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Date/Time: Mon, 29 Apr 2024 00:53:30 +0000



Why Is the NYSE Tick Data so off with the Sierra Chart Data Feed?

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[2014-12-11 15:40:22]
cmet - Posts: 536
Yesterday's low tick on DTN/IQFEED and Think or Swim was below 1250. My Sierra Feed only printed 1018.

Today's high tick on DTN/IQFEED and Think or Swim was above 1200. My Sierra feed only printed 911.

Why is that?

Those +/- 1200 prints provide important statistical information.
Date Time Of Last Edit: 2014-12-11 15:42:14
[2014-12-12 07:06:26]
Sierra Chart Engineering - Posts: 104368
The only logical answer to this would be the number of stock symbols that makes up the TICK calculation. We have reset the connection to our stock data feed and we will report on this at the end of the day today.

So you would have to find out from IQ Feed and the other as to how many stocks they include.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-12-13 15:03:37]
cmet - Posts: 536
Asked another trader using Kinetick and they have similar numbers to DTN/TOS.

Calculations:

DTN/IQFEED: Entire NYSE
TOS: Entire NYSE
Kinetick: Entire NYSE


Does Sierra filter this data or use another approach like NYSE Composite Tick?
[2014-12-15 00:31:20]
Rino - Posts: 124
pst,

I also have this situation with total
volume traded on the ES at days end.

Does your volume match?

Thanks
[2014-12-15 00:45:21]
Sierra Chart Engineering - Posts: 104368
What does this have to do with the total volume traded on the ES futures? It is completely unrelated.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-12-15 00:55:25]
Sierra Chart Engineering - Posts: 104368
This is a chart of the number of stocks that Sierra Chart is monitoring on the NYSE for market statistics:
http://www.sierrachart.com/image.php?l=1418604596827.png


As you can see it reaches a peak of approximately 3240 each day.

What would be good to know with these other services, is how many stocks they are tracking during the first minute at 9:30 AM US Eastern time.

We know our calculations are sound.

Also Kinetic is the same as IQ Feed.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-12-15 00:58:14]
Rino - Posts: 124
Sorry.

You are correct.

Interesting way to post to a customer though.

Try this in the future.

Sorry Rino, this is unrelated to the original query. Please
try to refrain in the future and start a new support request. Thanks.
[2014-12-15 01:11:43]
conr - Posts: 204
I agree with Rino. Why so defensive? Professionalism is in order.
[2014-12-15 04:05:21]
Sierra Chart Engineering - Posts: 104368
OK, but the problem is when others start posting in a thread, on a subject that seems like it is related when it is not, it misleads the original thread starter if they are not a very experienced sierra chart user.

This is especially difficult for us when we work with so many different external data and trading services. Every issue has an individual cause and often they are not related.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-12-15 04:06:06

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