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Date/Time: Mon, 13 May 2024 14:41:32 +0000



US EQUITIES DATA

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[2015-01-15 23:59:59]
User57210 - Posts: 121
I just purchased SC US Equities data. I loaded up AAPL into an intraday chart, the "[M]" is present, and I deleted any old data, and... there are some terrible looking wicks which are clearly not real pricings.

Please advise, and thanks in advance for your help.
[2015-01-16 03:10:54]
Sierra Chart Engineering - Posts: 104368
Provide an image of the chart, by following these instructions:
http://www.sierrachart.com/index.php?l=PostingInformation.php#Image
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:
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[2015-01-16 03:34:33]
Sierra Chart Engineering - Posts: 104368
We see the problem and we are looking into it.

For now we have cleaned up AAPL. Re-download the data.
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
[2015-01-16 15:49:32]
User57210 - Posts: 121
SPY (symbol) data right now, large wick to the down side at 10:43 ET, 1/16/2015, inaccurate.

I am concerned about the purchase of this datafeed and its quality...
[2015-01-16 16:12:25]
Sierra Chart Engineering - Posts: 104368
We think we have identified the problem and we are going to be working on a solution today. The issue is that there are certain trade messages sent by the exchange, which should not be recorded in the chart.


Nasdaq/OTC - processing rules.

The following sale conditions are live trade messages and should be processed as such.

@ - Regular Sale
A - Acquisition
B - Bunched Trade
D - Distribution
E - Future Place Holder
F - InterMarket Sweep
K - Rule 155 Trade (Amex Only)
O - Opening Prints
S - Split Trade
V - Stock-Option Trade
X - Cross Trade
Y - Yellow Flag
1 - Stopped Stock - Regular Trade
5 - Re-Opening Prints
6 - Closing Prints
9 - Corrected Consolidated Close Price as per Listing Market

The following sale conditions are trade messages that will update the high/low values
but will only update the last price if they are the first trades of the day.

G - Bunched Sold Trade
P - Prior Reference Price
Z - Sold out of Sequence
3 - Stopped Stock - Sold (out of sequence)
4 - Derivatively Priced

So we have to determine from the above information, what is appropriate to be including in the chart.

Also with SPY, these price spikes are common and we have seen them with all data feeds.


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
[2015-01-17 03:34:15]
Sierra Chart Engineering - Posts: 104368
We have done the changes. And we are cleaning up the existing data. We will let you know when this is all done. Should be done by morning.

We understand your concern and we will get this problem resolved.
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

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