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Direct MessagesDate/Time: Fri, 19 Apr 2024 21:01:57 +0000
Often duplicate ticks in the chart after backfill
View Count: 893
| [2021-11-30 10:26:05] |
| User569373 - Posts: 13 |
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Hello I wrote an ACSIL study which references a tick chart of the type “Number of trades per bar == 1“. Almost 99.9% of the time the study works correctly, but suddenly it does output nonsens data. I started investigating and found data sequence errors in the chart. What I mean is, there should not be a tick with an older timestamp than the previous one. The time stamps should only be ascending and not suddenly descend for few ticks. Further more I figured out, this behavior happens as soon I connect to the data feed and it is performing the backfill. The data sequence error happens more or less at the boundary of the already existing data and the new one. According to the attached DSE* pictures, there are duplicated sequence of ticks. Example: There are following ticks on the chart. 1 2 3 4 5 6 7 8 9 You connect to the data feed. Instead getting only the ticks 10 11 12 13 14 15 …… you get also a few of the already existing ticks. 6 7 8 9 10 11 12 13 14 15 As a consequence you have a few duplicate ticks in the chart. You can check this also in the Intraday data editor. 1 2 3 4 5 6 7 8 9 6 7 8 9 10 11 12 13 14 15 The amount of duplicated ticks is not fix. In the attached examples its something between three ticks and ten ticks. I use the Sierra Chart delayed data feed. I know we can/should expect data errors, but since this happens each time when I connect to the data feed, I think there is something to improve. It is not symbol related. Kind regards |
DSE_1.jpg| [2021-12-09 09:40:54] |
| User569373 - Posts: 13 |
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Hello I did more tests and figured out I reported the duplicate ticks at the wrong side of the data. They do not happen between existing data on the chart and the beginning of the backfill, but at the end of the backfill and the new incoming ticks after the backfill. It also doesn’t matter if you connect to the data feed or if the data feed is already connected and I click “Delete and Download data”. I can repeat “Delete and Download data” several times starting somewhere before the duplicate ticks. The former duplicate ticks are then gone / corrected but there could be new duplicate ticks at the end or not. It feels like the backfill data comes from one source and as soon the backfill is terminated the data comes from an other source and there is a data overlapping between backfill and new ticks. Kind Regards |
| [2021-12-13 21:41:53] |
| Sierra_Chart Engineering - Posts: 14014 |
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We will check on this and see what the issue is.
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 |
| [2021-12-22 16:25:49] |
| Sierra_Chart Engineering - Posts: 14014 |
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This is still pending. We will try to get to it today.
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 Date Time Of Last Edit: 2021-12-22 16:25:55
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| [2022-01-25 06:22:26] |
| Sierra_Chart Engineering - Posts: 14014 |
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We are unable to reproduce this problem. Before you do the download which may result in this condition, clear the Message Log, then provide the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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 Date Time Of Last Edit: 2022-01-25 06:22:39
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| [2022-01-27 13:40:18] |
| User569373 - Posts: 13 |
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I just did send the requested message log via "Send for analysis". You can identify the Log by this text "As requested by SC support at [2022-01-25 06:22:26] for the case "Often duplicate ticks in the chart after backfill". I did start with no duplicate ticks in the chart. I did connect the data feed. As the backfill was done I disconnected the data feed. My "Tick data sequence tester" study reported one block of 29 duplicate ticks almost at the end of the new data. I did visually check the chart according to the reported duplicate block. 29 ticks are repeated like the examples I already provided. The amount of duplicate ticks is totally variable. This time it was 29." |
| [2022-02-10 21:51:49] |
| Sierra_Chart Engineering - Posts: 14014 |
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There is no indication of duplicate ticks occurring in the Message Log. And that is what we would expect. The log is very detailed, and there is no indication this is even occurring. We also do not see how technically this can even occur. There may be some specialized issue occurring in your case. We need you to clear the log first, then perform a download which causes duplicate ticks, and provide us that message Log which has only one historical data download in it. 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 Date Time Of Last Edit: 2022-02-10 21:52:41
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