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Direct MessagesDate/Time: Sat, 18 May 2024 07:25:15 +0000
Is there a large data glitch right now for US equities daily volume data?
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| [2020-09-24 21:58:36] |
| gjockey - Posts: 47 |
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Hello, For reasons mentioned already on the support forum, I am used to seeing daily volume +/-10% from what Nasdaq and other sites report... but I am seeing something really abnormal right now. After market close @ about 5:40 EST I am seeing SC show the daily volumes for TSLA and GE to be about 57 million and 5 million respectively (please see attachment). The correct volumes should be 96 millions and 95 million. 1 observation I can make is that when the charts were first loading up, I did see the TSLA chart momentarily show a daily volume of around 95 million but the number then flipped to the 57 million when the chart "settled". With both TSLA and GE daily charts, I am noticing that using the option to "Delete and download Data" seems to momentarily display the correct daily volume number on their charts, but it then later reverts to display the erroneous volume numbers. Thank you. Date Time Of Last Edit: 2020-09-24 22:45:42
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 Sierra Time.jpg / V - Attached On 2020-09-24 21:58:02 UTC - Size: 101.42 KB - 182 views |
| [2020-09-24 22:18:15] |
| gjockey - Posts: 47 |
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1 other thing I'd like to add. I understand that a summation of the intraday volume should give a different value than the reported daily volume, but that the value should always be less than the reported daily volumes. @ 6:15 EST, using the summation study on a 2 minute intraday chart (loading 1 day of data) shows TSLA volume = 74 million and GE volume = 97 million. Thanks |
| [2020-09-25 04:21:10] |
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We have looked into this, and those daily volume values must be coming from our data provider. Apparently through the market summary information. We will look further into this. 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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