Support Board
Date/Time: Wed, 07 Oct 2026 23:50:50 +0000
Unknown SCID Open marker and quote-side allocation in US equity data
View Count: 13
| [2026-10-07 22:09:38] |
| Pintofj - Posts: 2 |
|
Our read-only SCID parser observes float32 Open=-1.999002852801023e+37, NumTrades=1, positive volume. This marker is absent from the IntradayRecord.h SDK we inspected. Can you confirm whether this represents a known odd-lot equity trade, and provide the authoritative definition and handling rules for price/volume profiles? In fixed historical windows, 493,946 unknown-marker records have volume below 100; SPY unknown records range 1–39 and recognized records start at 40, while the other sampled symbols split at 100. Is this marker related to the assigned round-lot threshold? Are it and High/Low/Close semantics affected by feed, historical adjustment, or chart settings? Example SPY 2026-06-30 18:21:34.117 UTC, source record index 42067087 (zero based): Open=-1.999002852801023e+37, High≈746.97, Low≈746.96, Close≈656.815, NumTrades=1, TotalVolume=38, BidVolume=38, AskVolume=0. We do not assume corruption or market-price eligibility. For documented single-trade markers, BidVolume/AskVolume are one-sided and coherent at distinguishable quotes, but many trades occur inside High/Low. What exact rule assigns their side? Does High/Low represent the contemporaneous NBBO or another quote source, and is there a historical event/receipt lag? Separately, all nine primary solar files have no SCID record at 2026-07-31 17:04:00–17:04:59.999999 UTC, while SPY/TAN have records and the IBKR archive shows positive volume for all nine. Please advise which technical acquisition evidence can distinguish a source gap from another cause without rewriting the history. No economic results, credentials or personal account information are included. We seek format and field semantics, not a trading recommendation. |
To post a message in this thread, you need to log in with your Sierra Chart account: