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Date/Time: Mon, 29 Apr 2024 10:44:47 +0000



Bid x Ask Data Has changed overtime??

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[2020-09-16 22:51:58]
User805971 - Posts: 6
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 - 212 views
imagebid x ask after 1 month #3.png / V - Attached On 2020-09-16 22:51:22 UTC - Size: 116.7 KB - 211 views
[2020-09-16 22:54:19]
User805971 - Posts: 6
Just another example
imagebid x ask #2.png / V - Attached On 2020-09-16 22:53:51 UTC - Size: 28.65 KB - 195 views
imagebid x ask after 1 month #2.png / V - Attached On 2020-09-16 22:54:01 UTC - Size: 136.43 KB - 214 views
[2020-09-17 10:14:13]
Sierra Chart Engineering - Posts: 104368
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:
Software Download: Fast Update
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:
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Date Time Of Last Edit: 2020-09-17 10:14:44
[2020-09-23 21:44:03]
User805971 - Posts: 6
Hi there

After experimenting thoroughly, I have found the reason why the bid x ask changes a lot. Its because I keep changing the tick size value from 0.000100 to 0.000200. I only did this because it helped me see the numbers better but didnt realise that it changed the bid x ask completely.

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