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Date/Time: Sun, 29 Jun 2025 01:26:26 +0000



Long low wick on candlestick is not supported by price data

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[2021-08-03 07:02:57]
User467025 - Posts: 4
Looking at VIX oct contract, daily.
http://www.sierrachart.com/image.php?Image=1627973821561.png
Today the candlestick shows a low of 22.40, but in reality it is 23.05 as shown in 15 min chart http://www.sierrachart.com/image.php?Image=1627973943863.png

The data from the VIX...dly file also seems correct, yesterday and todays lines here:

2021/08/02, 22.79999924, 23.50000000, 22.39999962, 23.45000076, 4912, 2289
2021/08/03, 23.29999924, 23.29999924, 23.04999924, 23.14999962, 213, 108
[2021-08-03 14:42:38]
John - SC Support - Posts: 40645
Refer to the following:
Historical Chart Prices: 12.2 - Comparing High And Low In a 24 Hour Historical Daily Chart To an Intraday Chart
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-03 15:48:19]
User467025 - Posts: 4
If you look at the .dly data I posted, the low of the day was 23.04. So why is the wick going all the way down to 22.40? It is supposed to plot the data in the .dly file?
[2021-08-03 16:52:08]
John - SC Support - Posts: 40645
What is the name of the daily file from which you extracted those lines?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-03 17:00:04]
User467025 - Posts: 4
VIX-20211020-CFE-USD-1000.dly
[2021-08-03 18:51:01]
Sierra_Chart Engineering - Posts: 20015
Refer to:
Historical Chart Prices: 12.4 - Origin of Data in a Historical Chart

For the proper volatility index from the CFE data, you need to use the Denali Exchange Data Feed:
Denali Exchange Data Feed
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-08-03 20:49:02]
User467025 - Posts: 4
I can not trust a tool which not correctly plots the data present in a file. I must trade the market data as I see them from IB.
Consequently I have to stop using Sierra, although I like the nice charts and flexibilty

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