Support Board
Date/Time: Sun, 25 May 2025 17:50:27 +0000
Historical data anomalies
View Count: 518
| [2023-04-30 08:32:51] |
| User346364 - Posts: 15 |
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Hello support team, I am told that Sierra Chart has very reliable historical data, however, when I have exported, for example, historical EP data as continuous date roll, I am seeing a few anomalies. I am hoping you can: a) easily explain why there are ticks/prices received on the attached date, for example b) how this can be corrected so I can fully trust this data Many thanks, Dean |
| [2023-05-01 15:22:07] |
| Sierra_Chart Engineering - Posts: 19695 |
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We really cannot help with this, as presented. Look at the chart bars themselves on the chart, not exporting data, and do you see any problems with the data? If not, then the data is good. When you export the data, you will be exporting the very same data contained within the chart. Although you can export the underlying data or the chart bar data. Also keep in mind that when you export data the time zone is going to be UTC. Full details: Exporting and Importing Intraday Data Files 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: 2023-05-01 15:56:00
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| [2023-05-01 17:04:20] |
| User346364 - Posts: 15 |
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Hello, thanks. The main issue I have is there are ticks showing traded on Saturday and early Sunday (1am) UTC, which does not seem plausible.. I have attached some images for reference. What would the reason be for this?
Date Time Of Last Edit: 2023-05-01 17:06:14
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 EP_25052014_003300.png / V - Attached On 2023-05-01 17:06:00 UTC - Size: 30.7 KB - 96 views EP_30092012_191300.png / V - Attached On 2023-05-01 17:06:04 UTC - Size: 22.46 KB - 92 views EP_all_dates.png / V - Attached On 2023-05-01 17:06:09 UTC - Size: 124.36 KB - 91 views |
| [2023-05-01 17:15:58] |
| Sierra_Chart Engineering - Posts: 19695 |
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That is going back a long time ago. Data that far back perhaps does have some data on Saturday and Sunday before the Sunday evening open. It would have to be exchange test data. We really cannot help with data that far back in time. Although we should be able to filter out the Saturday data but Sunday might be difficult. 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: 2023-05-01 17:17:12
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| [2023-05-01 19:37:22] |
| User346364 - Posts: 15 |
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I understand it goes back a long time, but at what point in time can I then say the data is reliable? Is seeing exchange test data in the data expected?
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| [2023-05-22 10:25:06] |
| Sierra_Chart Engineering - Posts: 19695 |
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This is really hard for us to answer. Maybe going back about 8 years.
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 |
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