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Date/Time: Sat, 04 May 2024 07:35:23 +0000



Data difference

View Count: 871

[2015-06-15 17:46:26]
Crtfyd - Posts: 277
I'm still having significant data differences in my Time and Sales data. This morning, I have not disconnected my Sierra Charts. I say this as you mentioned yesterday that the historical data might be different. But I have done a replay after an hour or so of RTH market, and my T&S data is quite different. See attached pictures for the same time period LIVE and a replay several hour later of the same time. As you can see there is quite a bit of Volume difference lines (yellow=volume over 2), but also different other data (in other words, not just "missing" data).
Could it be my chart update speed? Should I change it to 200 mili sec?
I think I have the intraday data storage setting correct at "1 tick" (because I'm using it on a 2 contract chart. Correct?

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[2015-06-15 18:51:47]
Sierra Chart Engineering - Posts: 104368
We definitely see timestamps in the Time and Sales window which do not make sense during a replay. We will look into this.

For now update Sierra Chart to the latest release because some changes were made related to this. Maybe this was solved.
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
[2015-06-15 18:58:42]
Sierra Chart Engineering - Posts: 104368
We finally realized that you are apparently are using one of the Combine Records options the Time and Sales settings which is the reason for the unusual timestamps that we are seeing. We think if you update, you should now have a consistency.
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
[2015-06-15 20:47:03]
Crtfyd - Posts: 277
Still not matching and missing vital data. This first pic is after the new version download at end of day, but still had an hour of LIVE T&S data. The second picture is the replay of same time.
Should I change my Milliseconds to 200?

I will compare after tomorrows open also.
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[2015-06-15 21:55:41]
Sierra Chart Engineering - Posts: 104368
We cannot help with this unless you use the default settings for the Time and Sales window and do not use any Combine options.

The Chart Update Interval is irrelevant.
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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