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Direct MessagesDate/Time: Tue, 14 May 2024 17:18:47 +0000
Change of volume numbers in historical feed to even numbers
View Count: 366
| [2020-10-27 07:44:36] |
| TeeJay - Posts: 123 |
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Hello, you change the volume numbers in historical feed to even numbers it seems. E.g. CLLS (but it happens in all of them) on 23/10, extracted at 17:30 the volume is 326827, when I extract again on 26/10 the number for 23/10 is 326800 Can you please tell me the time when this corrections are done because in that case I get reconciliation errors and that leads to more problem as it is done for all symbols Thanks |
| [2020-10-27 19:54:04] |
| TeeJay - Posts: 123 |
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On top of that I have another question. When I download all files for associated watchlist, and I keep the files in between the downloads, the download is normally only downloading the delta days. What happens when there was a split or a dividend? Does the download mechanism know this automatically and downloads the full history through the download option for the associated watchlist? Or is it better to be on the safe side and always download the whole history from the beginning? Thanks |
| [2020-10-27 22:17:22] |
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We do not understand the first post at all. There are no corrections done. We do not know the details of how you are arriving at this conclusion or exactly what you are doing.
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: 2020-10-27 22:17:30
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| [2020-10-27 22:25:05] |
| TeeJay - Posts: 123 |
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It is simply what I have written. I downloaded historical daily data at 23/10 at 17:30 with volume x shown for that day. When downloading the same data on 26/10 the volume data for 23/10 was not x anymore but y. I this case 326827 vs 326800. And this was/is the case for exactly 4496 symbols where the volume was different. I dont know what is to not understand exactly? And all of these symbols had even volume numbers, very close to the numbers than on the original download day. So there has to be something done to it. I do not process I look at the exported text files directly from download data for associated watchlist Date Time Of Last Edit: 2020-10-27 22:26:49
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| [2020-10-28 10:59:41] |
| TeeJay - Posts: 123 |
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I attached a list, here you can see it clearly in the last column, all Open/Close/High/Low are the same for both downloads And all the volumes are "evened" out somehow. This is the data direct as it came from the download. I think I upgraded to latest version before the last download (2nd values) but I can't exactly remember. Date Time Of Last Edit: 2020-10-28 11:04:24
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Private File |
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