Support Board
Date/Time: Tue, 10 Jun 2025 20:18:49 +0000
Data Spike Help
View Count: 594
| [2022-11-10 00:46:06] |
| rwilliams1 - Posts: 346 |
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I know you don't give support for Interactive Brokers data feed, but I have a general question on how to deal with data spikes in SC. When the futures markets I trade close at the end of the day there is always an errant spike that is hundreds of ticks away from the last closing price. I was wondering how I fix this in SC? I tried going in and searching for each individual spike to delete that data but that does not always work. So I was wondering 2 things. 1. Do I go into Charts Settings/Session Times and then adjust the Session end period to close a few minutes before the actual close? 2. Or, do I go into Global Settings/Symbol Settings and adjust the end session time there instead? Any help fixing these spikes would be greatly appreciated because they make my charts completely unviewable because it destroys the price scaling and compresses the chart price data into a thin line. |
| [2022-11-10 08:34:48] |
| Sierra_Chart Engineering - Posts: 19884 |
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Provide an image of the chart showing this, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image This would be a method to filter out that data: 1. Do I go into Charts Settings/Session Times and then adjust the Session end period to close a few minutes before the actual close?
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: 2022-11-10 08:35:37
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| [2022-11-10 11:36:17] |
| rwilliams1 - Posts: 346 |
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The link you requested via instructions: https://www.sierrachart.com/image.php?Image=166808001782.png |
| [2022-11-10 12:00:58] |
| Sierra_Chart Engineering - Posts: 19884 |
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This is the result of the particular recording mode being used and probably Interactive Brokers providing a negative value for the bid and or ask. This is CME Group data, so you really should use the Denali Data Feed to avoid the problem. 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: 2022-11-10 12:01:26
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| [2022-11-10 22:48:13] |
| rwilliams1 - Posts: 346 |
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Unfortunately I have to use the IB feed because they offer historical midpoint prices which I need for accurate spread trading. Not sure if Denali or any other feed provides historical midpoint (BAAVG) data I can use. If you know of any please let me know. Thx. I've tried adjusting the end session time by shortening the period by a few minutes, but I'm not sure if it's working. Do you know if this solution will fix the problem as a workaround? |
| [2022-11-10 23:14:18] |
| John - SC Support - Posts: 40323 |
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Refer to the following: Data Recording Modes: -BAAVG For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-11-11 04:48:11] |
| rwilliams1 - Posts: 346 |
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Yes I've been using the BAAVG inside SC, but Interactive Brokers is the only data feed I know of that has historical on demand midpoint/baavg data in their records. The only way to make another data feed work is if I left my computer on 24/7 to record real time data in SC around the clock to constantly calculate the BAAVG.
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| [2022-11-11 10:24:05] |
| Sierra_Chart Engineering - Posts: 19884 |
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Unfortunately I have to use the IB feed because they offer historical midpoint prices which I need for accurate spread trading. Not sure if Denali or any other feed provides historical midpoint (BAAVG) data I can use. If you know of any please let me know. Thx. No, the Denali Data Feed does not. Do you know if this solution will fix the problem as a workaround? Yes it definitely will. If you are excluding the particular time from the chart that has this out of range value it will solve the problem.
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 |
| [2022-11-11 23:04:58] |
| rwilliams1 - Posts: 346 |
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One last question. There are two separate places to change the session time. Charts Settings/Session Times & Global Settings/Symbol Settings. You mentioned earlier that I should go under the Charts Settings/Session Times to adjust the timing. But does the Globabl Settings/Symbol settings need to also be set to the same time? And if not, what is purpose of the Globabl Settings/Symbol session settings? Thanks again.
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| [2022-11-14 15:26:06] |
| John - SC Support - Posts: 40323 |
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The Global Settings >> Symbol Settings >> Session Times are the "Default" session times for the particular symbol. So if you open a new chart for that symbol (or change a chart to that symbol) then the session times will adjust to what is in the Symbol Settings. For a given chart, the "Chart >> Chart Settings >> Session Times" are the values that the chart is actually using. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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