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Date/Time: Sat, 20 Apr 2024 14:30:42 +0000



Adv/Dec Line NISS-NYSE

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[2020-03-19 17:35:39]
Profile Trader - Posts: 167
Is there an issue with the NISS-NYSE data today?

I am showing a -1000 when others are showing a +1000 roughly?

also the Adv/Dec Line study is showing -60,000 area??
image2020-03-19_1334.png / V - Attached On 2020-03-19 17:35:14 UTC - Size: 34.59 KB - 323 views
Attachment Deleted.
[2020-03-19 21:20:38]
Sierra Chart Engineering - Posts: 104368
We checked all of the component calculations for the NISS-NYSE statistic, which includes the number of stocks traded, the number of advancing issues, the number of declining issues, and the daily price changes. All of this is correct. The market is down today, so we would expect this to be a negative number. So we have to say the others are wrong.

Component calculations:
TISS-NYSE, ADV-NYSE, DECL-NYSE

The one thing you cannot see are the daily price changes of the individual stocks, but we did look at a few of those and they are all correct.

But clearly a value of +1000 cannot make any sense being the market is down. So as you can see the others are providing faulty statistics when Sierra Chart is correct.

There is also the use of the bid and ask data which can cause differences to other providers:
Sierra Chart Market Statistics: Market Statistics Calculation Change April 2019
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: 2020-03-19 21:27:34
[2020-03-19 22:06:24]
Profile Trader - Posts: 167
Thanks for checking on this for me.

I have attached another chart that shows the ES and Adv/Dec and previous close and where the market was green during the day.
But the ADL never got close to 0 the whole day. Maybe I am just missing something? maybe others can share with me what I am missing?

Thanks,

Doug
image2020-03-19_1800.png / V - Attached On 2020-03-19 22:00:46 UTC - Size: 35.89 KB - 311 views
[2020-07-06 13:36:50]
Profile Trader - Posts: 167
Sierra Support.

The ADD for NYSE and NASDAQ and UDVR are way off again this morning. We are showing a neg to 0 reading on a open with a gap 32 points higher on S&P.
[2020-07-06 15:53:20]
User783093 - Posts: 27
Confirming that NISS-NYSE working wrong.

-1000 readings on absolutely green market. Screens attached.
Attachment Deleted.
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image2020-07-06_185108.png / V - Attached On 2020-07-06 15:52:37 UTC - Size: 9.87 KB - 282 views
[2020-07-06 18:50:54]
Sierra Chart Engineering - Posts: 104368
This is due to the holiday on Friday where there was no trading in US stocks.

The reason for this behavior is because of a special implementation to ensure the correct settlement price is used to avoid this kind of problem. However, when there is a holiday day immediately preceding the current trading day there can potentially be an issue.

The price point of reference to determine whether a stock is up or down is the open of the stock on the current day. So the calculations involving up or down stocks, is based upon today's open.

We will have to see how best to solve this.
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: 2020-07-06 18:52:46
[2020-09-11 16:53:09]
Profile Trader - Posts: 167
SC,

The ADD for both the NYSE and NASDAQ have been wrong all day. Let me know if you need screen shots and supporting data.

NYSE has been positive all day but SC shows it negative all day.

There seems to be a reoccurring concern with internals.

Thanks

Doug
[2020-09-11 17:32:41]
Sierra Chart Engineering - Posts: 104368
We know why this problem has occurred this time. It relates to the daily price change and why that is not correct is do to a very unusual circumstance. It will be corrected after the close today. But the existing market statistics data depending upon that will not change.
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: 2020-09-11 17:32:54
[2020-09-29 13:35:13]
Profile Trader - Posts: 167
SC Engineering,

The Internals are way off Again....
[2020-09-29 14:59:57]
Sierra Chart Engineering - Posts: 104368
The market statistics which depend upon the previous close, are not correct on one of the servers. We have stopped using that particular feed. Only those statistics are affected. Not all of them. For example the TICK would not be affected by this.

You should be getting the correct data now.

To correct the historical data in the chart, follow these instructions:
Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.2.2: Correcting Data Errors by Downloading the Data Again

We worked on this issue early this morning (4 AM) because we saw that the previous close data was not up-to-date and we updated it and made sure that the market statistics calculations were using that updated previous close data but for some unknown reason, one of the servers was not. We would have to see why not.

The underlying reason for the problem of the previous close data not being updated at the right time, has been resolved.

We have to rely upon our own previous close calculations because our data provider does not provide this information. What was happening, is that the previous close data from Friday was being used. So the calculations were based upon that.
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
[2020-09-29 15:05:10]
Profile Trader - Posts: 167
NYSE Exchange has corrected but the NASDAQ is still not correct.
[2020-09-29 15:07:38]
Acro - Posts: 436
This is really disappointing.
A lot of us rely on the accuracy of those internals to get good context and not to have a clue that they were totally off puts one in a bad position
[2020-09-29 19:03:47]
Sierra Chart Engineering - Posts: 104368
We were able to get the NASDAQ and AMEX up/down based calculations corrected earlier today (Around 11:40 AM US Eastern time). Prior to that, the data was not correct and based upon Friday's close.
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: 2020-09-29 19:22:29
[2020-09-30 03:33:27]
Sierra_Chart Engineering - Posts: 14017
For further background information, refer to:
Information: SC Real-time US Equities Data Feed Daily Change and Market Stats Up/Down Symbols
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-09-30 03:33:34
[2020-11-30 20:55:55]
Profile Trader - Posts: 167
Something is going on with up down Volume Ratio for Nasdaq today???
imageUDVR Nasdaq.png / V - Attached On 2020-11-30 20:54:54 UTC - Size: 7.34 KB - 200 views
Attachment Deleted.
[2020-11-30 22:48:06]
Sierra Chart Engineering - Posts: 104368
The best we can deduce from this right now is there may have been an integer overflow condition. There is nothing we can do with the faulty values other than clear them which we will do.

And we will solve the integer overflow problem.
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
[2020-12-01 05:08:31]
Sierra Chart Engineering - Posts: 104368
We found out that one of our servers did have correct data for UDVR-NASDAQ. So we have corrected the derivative data and the underlying symbols.

Follow the instructions here to get the correct data:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart

We did increase the capacity for individual symbols to have 64-bit total volumes.

However, it does seem as though there was some faulty data received from the Open Feed from our data provider on one of the connections. We really do not know what exactly happened because there is no log. Let us know if you see any further issue.
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: 2020-12-01 17:39:04
[2021-01-12 15:47:16]
Profile Trader - Posts: 167
The UDVR(NAS) has something going on with it today. It is showing a much different number then another platform and if you look just the up down volume it is raising but the Ratio is falling or flat.
Attachment Deleted.
imageUDRV Nas.png / V - Attached On 2021-01-12 15:46:57 UTC - Size: 22.97 KB - 210 views
[2021-01-14 21:59:23]
Sierra_Chart Engineering - Posts: 14017
Letting you know we are looking over this. This is fairly involved to analyze. It will be many days.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-01-15 19:56:20
[2021-01-28 16:13:52]
Profile Trader - Posts: 167
Not sure I completely understand how this can be happening?
Seems like the rise in volume should be changing pace or slope with that amount of drop in Ratio.
Date Time Of Last Edit: 2021-01-28 16:15:33
imageNas UDVOL and Ratio 1-28-21.png / V - Attached On 2021-01-28 16:13:02 UTC - Size: 37.62 KB - 191 views
[2021-03-08 16:09:05]
Profile Trader - Posts: 167
SC,

The ADD lines for both NYSE and NAQ are way off today.... Something is going on..
[2021-03-08 16:51:39]
Sierra Chart Engineering - Posts: 104368
We are looking into this.

Regarding your other posts, we have been gradually as we can analyzing the problem. It is just very very complex to debug these kinds of issues.

We should be able to get this problem for today resolved in a couple of minutes.
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: 2021-03-08 16:51:49
[2021-03-08 17:01:05]
Sierra Chart Engineering - Posts: 104368
This is now resolved. Re-downloaded the data in the chart for today:

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

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