notice one day last week, where this other provider clearly had some lost packets and Sierra Chart showed a slightly higher volume. It is insignificant, just less than 100 contracts where Sierra Chart was higher. Otherwise, it is an exact match. And this is processing, more than a million trades in a day. We also want you to update Sierra Chart to the current version: Software Download: Fast Update 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-02-12 13:52:18
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