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Date/Time: Thu, 09 May 2024 20:20:58 +0000



U.S. Equities (Bad ticks)

View Count: 745

[2020-08-16 14:03:07]
AliHussain - Posts: 5
Hello,

I'm having bad ticks all over the place with Barcharts and it's really annoying.. I tried "Delete All Data And Download" but it doesn't do anything
What confuse me that the bad ticks doesn't show on other brokers like TD ameritrade or IB when they happen. Do i need to report them every time?

Few examples

AAPL
https://www.sierrachart.com/image.php?Image=1597585214347.png
https://www.sierrachart.com/image.php?Image=1597585263457.png
https://www.sierrachart.com/image.php?Image=1597585293388.png
https://www.sierrachart.com/image.php?Image=1597585345244.png

TSLA
https://www.sierrachart.com/image.php?Image=1597585083867.png
https://www.sierrachart.com/image.php?Image=1597585140336.png
[2020-08-16 15:05:35]
Sierra Chart Engineering - Posts: 104368
These are not bad ticks, they are valid reported trades which have out of range values as compared to the others.

It is very challenging to determine what trades are going to cause these kinds of problems. We will review this again and clean up and remove these ones.
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: 2020-08-16 15:06:02
[2020-08-17 14:01:33]
AliHussain - Posts: 5
I hope it get fixed soon because subscribing to U.S. Equities almost useless
It's really bad and distort Market profile values while trading Intraday

examples from today
Date Time Of Last Edit: 2020-08-17 14:28:36
imagetsla_barchart.png / V - Attached On 2020-08-17 14:15:58 UTC - Size: 17.32 KB - 256 views
imageaapl_barchart.png / V - Attached On 2020-08-17 14:23:17 UTC - Size: 16.54 KB - 249 views
imageaapl_tsla_IB.png / V - Attached On 2020-08-17 14:25:19 UTC - Size: 46.87 KB - 228 views
[2020-08-17 18:46:22]
Sierra Chart Engineering - Posts: 104368
This really is very frustrating. There has been so much work that has gone into this, and we only continue to see an issue. Anyway, we have one last thing that we can do. We will get this cleaned up, this evening.
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
[2020-08-18 03:28:41]
Sierra Chart Engineering - Posts: 104368
We apologize for this issue. We now realize what has gone wrong. Unknown to us due to a minor code error, odd lot trades were getting include into the NASDAQ stocks data.

We are cleaning this up now. We will post here when done.

But really why it is, those odd lot trades in some cases have such out of range values, makes no sense to begin with. It simply is not making any sense but these are actual transmitted trades from the exchange with those prices that you see.
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: 2020-08-18 03:29:32
[2020-08-18 05:05:37]
Sierra_Chart Engineering - Posts: 14292
The out of range values in post #1 are cleaned up. Those were from odd lot trades.

Follow the instructions here to 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)


Now it is very apparent, why odd lot trades must never be included in Intraday charts.
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: 2020-08-18 05:06:33

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