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Direct MessagesDate/Time: Sun, 05 May 2024 03:59:58 +0000
TICK-NYSE SC data
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| [2016-11-13 11:17:39] |
| User842703 - Posts: 55 |
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There is an issue with this market statistic in that it doesn't seem to show extreme moves at the open. Using 2 examples and comparing with another data source: 26 Oct 9.30am bar: market gap down and TICK reached -1300 but SC data only shows -309 7 Nov 9.30am bar: market gap up and TICK reached +1500 but SC data only shows +174. I've tried different bar periods but it doesn't make any difference - typically I use 3min. I know there will be discrepancies between providers but I'm wondering if this variance could be due to some other setting on the chart or if this symbol is a smoothed version. |
| [2016-11-13 21:55:08] |
| conr - Posts: 204 |
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Read this thread. Accurate NYSE TICK Data
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| [2016-11-14 09:42:19] |
| User842703 - Posts: 55 |
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That was from over a year ago. If this is still the case and perhaps SC can confirm then I'll find another alternative as I use TICK for the extreme readings and for whatever reason this calculation seems to smooth them out.
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| [2016-11-14 18:11:43] |
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The Sierra Chart market statistics show 501 stocks that had traded on the NYSE at the instant the market opened at 9:30 AM on October 26. So a reading of -1300 would not even be possible. However, looking at another data feed, IQ Feed, we see a higher number of stocks trading at that moment in time. We are not sure of the reason for the difference but we know that we are using a good NYSE data feed providing all of the data from the NYSE. This has been verified many times. So there is nothing fundamentally wrong with the NYSE TICK provided by Sierra Chart. So at this point in time you really need to look at using a different market statistics data 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 Date Time Of Last Edit: 2016-11-14 18:43:13
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