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Direct MessagesDate/Time: Fri, 26 Apr 2024 11:34:38 +0000
Error in historical data on US Equities
View Count: 437
| [2021-05-06 07:36:00] |
| Adam Schwartz - Posts: 81 |
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I am noticing errors in historical data on US equities. It is affecting the scans I run in the associated watchlist. I have followed every step multiple times in this support thread: Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.2 Historical Charts but I am having no luck. I will give an example: LPX is showing O:70.71 H:70.71 L:69.34 C:69.76, the correct data should be: O:73:50 H:73.90 L:69.28 C:69.76 Noticing a few symbols that are showing these errors. Intraday charts seem to be showing correct data. Is this a platform wide issue or something has gone wrong on my end? Appreciate any prompt response. Thanks, |
| [2021-05-06 07:56:01] |
| Adam Schwartz - Posts: 81 |
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Software version: 2222 64-bit | 2021-05-06 08:55:08.074 Primary Thread ID: 28840 | 2021-05-06 08:55:08.074 Usage end date: 2021-11-07 | 2021-05-06 08:55:08.074 Enabled for: Sierra Chart Historical Data Service. | 2021-05-06 08:55:08.074 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2021-05-06 08:55:08.074 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-05-06 08:55:08.074 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2021-05-06 08:55:08.074 Enabled for exchange: U.S. Equities (NYSE, NASDAQ, AMEX) | 2021-05-06 08:55:08.074 Enabled for exchange: Euronext Equities Delayed | 2021-05-06 08:55:08.074 Enabled for exchange2: CME (Trading Account Required) | 2021-05-06 08:55:08.074 Enabled for exchange2: CBOT (Trading Account Required) | 2021-05-06 08:55:08.074 Enabled for exchange2: COMEX (Trading Account Required) | 2021-05-06 08:55:08.074 Enabled for exchange2: NYMEX (Trading Account Required) | 2021-05-06 08:55:08.074 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-05-06 08:55:08.074 Current selected Data/Trading service: SC Data - All Services | 2021-05-06 08:55:08.074 Custom symbol settings values: enabled | 2021-05-06 08:55:08.074 Chart Update Interval: 500 | 2021-05-06 08:55:08.074 Intraday Data Storage Time Unit: 0 | 2021-05-06 08:55:08.074 Time Zone: +01:00:00 (GMT+00BST+01,M3.5.0/01:00,M10.5.0/02:00) | 2021-05-06 08:55:08.074 2021-05-06 07:55:08 Local computer time in UTC | 2021-05-06 08:55:08.074 2021-05-06 08:55:08 Local computer time in SC Time Zone | 2021-05-06 08:55:08.074 2021-05-06 07:49:45 Server time in UTC | 2021-05-06 08:55:08.074 Local computer UTC time and Server UTC time difference: 1 seconds. | 2021-05-06 08:55:08.074 Program path: C:\SierraChart\ | 2021-05-06 08:55:08.074 Data Files path: C:\SierraChart\Data\ | 2021-05-06 08:55:08.074 OS Version Number: 10.0 | 2021-05-06 08:55:08.074 Locale Setting: C | 2021-05-06 08:55:08.074 DLLs: TrendAlgoFinal_64.dll, TrendAlgo_64(1).dll, TrendAlgo_64.dll, TrendAlgo_64FinalVersion(1).dll, UserContributedStudies.dll, UserContributedStudies_64.dll | 2021-05-06 08:55:08.076 Allowed protected custom studies: | 2021-05-06 08:55:08.076 File >> Disconnect selected. | 2021-05-06 08:55:10.563 SC Data - All Services | Waiting for socket receive thread to end | 2021-05-06 08:55:10.564 DTC Client socket (2) | CloseSocket call. | 2021-05-06 08:55:10.565 DTC Client socket (2) | 0 bytes remaining in receive buffer when socket closed. | 2021-05-06 08:55:10.565 SC Data - All Services | Disconnected from the server. | 2021-05-06 08:55:10.565 SC Data - All Services | Waiting for socket receive thread to end | 2021-05-06 08:55:10.565 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2021-05-06 08:55:10.565 DTC Client socket (1) | CloseSocket call. | 2021-05-06 08:55:10.565 DTC Client socket (1) | 0 bytes remaining in receive buffer when socket closed. | 2021-05-06 08:55:10.565 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2021-05-06 08:55:10.566 SC Data - All Services | Disconnected from the server. | 2021-05-06 08:55:10.566 SC DTC Data with Market Depth | Waiting for socket receive thread to end | 2021-05-06 08:55:10.566 DTC Client socket (3) | CloseSocket call. | 2021-05-06 08:55:10.566 DTC Client socket (3) | 0 bytes remaining in receive buffer when socket closed. | 2021-05-06 08:55:10.566 DTC Client socket (3) | Shutdown started. Waiting for graceful close. | 2021-05-06 08:55:10.566 SC DTC Data with Market Depth | Disconnected from the server. | 2021-05-06 08:55:10.567 SC Data - All Services | Disconnected. | 2021-05-06 08:55:10.567 DTC Client socket (3) | Socket gracefully closed by remote side. | 2021-05-06 08:55:10.668 DTC Client socket (3) | Closed. | 2021-05-06 08:55:10.668 SC Data - All Services | Connected to server complete. | 2021-05-06 08:55:12.580 Triggering next historical data download in queue. | 2021-05-06 08:55:12.580 Triggering next historical data download in queue. | 2021-05-06 08:55:12.580 Triggering next historical data download in queue. | 2021-05-06 08:55:12.580 Triggering next historical data download in queue. | 2021-05-06 08:55:12.580 No download requests in the queue to start downloads for. | 2021-05-06 08:55:12.581 No download requests in the queue to start downloads for. | 2021-05-06 08:55:12.581 No download requests in the queue to start downloads for. | 2021-05-06 08:55:12.581 No download requests in the queue to start downloads for. | 2021-05-06 08:55:12.581 Mapping LPX to LPX. Service code: equities.us | 2021-05-06 08:55:13.048 SC Data - All Services | Starting real-time market data updates for: LPX (LPX). ID: 1 Service code: equities.us | 2021-05-06 08:55:13.048 SC Data - All Services | Connecting to the server ds1.sierracharts.com. Port 10047 | 2021-05-06 08:55:13.048 SC Data - All Services | Requesting security definition data for: LPX (LPX). ID: 1 | 2021-05-06 08:55:13.048 DTC Client socket (3) | Creating socket. | 2021-05-06 08:55:13.049 DTC Client socket (3) | New receive buffer size: 5242880 | 2021-05-06 08:55:13.049 DTC Client socket (3) | Connecting to IP: 8.18.161.135. | 2021-05-06 08:55:13.049 SC Data - All Services | Network connection to server complete. | 2021-05-06 08:55:13.145 SC Data - All Services | Starting socket receive thread. | 2021-05-06 08:55:13.145 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-05-06 08:55:13.145 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-05-06 08:55:13.247 SC Data - All Services | Sending logon request message. | 2021-05-06 08:55:13.247 SC Data - All Services | Received logon response. | 2021-05-06 08:55:13.960 SC Data - All Services | Server Name: SC Realtime Server. | 2021-05-06 08:55:13.960 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-05-06 08:55:13.960 SC Data - All Services | Successfully connected. | 2021-05-06 08:55:13.960 SC Data - All Services | Trading is not supported. | 2021-05-06 08:55:13.960 SC Data - All Services | Restarting real-time data updates for symbol: LPX -> LPX | 2021-05-06 08:55:13.960 SC Data - All Services | Real-time data for symbol LPX is currently unavailable. | 2021-05-06 08:55:14.162 SC Data - All Services | Received security definition for symbol LPX | 2021-05-06 08:55:14.162 LPX[M] Daily #1 | Reloading chart. | 2021-05-06 08:55:23.725 CCS[M] Daily #1 | Reloading chart. | 2021-05-06 08:55:26.003 Mapping CCS to CCS. Service code: equities.us | 2021-05-06 08:55:26.500 SC Data - All Services | Starting real-time market data updates for: CCS (CCS). ID: 2 Service code: equities.us | 2021-05-06 08:55:26.500 SC Data - All Services | Requesting security definition data for: CCS (CCS). ID: 2 | 2021-05-06 08:55:26.500 SC Data - All Services | Real-time data for symbol CCS is currently unavailable. | 2021-05-06 08:55:26.679 SC Data - All Services | Received security definition for symbol CCS | 2021-05-06 08:55:26.679 |
| [2021-05-06 14:30:52] |
| John - SC Support - Posts: 31131 |
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We see various information across the web as to what the daily numbers are. But, we get our data for the stocks from barchart, and their data matches to ours, so we do not think there is any issue here, apart from why the data varies from site to site.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-06 14:38:10] |
| Adam Schwartz - Posts: 81 |
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Have a look on barchart at the intraday chart. You will see that the high is 73.90. Definitely an error on the historical daily chart. Do you concur? I thought barchart was a reliable data source? Is there anyway we can ask them to fix this as this error seems to be showing on quite a few stocks from yesterdays session.
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| [2021-05-06 15:22:17] |
| John - SC Support - Posts: 31131 |
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You can not easily directly compare Intraday data to Historical data. Refer to the information here: Historical Chart Prices For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-06 15:58:20] |
| Adam Schwartz - Posts: 81 |
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I am aware of that, but these intraday prices were from the regular trading hours (9.30am to 4pm ET). You can even see this on their website. It's an error that should be fixed - I have emailed the barchart support team asking them to do so.
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