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Direct MessagesDate/Time: Fri, 26 Apr 2024 12:53:08 +0000
Differences in bars from historical SC data feed
View Count: 552
| [2020-07-07 15:27:14] |
| TeeJay - Posts: 123 |
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Hi, I am still in final evaluation phase. And although I followed all the instructions I don't understand why I have such differences in the historical chart vs intraday chart, both daily, both from SC Historical Data Service. There are occasional strange hiccups. You mention here Historical Chart Prices: 12.1 - Historical Daily Bars Session Times and Evening Session Trading that US stocks only show RTH trading hours, which is exactly how I want it to be. I also cross checked that with the global symbol settings that only RTH is shown. And also with the Session times in Chart settings. But then I do not understand the differences shown here for IBM from historical to intraday. If at all the historical daily should have higher highs respectively lower lows, if it would have been from a 24 hour session, which it isn't. But not vice versa. Intraday daily http://www.sierrachart.com/image.php?Image=1594135140869.png Historical daily http://www.sierrachart.com/image.php?Image=1594135174198.png The same applies to ATVI. Intraday daily http://www.sierrachart.com/image.php?Image=1594135297839.png Historical daily http://www.sierrachart.com/image.php?Image=1594135259592.png Is there something wrong with the historical tick data in these cases? Redownloading etc. was not helpful. Edit : This seems like a similar issue Sierra Chart Data Feed Stock Prices Although I have no evening sessions enabled, this all "happened" during RTH here Many thanks Date Time Of Last Edit: 2020-07-07 15:38:35
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| [2020-07-08 10:05:12] |
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This is due to a recent problem involving the including of odd lot trades some of which have out of range prices. We will be removing these from the Intraday data over the weekend.
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 |
| [2020-07-08 18:29:08] |
| TeeJay - Posts: 123 |
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Hm, are you going to filter all odd lot trades then? Or just the ones that having out of range prices? Because in the case of expensive stocks filtering odd lots generally will distort reality a lot I think Thanks |
| [2020-07-08 18:55:23] |
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For now we have to filter them all and then we will add the ability to optionally include odd lots. But when optionally including them, you are going to have out of range prices. We can see no way around 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 Date Time Of Last Edit: 2020-07-08 18:55:28
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| [2020-07-08 19:07:58] |
| TeeJay - Posts: 123 |
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Ok thanks for that information. I was just thinking about stocks in the high 3 and 4 digit price range where obviously a lot of odd lot trades are done every day by retail traders. If all these trades are missing, there will be a lot of them missing. I am thinking about if this actually is influencing trades. I mean limit orders are placed at the exchanges and stops are placed at or in the broker systems. So if the broker filters these prices out on his side you should have no problems with stop orders, right? And the exchanges should have their own handling in place for limit orders. So are we only talking about a cosmetic display issue here? I don't know when exactly that happens as it happens only on the occasional odd lot order obviously, otherwise you would have much much more of this hiccups. Would be nice to get another statement from you on that. Thank you Edit : of course this all would not help if orders are placed automatic from inside SC, depending on the feed with the out of range price itself. hm, this seems like a real problem here Date Time Of Last Edit: 2020-07-08 19:22:47
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