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Direct MessagesDate/Time: Sun, 19 May 2024 01:42:50 +0000
Daily and Intraday prices not same Sierra real time data
View Count: 1540
| [2019-03-13 14:18:35] |
| User902167 - Posts: 31 |
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I have symbol CRUS that is showing a high of $42.00 on Daily and the 10 min chart is showing $41.43 , i have looked at another charting package and its showing the 10 Min is right and daily is wrong. I deleted and downloaded chart data and its the same prices.
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| [2019-03-13 19:06:54] |
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We will go over this very carefully after the close and see what the issue is. We thought we had this 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 Date Time Of Last Edit: 2019-03-13 19:07:14
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| [2019-03-13 19:12:24] |
| User902167 - Posts: 31 |
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well i thought we did too until today, i have to keep cross checking prices all day to be sure i dont trade a chart thats priced wrong.
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| [2019-03-13 22:05:51] |
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In this particular case there was a trade at 42 at 8 AM US Eastern time on 3-13 for that symbol. That did update the daily High and that is the reason for the issue. So this is not a typical scenario.
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 |
| [2019-03-14 01:10:05] |
| User902167 - Posts: 31 |
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i went to nasdaq.com for premarket quote and i do see the one trade at 8 am on CRUS for 200 shares. I didn't think my charts were set to read premarket trades on daily time frame. I did put a button on intraday for afterhours display. So is there a way to limit daily charts to market hours ? I don't want this to happen again. I looked around for options on daily hours and see nothing . Thanks.
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| [2019-03-14 01:19:36] |
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There really is nothing we can do easily at the moment. The background detail of this is our data provider Barchart is not providing the daily open high low and settlement values on their new Open Feed version at this time. So we have to calculate these and these calculations are done across a 24 hour time span. We do not have any way to limit them now. Although the daily chart bars for other than the current day, will just include the regular trading hours. 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: 2019-03-14 01:20:03
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| [2019-03-14 01:30:59] |
| User902167 - Posts: 31 |
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well this is a big problem for me, i use candlesticks for my signals and this will throw the market candle way off. I don't know how i can make this work. I just saw another symbol ACB that would have mislead me on the daily candle as it looks like it opened and traded way down then back up.. The market hours candle would have just been a gap up . Date Time Of Last Edit: 2019-03-14 01:58:30
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| [2019-03-14 20:12:25] |
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Usually this is not going to be a problem. This was an exceptional case but there are two things you can do for now. When you notice this, reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers We do not want to go into a background explanation as to why that works. The other thing to do is for daily bars use Intraday data: Chart Session Times: Creating Daily Bars with Custom Session Times And we will try to get to limiting the daily High and Low to the regular trading hours, as soon as we can for the US equities 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: 2019-03-14 20:14:04
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| [2019-03-18 10:31:23] |
| User418603 - Posts: 3 |
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hi, we are facing the same problem as the candle OHLC are not matching with the other stock software that we are using and for which we know the values are correct, just to give you an example for /NQM19 on SIERRA the OHLC for 2019-03-15 14:30 is O:7325.00 H:7329.00 L:7324.75 and C:7328.25 with a Volume of 1312 where as on our other software that we use for trading for the same date and time stamp we have O:7352.75 H:7354.75 L:7352.25 and C:7354.25 and Volume is 462 this is totally disaster for us, can you please put light on it or guide us if we are doing something wrong, we have also tried other symbols like AMD and FB but they were also off Thanks ! |
| [2019-03-18 19:48:46] |
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No you are definitely not having the same issue at all. You are referring to a futures contract and apparently to Intraday data based on the low volume numbers. Post an image of the chart showing what you think is a data error so we can understand and explain this. The data that is provided by the Sierra Chart historical data service is 100% accurate. Here are instructions: https://www.sierrachart.com/index.php?page=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: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-03-18 19:50:01
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| [2019-03-19 07:29:57] |
| User418603 - Posts: 3 |
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Yes you are right, I am referring to futures contract and apparently to Intraday data for /NQM19 and we see the difference in OHLC values when we match the candles with other software in our case we are using ThinkOrSwim, I am attaching here with images
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 Sierra NQ OHLC.png / V - Attached On 2019-03-19 07:28:19 UTC - Size: 9.61 KB - 231 views TOS OHLC for NQ.png / V - Attached On 2019-03-19 07:28:36 UTC - Size: 28.37 KB - 220 views |
| [2019-03-19 11:12:36] |
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For 14:30 the US Eastern time we do see the same values as the other program. Make sure the time zone of the chart is set to US Eastern: Time Zone Setting It currently is not. 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: 2019-03-19 11:13:20
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| [2019-03-19 18:09:45] |
| User418603 - Posts: 3 |
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Thank you very much for guiding us to the right direction, it worked and values are fine now. however we would also like to know if we can have data saved as csv or using DDE to the application, will appreciate your help in this regards Thanks |
| [2019-03-20 02:21:09] |
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Refer to this page: Exporting and Importing Intraday Data Files 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 |
| [2019-03-25 18:52:05] |
| User902167 - Posts: 31 |
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looking at FL (Footlocker) and the daily open is wrong for 3-22-19, it shows 57.58 when the intraday shows 59.17. This is totally messing up my candlestick signals.
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| [2019-03-25 20:56:25] |
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That particular date is in the past and that data originates from the historical daily data from Barchart. That is the data they are providing. We cannot help with that and it is doubtful there is anything wrong with it. There is always some explanation for these differences. If you want the daily bars to match the intraday charts, then you can create daily bars from Intraday 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 Date Time Of Last Edit: 2019-03-25 20:57:08
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| [2019-03-26 08:11:10] |
| User902167 - Posts: 31 |
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I have my daily charts set to look back 600 days, if i try to do this with intraday daily bars it will never get loaded up. It would be nice to just set the daily bar time open and close on chart setup. I was hoping sometime soon you could have that work that way for us. Then we can choose our own daily bar times. Thanks.
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| [2019-03-28 04:32:43] |
| User902167 - Posts: 31 |
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I have MDLZ symbol showing $49.70 low and $49.90 high on daily candle, on intraday i have $49.31 low and $49.98 high. This is showing range on daily of .20 and range on intraday .67, thats quite a difference. Before when i brought this up you said it was because of after hours trading, well i see no after hours trading here. Where are these prices coming from ? How can anyone trade from charts doing this ? This gives 2 totally different pictures of the days trading.
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| [2019-03-28 09:42:29] |
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At this point in time the daily bar for that date will be correct. We did not look at this at the time you raised it so we cannot see what server this occurred on and possibly why. We will have to just wait for the next incident to see why this is the case. Something like this is definitively wrong. And we will definitely figure out why. Is that a NASDAQ stock? 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 |
| [2019-03-28 14:12:20] |
| User902167 - Posts: 31 |
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yes MDLZ is a nasdaq stock. I do see now this is showing correct prices on daily candle. This is getting nuts. I love your charting program but this data feed is most aggravating lately.
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| [2019-03-28 17:01:51] |
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This all began when Barchart released their new Open Feed. They are not providing the daily open, high, low, settlement prices and we have to calculate/set these. So while we have implemented this, there still are some small issues that need to be resolved. But this latest one we are not sure what the issue is. So we need to be aware of another incident and look at it, at that moment.
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: 2019-03-28 17:03:22
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