Support Board
Date/Time: Sat, 10 May 2025 10:47:39 +0000
tick data/bid-ask volume-by-price data missing during booting up
View Count: 1082
| [2015-07-17 13:04:34] |
| User68474 - Posts: 202 |
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When I turn my computer on in the morning, I find missing tick data(i.e. "Volume at Price")for the time interval that spans from initial boot up until when I log into SC . Bid-Ask volume shows as all "0" 's. Should I "Edit-Download Data-Intraday Chart" ?..or "Adjust Data" ?..or "Delete All Data and Download" ?
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| [2015-07-17 18:24:58] |
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We see you are using Rithmic. Add the "Bid Volume versus Ask Volume" study to the chart. And set the chart bars to 5 minutes per bar. How much missing bid volume and ask volume do you see? The time span that you mention, does not make sense to us. It is actually not a time span but mentioning one single point in time only. 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: 2015-07-17 18:25:24
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| [2015-07-18 06:33:55] |
| User68474 - Posts: 202 |
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The 5 minute bar with the "Bid Volume versus Ask Volume" study added shows a bar with 0 bids and 0 asks corresponding to the computer boot up time. This corresponds as well to the particular chart I was initially referring to.
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| [2015-07-18 06:38:49] |
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For how long of a time span do you see Bid volume and Ask Volume at zero? It should not be more than about 10 minutes. At this time right-click before the point in time where you see this zero volume and select Delete and Download Data. What is the symbol of the chart? 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 |
| [2015-07-18 20:32:21] |
| User68474 - Posts: 202 |
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Duration of 10 minutes. Symbol was CL. Also occurred at same time for same duration in GC. In GC the volume was not affected on 1 minute chart, but bid-ask numbers were all 0's on a range bar chart with "Numbers Bars" study. On a 1 min. bar chart with "Bid Volume vs. Ask Volume" study, the same approx. 10 minute period of 0's is evident. A quick scroll back to 07/15 and 07/16 boot-ups also show a ten minute "missing period" with 0's. Is it Rithmic bug/anomaly? Do I need to follow your above instructions every time I boot up: "At this time right-click before the point in time where you see this zero volume and select Delete and Download Data." ??
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| [2015-07-18 20:48:07] |
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10 minutes of missing Bid Volume and Ask Volume in the most recent data is completely normal when using Rithmic. Although we will see if we can solve this limitation. But not necessarily. 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 |
| [2015-07-18 21:15:11] |
| User68474 - Posts: 202 |
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Would you recommend, at least for now, beginning the "Delete and Download Data" maybe a few bars before the first "all 0's" bar (be it a time interval or range/tick bar)in order to get the most accurate backfill, as the first bar before an "all 0" bar might have been partially affected and thus suspect in its completeness ??
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| [2015-07-19 01:24:59] |
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Yes.
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 |
| [2015-07-20 20:36:30] |
| User68474 - Posts: 202 |
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Just tried the "fix" you recommended [..." At this time right-click before the point in time where you see this zero volume and select Delete and Download Data."]this a.m. while market was open (as opposed to over the weekend, which was when I tried it and replied to you as above). Unfortunately we have a "Catch-22" here. After the "Delete and Download", I noticed that the most current bars which were forming as the "D+D" was occurring now were all 0's for that interval of time it took to complete that action!!
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| [2015-07-20 21:04:37] |
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Update Sierra Chart to the latest prerelease with Help >> Download Prerelease. The limitation with the most recent 10 minutes of historical tick data from Rithmic not having bid volume and ask volume, is now 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 |
| [2015-07-20 22:24:40] |
| User11942 - Posts: 298 |
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Nope. At least for me. I was also hoping for a resolution :)
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