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Bad data for several ETFs on the SC data feed

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[2019-08-13 10:06:31] #1 [Go To First Post]
User816220 - Posts: 80
The SC data feed is showing junk data for several ETFs (SPY, SH, UPRO, SPXU) from last night. There's a few trades reported after the close of the extended session in the 20:00 hour, and then a lot of trades in the 20-500 dollar range in the 23:00 hour.

[2019-08-13 11:11:21] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Our data provider Barchart has been notified about this now. This is what you are referring to: http://www.sierrachart.com/image.php?Image=1565694572380.png We will have to see how this data can be cleaned up. 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: 2019-08-13 11:11:31

[2019-08-13 12:39:34] #3 [Go To First Post]
User41727 - Posts: 124
It's not just ETFs, but also quite a few stocks (e.g. GE).

[2019-08-13 19:26:28] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes we know. We are going to clean up the data, this evening. This is from our data provider Barchart: The NYSE / AMEX primary production had a meltdown yesterday, so they had to bring up their disaster recovery site to send data. They ended up extending the trading session beyond the usual closing time - and to accommodate we removed our time checks for the feed which block messages after regular closing. We also did this as we hoped they would resend the official end of day summary message later in the evening - which apparently they did not do. Anything after 8:15pm ET last night from these exchanges should be purged, or you can re-pull from our historical system which does not have these issues. We will be adding back our time checks after market today. 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

[2019-08-13 19:43:07] #5 [Go To First Post]
User41727 - Posts: 124
Would be great if you could actually delete entire bars, or a range of bars, from SC. Using the "Edit/Download" option you have to remove each tick individually, which is not really feasible when dealing with a large number of symbols.

[2019-08-13 19:53:19] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Just wait until we clean the data up on our side. And then you can re-download at that time. We will clean this data up for you. It will be done by morning. 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

[2019-08-13 20:02:52] #7 [Go To First Post]
User41727 - Posts: 124
I meant in general for the next time this or something like this happens. Because it's exceedingly hard to trade when your charts are completely screwed up, and you can barely see what's going on. Having an option for working around that issue would be extremely valuable in that case.

[2019-08-13 23:05:58] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The erroneous data is in the evening session so you just adjust the Session Times to remove the data. Refer to: Chart Session Times 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: 2019-08-13 23:06:04

[2019-08-14 08:31:34] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The historical NYSE and AMEX data has now been cleaned up. You can re-download the data: 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) 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

[2019-08-14 13:50:12] #10 [Go To First Post]
User41727 - Posts: 124
I'm still seeing erroneous data. Check $GE.

[2019-08-16 18:58:50] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What is $GE? 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

[2019-08-16 20:48:17] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
If you are referring to the out of range prices for the stock symbol GE during the normal trading hours, we do observe that and we are going to be looking at that over the next week but this is a very involved process to find out what particular trade codes we need to filter out. 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: 2019-08-16 20:48:46

[2019-08-17 00:31:15] #13 [Go To First Post]
User41727 - Posts: 124
Im not talking about RTH, I'm talking about the faulty ETH data from 2019-08-13, the original issue for which this thread was created. I am still receiving bars that are clearly incorrect when re-downloading the historical data. And this does not only apply to GE, but also a number of other symbols.

[2019-08-17 00:57:27] #14 [Go To First Post]
User269983 - Posts: 31
I am having this issue with all stocks on my watch list. FB, NFLX, NVDA, ROKU and TSLA. Attached is an example Edit: Is it possible set SC not to use the SC data to do historical backfill? I don't need to many days, I can use the backfill from my broker. Date Time Of Last Edit: 2019-08-17 22:05:59


roku.png / V - Attached On 2019-08-17 00:53:56 UTC - Size: 2.85 KB - 207 views

[2019-08-20 21:03:15] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In regards to post #13 we do not see any problem like this at all. This is what we see for GE: http://www.sierrachart.com/image.php?Image=1566334950820.png The other days are fine as well. On August 15 for GE we do see some bars with prices out of the typical range but those are not bad values but those are actual reported trades. They may be in a category which has to be filtered but we are not seeing that on subsequent days. The screenshot for post # 14 is just not useful for us at all. You need to post an image by following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage 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: 2019-08-20 21:13:51

[2019-08-20 21:13:32] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In regards to post #14, there really is not a need to provide anything further because we have the logging enabled and we will see what trade codes are providing these out of range values. 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

[2019-08-20 21:28:29] #17 [Go To First Post]
User41727 - Posts: 124
Well, this is what I see. This is freshly downloaded data, and it's not the only chart that looks like this. Times are CEST.


Attachment Deleted. GE[M] 5 Min #36 2019-08-20 23_25_43.276.png / V - Attached On 2019-08-20 21:26:45 UTC - Size: 32.21 KB - 239 views

[2019-08-20 21:40:07] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
That data just does not exist on the servers and we checked both of them. Follow the instructions below: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Fully re-download the data in the chart by going to the chart and selecting "Edit >>Delete All Data and Download". After about a minute provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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: 2019-08-20 21:40:29

[2019-08-20 23:40:46] #19 [Go To First Post]
User41727 - Posts: 124
After some testing I figured out the following: Doing "Delete and Download Data" starting with the first affected bar does not work for some reason. Instead, I had to start with a bar that belongs to the actual evening session (or earlier). Why that would be the case remains a mystery, though.

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