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Date/Time: Thu, 25 Apr 2024 23:45:08 +0000



Poor Tick Data July 1 (morning)?

View Count: 1030

[2019-07-01 16:29:49]
User807771 - Posts: 12
I subscribe to the Real-Time SC Data feed - I noticed this morning that on several of my charts (CL & ES) that the Cumulative Delta (Volume) had several gaps in it. Attempts to re-download data/restart/update to v1941 did not solve the issue. I did connect with another data source to confirm that the Cumulative Delta should not have gaps this morning.

http://www.sierrachart.com/image.php?Image=1561998450457.png
[2019-07-01 17:14:54]
Sierra Chart Engineering - Posts: 104368
This is what we see:
http://www.sierrachart.com/image.php?Image=1562001222482.png

With how that study is designed not sure why there would be gaps. We want you to add the Bid Volume versus Ask Volume study to that chart and then post another image of it.
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
[2019-07-01 17:37:45]
User807771 - Posts: 12
My apologies if I upload the incorrect study you requested - I did not see a Bid Volume vs Ask Volume study exactly, so I guessed you wanted Cumulative Delta Bars - Up/Down Tick Volume

http://www.sierrachart.com/image.php?Image=1562002466258.png
[2019-07-01 17:47:45]
Sierra Chart Engineering - Posts: 104368
No that is not the study we need. This is the one:
Bid Volume vs Ask Volume
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
[2019-07-01 17:53:48]
User807771 - Posts: 12
Thank You - I did not initially look in the Custom Studies section. Updated image attached

http://www.sierrachart.com/image.php?Image=1562003516245.png
[2019-07-01 17:59:11]
Sierra Chart Engineering - Posts: 104368
You definitely have data and that chart that is not from the Sierra Chart Historical Data service.

Follow the instructions here to read download the data since the beginning of the day:
Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.1.2 Deleting and Re-downloading Data. (Easier and Recommended Method)

Additionally that study is in the main list of studies. It is also listed with custom studies but you did not have to go there.
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: 2019-07-01 18:02:39
[2019-07-01 18:13:06]
User807771 - Posts: 12
Interesting that the chart data is not from the Sierra Chart Historical Data service, as the chart has an [M] in the header. That said, following the instructions listed and performing a complete data wipe resolved the issue.
[2019-07-01 18:15:30]
Sierra Chart Engineering - Posts: 104368
At the time the data was being downloaded it looks like it was coming from Interactive Brokers. There could have been a couple of different reasons as to why.

Follow the instructions here in regards to this:
Interactive Brokers Trading Service: Using Sierra Chart Historical Data

This is relevant for the times that your account is not authorized to receive the CME 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: 2019-07-01 18:16:46

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