Support Board
Date/Time: Tue, 22 Sep 2026 01:49:25 +0000
TICK-NYSE behavior seems different over the past 1-2 quarters
View Count: 437
| [2026-08-06 17:27:40] |
| Sierra123 - Posts: 31 |
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I realize that there may be nothing wrong, but after 20 years of watching the TICK-NYSE and TICK-NASDAQ, it appears that the behavior of the TICK-NYSE is not as responsive as it used to be on this platform over the past quarter or so. I used to regularly see the values moving at a much wider swath than I do today. Before, I would see values between -700 to +700 almost every 5-10 minutes, and I would see extreme values between +700 and +1100, or -700 to -1100 several times per day, almost every day. Now, the values are much more muted, staying between -400 and +400 (vs. -700 - +700) and stray bars that exceed those ranges a few times per day. Did something change in how sierracharts (or their provider) is calculating the TICK-NYSE values? The TICK-NASDAQ is behaving as it always had. |
| [2026-08-06 22:20:51] |
| Sierra_Chart Engineering - Posts: 24922 |
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We have looked at this, and there are no changes. All of the related internal settings, are the same and unchanged and correct. And at the moment we see 13,471 symbols being tracked. Although this is not for NYSE only, that is collectively among NYSE and NASDAQ and AMEX. 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 |
| [2026-08-07 12:38:06] |
| Sierra123 - Posts: 31 |
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One of the original reasons I switched to Sierracharts is because the number of updates per minute for TICK indicators on Sierra was larger than those from other systems, thus providing better granularity. I know each system has their own algorithm to calculate the values, but I have compared the TICK values on SierraCharts to Tradestation and TOS(Schwab) side by side and I continuously see significantly higher and lower values on SierraCharts recently. Prior to that (e.g. 3-6 months ago) the range of values seen between systems on each 1-minute or 2-minutes charts, as well as overall, were much more similar. Even today you can compare / contract the different systems as see the differences in magnitude of the values. Is it possible that the dataset of symbols used for for TICK-NYSE has not been altered (reduced?) in some way? If not, is there any other hypothesis you can suggest that I look into. Thank you. Date Time Of Last Edit: 2026-08-07 19:21:42
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| [2026-08-07 22:00:09] |
| Sierra_Chart Engineering - Posts: 24922 |
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So you are saying now you see higher highs and lower lows with the TICK-NYSE from Sierra Chart, as compared to other services?
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 |
| [2026-08-10 16:08:38] |
| Sierra123 - Posts: 31 |
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No. I am saying that previously, the values were very similar across Sierra and the other services, and now Sierra's values for the TICK-NYSE are much more muted (lower highs, higher lows) than those seen on the other services for the same time periods. |
| [2026-08-16 23:25:35] |
| Sierra_Chart Engineering - Posts: 24922 |
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There are various things we are checking, such as the symbols to be included, and bid and ask updates. We do not find any problems so far but we are continuing to check to make sure everything is as it should be when generating these market statistics.
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 |
| [2026-09-03 03:40:59] |
| Sierra_Chart Engineering - Posts: 24922 |
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Effective September 3, 2026 we expect the TICK calculation to be much improved and to be completely correct now. Some changes have been made. 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: 2026-09-03 03:41:29
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| [2026-09-03 20:41:22] |
| Sierra_Chart Engineering - Posts: 24922 |
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We confirmed by comparing to another data vendor that the Sierra Chart TICK calculation today was perfect. It is actually better than the other vendor because the other vendor was only calculating every one second. So they were missing the exact high and low values. They were not too far off but they were not exact. Sierra Chart is exact because there is no sampling of data. Every single trade is used to calculate the market statistics and the high and low within every quarter second timeframe is recorded and transmitted. 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: 2026-09-03 23:55:32
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| [2026-09-16 14:11:37] |
| Sierra123 - Posts: 31 |
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Thank you for looking into this. I don't know how else to investigate so I'll agree to closing this ticket. Thank you again.
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