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Date/Time: Sun, 20 Sep 2020 21:02:59 +0000



Bid x Ask Data Has changed overtime??

[2020-09-16 22:51:58]
User805971 - Posts: 5 | Ending Date: 2020-09-18 [Expired]
Dear Sierra Team

After taking a look at some old screenshots of my number bar chart I have found that the bid x ask data has changed over the course of 1 month. It hasn't changed drastically however for me, this is the difference between me taking a trade or not. So it has a huge impact on my strategy.

I am looking at Futures CME New Zealand Dollar 6N on the September contract.

I have 3 examples but only attached 1 example (2 images) due to the limit. These show the comparison of the bid x ask being changed.

Please could you explain why the data has changed after 1 month even though I am looking at the chart on the same contract (September)??

Thank you
imagebid x ask #3.jpg / V - Attached On 2020-09-16 22:51:16 UTC - Size: 27.86 KB - 13 views
imagebid x ask after 1 month #3.png / V - Attached On 2020-09-16 22:51:22 UTC - Size: 116.7 KB - 12 views
[2020-09-16 22:54:19]
User805971 - Posts: 5 | Ending Date: 2020-09-18 [Expired]
Just another example
imagebid x ask #2.png / V - Attached On 2020-09-16 22:53:51 UTC - Size: 28.65 KB - 10 views
imagebid x ask after 1 month #2.png / V - Attached On 2020-09-16 22:54:01 UTC - Size: 136.43 KB - 13 views
[2020-09-17 10:14:13]
Sierra Chart Engineering - Posts: 89759 | Ending Date: 2021-04-05
It is impossible for us to answer this. We do not know all of the circumstances or what you have done.

The bar starting time could have changed based on Chart Settings.

The historical data could have changed because you re-downloaded it and maybe it was incomplete before or maybe it was incomplete now. However why there would be incomplete or missing data we do not know. You could have enabled volume filtering.

Perhaps there is some variation due to the new millisecond time stamping and therefore may be a trade which was included in a particular bar is included in the following or prior bar. This would probably be the more likely explanation. We want you to update to the latest version:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-09-17 10:14:44

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