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Direct MessagesDate/Time: Fri, 03 May 2024 13:11:45 +0000
Notice: US Equities Data with Sierra Chart ExchangeData Feed/Historical Data Service
View Count: 2227
| [2020-08-18 04:01:00] |
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Mistakenly on trade date 2020-08-17, the US equities data for NASDAQ stocks, was including odd lot trades into the real-time and historical data with the Sierra Chart Exchange Data Feed and Sierra Chart Historical Data services. These are trades with a trade volume of less than 100. The problem with these trades is that some of them have out of range values and cause a long length bars which make it look like there are data errors. These are actual real trades with real prices transmitted by the exchange . Why they are significantly out of range is unknown to us. But they should not have been included. The data is now cleaned up. Follow the instructions here to re-download the data from just before the data with the out of range values: 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) We also have recently become aware that some valid trades were not being transmitted by the US Equities data feed and were not included the real-time data feed or the historical data. We do not know to what extent this was the case but it was a small percentage is about all we can say. This issue has been resolved as of August 17, 2020. This problem relates to when there was a filtered trade, due to a sale condition which indicates it should not be included in Intraday charts, in a batch of trades, the subsequent trades in the same batch were also getting filtered out. We are going to work on refreshing the historical data to make sure all trades are there. So at this point, the US equities data feed data with the Sierra Chart Exchange Data Feed should be considered a very good quality data feed. And we are also still working on the ability to optionally include odd lot trades. We just need to do more testing before that becomes available. We do apologize for the above issues. Sometimes mistakes are made but once we are aware of them we will promptly take care of them. And we want to provide a high quality level of service. If you require real-time US Equities data, please do use the Sierra Chart Exchange Data Feed as it offers an excellent value as compared to any other provider including IQ Feed. Documentation: Sierra Chart Exchange Data Feed Let us know if you have any other issues. 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 11:33:35
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| [2020-08-18 11:34:01] |
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Correction made above, and a clarification.
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 |
| [2020-08-29 09:22:20] |
| TeeJay - Posts: 123 |
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Hello, I just read this message through a link in my account panel. While I understand your problem with the long bars, I have also experienced this, filtering out all trades that are odd lot is a complete distortion of reality in stock trading. There are thousands of odd lot trades done every day which could make up significant volume in total. This is not futures trading and odd lots are quite usual. So does this also mean that the trading volume you show is missing all these trades? Thanks Date Time Of Last Edit: 2020-08-29 09:23:08
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| [2020-08-30 07:22:58] |
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Towards the end of this coming week we will be releasing support for the option to optionally include odd lot trades in charts. This is in Chart >> Chart Settings >> Advanced Settings 3. You need to be on a current version of Sierra Chart. The daily trading volume does include odd lot trades. This has always been the case. 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: 2020-08-31 05:46:04
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| [2020-08-30 07:49:16] |
| TeeJay - Posts: 123 |
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Thanks for clarifying this. Volume is way more important than the bar itself here.
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| [2020-09-04 01:21:01] |
| User542430 - Posts: 50 |
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Concerning post #4; using SC 2146 there is currently an option for including odd lot equity trades under Chart>Advanced Settings 3. I cannot find an documentation for this setting. Is it functional? Is post #4 referring to this setting or something else?
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| [2020-09-04 05:12:52] |
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It is not yet documented and this feature is still being worked on. There is one remaining issue we need to resolve which is resolved in the latest prerelease but the servers at this time are not recording or sending odd lot trades. 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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