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Direct MessagesDate/Time: Thu, 02 May 2024 00:20:29 +0000
Numbers bars with missing price levels
View Count: 771
| [2020-02-20 14:47:32] |
| User255315 - Posts: 127 |
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Hi SC, I have noticed numbers bars, during certain times of the day, notably during open and around 1:30 LT and also during regular trading hours, the appearance of bars with missing price levels, i.e without any bid/ask volume displayed/recorded for that price level. May I know, how the numbers bars study is storing this, or under what circumstances may this kind of a numbers bars occur, so that i can have code to catch this kind of exception in my custom study code. This is posing an additional challenge while working with range bars especially. Here is the chart screen: http://www.sierrachart.com/image.php?Image=1582209563991.png |
| [2020-02-21 10:48:16] |
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We see nothing like this at all. We do not know what the chart settings are or exactly what you have done to cause that. This is an example of what we see: http://www.sierrachart.com/image.php?Image=1582282073674.png 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: 2020-02-21 10:49:02
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| [2020-02-25 05:10:44] |
| User255315 - Posts: 127 |
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Here is an occurrence on an active contract. There are some price levels where there is no recording for the bidvol|askvol within the numbers bars. http://www.sierrachart.com/image.php?Image=1582607373433.png I am seeing these missing price levels, on real time connections on liquid products like even NQ, GC, CL and it frequently affects my custom studies referencing that price level data. This also occurs on different installations of Sierra that i have running on the same system. How can i fix this, if the error is on my side? Date Time Of Last Edit: 2020-02-25 05:35:05
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| [2020-02-25 10:26:56] |
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What is the time zone of that 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 |
| [2020-02-25 14:00:34] |
| User255315 - Posts: 127 |
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London time. If needed i can share my chartbook (contains only the numbers bars study and a few general settings), to figure this out. As i said, this is a frequent enough occurrence (I am observing this even in real-time data instances of sierra) and for liquid products, rendering it impossible to deploy my custom study without catching such exceptions whenever they might occur. Date Time Of Last Edit: 2020-02-25 14:06:54
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