Support Board
Date/Time: Sun, 06 Sep 2026 14:29:12 +0000
TICK-NYSE has changed drastically since 8/31/2026
View Count: 168
| [2026-09-02 02:41:54] |
| joshtrader - Posts: 568 |
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Something changed in the calculation of TICK-NYSE starting Monday, August 31, 2026. See the attached screenshot for 8/30 on the left, and 8/31 on the right. There is a lot more overlap and the extremes are MUCH narrower. 99% of today's values were between -300 and +250! It's almost as if the basket of stocks being monitored has changed, as if it's a much smaller number of stocks. If something has changed in your calculation, just let us know, but something obviously has changed whether it's intentional or not. Date Time Of Last Edit: 2026-09-02 02:45:10
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 Screenshot 2026-09-01 223624.png / V - Attached On 2026-09-02 02:41:46 UTC - Size: 343.9 KB - 40 views |
| [2026-09-02 05:46:47] |
| Sierra_Chart Engineering - Posts: 24779 |
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No, this is definitely not the case and we have verified this: 99% of today's values were between -300 and +250! It's almost as if the basket of stocks being monitored has changed, as if it's a much smaller number of stocks. You can verify this yourself by looking at this symbol: TISS-NYSE We have noticed a change and we do not know why. There have been no calculation changes. There is only a change, in the communication messages that now use doubles. We are continuing to look at this and do our best to understand it. We even considered, the comparison, to determine an uptick and down tick , with how many decimal places are being compared and we are comparing out to 4 places now. Previously we are not sure how many decimal places were being compared, because it was based upon data from the exchange per symbol or it may have been based upon Symbol Settings. We have to do more research on that. We do not believe there is anything really wrong. This does not mean, we are giving up on why there is a change. Although it looks like there is something wrong but perhaps it is just more accurate because we also noticed a similar change with a smaller range that happened when we switched data feeds going from a data provider, direct to the data feed from the NYSE. And the only way we could create a greater range was also to include bid and ask updates. And we did verify that those are continuing to get processed this week. We are actively looking into 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: 2026-09-02 06:46:45
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| [2026-09-02 07:09:11] |
| Sierra_Chart Engineering - Posts: 24779 |
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Also be aware there is this symbol: TICK-NYSE_NASDAQ_NYSEMKT This covers all the exchanges. It is completely comprehensive and has wider ranges. And NASDAQ and NYSE made changes to their protocols with new messages, to support fractional volumes, and also odd lot quote reporting. That change a few months back may have also had an impact. Although not as noticeable. 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 |
| [2026-09-02 19:22:35] |
| Sierra_Chart Engineering - Posts: 24779 |
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We are releasing changes this evening for the TICK calculation. We have now removed Odd Lot processing and Bid/Ask update processing and it is much improved (in testing). Interesting. This is our tentative conclusion. This could possibly change but this is what we are observing. So maybe moving to double precision values, and also comparing out to 4-6 decimal places (although it may have been up to 4 places previously, we would have to look into that more.), for up-and-down tick determinations, has led to a better calculation. Update: Looks highly definite, that the problem is now resolved in our testing. We already deployed the release to one server but this server does not distribute data to users. 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: 2026-09-02 19:44:16
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| [2026-09-02 20:01:19] |
| Sierra_Chart Engineering - Posts: 24779 |
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For the record, the change was released in approximately the last 15 minutes today. So at approximately 3:45 PM US Eastern time.
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: 2026-09-02 20:05:32
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| [2026-09-03 20:40:49] |
| Sierra_Chart Engineering - Posts: 24779 |
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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. The 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 |
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