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Direct MessagesDate/Time: Sun, 19 May 2024 00:37:17 +0000
Bad Historical Data
View Count: 843
| [2014-12-19 00:44:59] |
| George - Posts: 60 |
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I am using Version 1217. The (SC) historical tick data for NQH15 is missing too many ticks for 12/17/14 and 12/18/14. The volume and # of trades are alot less than they should be.
Date Time Of Last Edit: 2014-12-19 01:04:15
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| [2014-12-19 02:16:24] |
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How do you know this and how much less are you seeing? These are the volumes that we see for NQH15 12-18: 349808 12-17: 465449 Sometimes there is some amount of packet loss which can result in a very small percentage of less volume, but it is not significant. 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 |
| [2014-12-19 03:20:06] |
| George - Posts: 60 |
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My time zone is (-8/PST), the chart start/end time is 00:00:00-23:59:59. The following 2 feeds store 1 tick data. For 12/17 the SC historical volume is 44,985__ it only has 880 1 minute bars. For 12/17 the Rithmic realtime volume is 469,131__ it has 1332 1 minute bars. |
| [2014-12-19 03:58:11] |
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Using those settings we see a volume of 469131 for NQH15 with SC Historical Data Service. Refer to this image: http://www.sierrachart.com/image.php?l=1418961529592.png Refer to help topic 7: Http://www.sierrachart.com/index.php?page=doc/helpdetails7.html 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: 2014-12-19 03:58:55
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