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Date/Time: Sun, 04 Dec 2022 22:05:02 +0000



Wrong Daily OHLC values on the SPY

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[2022-10-05 15:24:39]
Techotomy - Posts: 67
My understanding is that the daily OHLC bar covers the trades made during regular trading hours. However, on 04Oct22, the SPY low on the daily is 366.57 while on the lower time-frame, the lowest regular trading hour bar is 372.31 and the lowest extended trading hour bar is 371.92. There is a major daily gap when one doesn't exist on the chart. How can I get the correct daily bar on the SPY that shows the major gap?
[2022-10-06 08:04:14]
Techotomy - Posts: 67
You can also verify that a gap should exist on the chart by looking at the other ETF funds that cover the SPX, like VOO or IVV, which have gaps.
[2022-10-06 10:12:35]
Sierra_Chart Engineering - Posts: 5464
Yes US stock historical daily data is based on RTH. This data comes from our data provider Barchart.com. You need to contact them about this.

However, this could be related to the inclusion of a particular trade that the Intraday charts do not include.

You can manually edit the file:
Edit Menu: Edit >> Edit Data - Historical Chart
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

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Date Time Of Last Edit: 2022-10-06 10:13:43

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