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Direct MessagesDate/Time: Mon, 29 Apr 2024 11:32:05 +0000
AAPL 8-31-2020 price spikes
View Count: 977
| [2020-09-01 05:23:10] |
| jomo88 - Posts: 47 |
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I see price spikes in AAPL today. I checked tradingview and thinkorswim and they are not shown. I am using the US Equities feed with Sierra Chart. See attached. 1 second chart along with a full day 1 minute chart, including comparison to TOS. Thanks |
 AAPL_spikes-8-31-2020.jpg / V - Attached On 2020-09-01 05:22:23 UTC - Size: 145.08 KB - 298 views |
| [2020-09-01 11:28:35] |
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Those are actual trades reported by the exchange but we will enable additional filtering to see if they can be filtered out.
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 |
| [2020-09-01 22:36:59] |
| jomo88 - Posts: 47 |
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Similar spikes today in GOOG. Any time estimate on when we might see a filter? Thanks
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| [2020-09-01 22:50:00] |
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Do you have Chart >> Chart Settings >> Advanced Settings 3 >> Include Odd Lot Equity Trades enabled for the chart? Disable that option. We want you to re-download the data from before today following these instructions: 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) That will remove these out of range values. We are looking into why these odd lot trades, were included even if you did not have that option on. For now we have disabled odd lot trades on the server side. 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 |
| [2020-09-01 23:56:11] |
| jomo88 - Posts: 47 |
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Include Odd Lot Equity Trades was not checked. Going to try to re-download data now. Thanks |
| [2020-09-02 00:05:27] |
| jomo88 - Posts: 47 |
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I have GOOG data on my chart coming from an "Add Additional Symbol" study. Could that explain it? Also, when I go to delete the data by right clicking, it only lets me delete the main symbol for my chart (in this case IUXX). See attached |
| IUXX_delete.jpg / V - Attached On 2020-09-02 00:04:00 UTC - Size: 238.52 KB - 259 views |
| [2020-09-02 00:17:22] |
| jomo88 - Posts: 47 |
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I started a new chart and re-downloaded GOOG with GOOG as main symbol. It fixed 2 out of 3 spikes. One still left, I have a tradingview chart for comparison which does not include spike.
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| GOOG_delete.jpg / V - Attached On 2020-09-02 00:17:15 UTC - Size: 147.47 KB - 286 views |
| [2020-09-02 00:23:29] |
| jomo88 - Posts: 47 |
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No GOOG spike on thinkorswim either. I will try to consolidate message in future. Thanks
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| [2020-09-03 07:54:32] |
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We have now extended the filtering to include out of sequence trades. Maybe it was from that type of trade.
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: 2020-09-03 07:54:44
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| [2020-09-03 12:15:39] |
| jomo88 - Posts: 47 |
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Still seeing spikes in GOOG... I have attached two screenshots, one with odd lot equities trades enabled, the other without. You can see a thicker green line with odd lot equity trades. Both have spikes. Also, checking the box odd lot equity trades changes the chart immediately. A re-download after changing that setting doesn't change the chart. |
| GOOG_dont_include_odd.jpg / V - Attached On 2020-09-03 12:15:20 UTC - Size: 156.67 KB - 299 views GOOG_include_odd.jpg / V - Attached On 2020-09-03 12:15:27 UTC - Size: 145.29 KB - 277 views |
| [2020-09-03 18:52:28] |
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The additional filtering only went into effect September 3. There is no change with the prior data. We will have to work on that but that can take a couple of weeks at least.
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 |
| [2020-10-05 22:38:52] |
| jomo88 - Posts: 47 |
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Thanks for fixing the spikes. I have 2 additional questions... 1) Did you ever get around to applying the additional filtering to before Sept 3. You mentioned above it might take a couple weeks. 2) I noticed these spikes still appear on extended trading hours sessions. However, in this case for the extended trading hours spikes, thinkorswim also shows them. Before the fix from this thread, Sierra had spikes during the day and TOS did not, hence my initial complaint. See attached file on recent data from MSFT. So, are these likely out of sequence trades as well? Or is this possibly due to another issue like lack of liquidity in overnight trading? The fact that TOS is showing them makes me wonder. If they are out of sequence trades, shouldn't these be filtered as well? Thanks |
| overnight_spikes.jpg / V - Attached On 2020-10-05 22:29:28 UTC - Size: 293.04 KB - 210 views Attachment Deleted. |
| [2020-10-06 08:34:43] |
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1. Yes this has been done. However, only back to January 1, 2020. We can go further back but we just went only back to this time for now. Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. 2. We did not do any filtering outside of the regular trading hours. In all cases these out of range prices are valid trades but they are trades which should not be included in Intraday charts. So, are these likely out of sequence trades as well? This is only one possibility. There are numerous trade conditions which can cause out of range values. And it is hard to know which ones to filter and which ones not to. The standard information on them is not always the best guidelines.
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: 2020-10-06 08:39:06
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| [2020-10-22 12:30:52] |
| UserAR - Posts: 59 |
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SC- Eng: Can you add filtering to pre/after hours as well? Thank you.
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| [2020-10-23 09:33:39] |
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There is already proper filtering for data recorded as of September 2020. During some of the time range prior to that, there may have been some trades which should have been filtered. What is the date range you are referring to? 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: 2020-10-23 09:33:57
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| [2020-10-23 12:42:45] |
| UserAR - Posts: 59 |
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This is happening just this morning. I'm seeing it on many of the high volume micro cap stocks.
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| candle spikes.PNG / V - Attached On 2020-10-23 12:42:24 UTC - Size: 13.13 KB - 204 views |
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