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Date/Time: Sun, 22 Dec 2024 04:59:15 +0000



Inconsistent data between data providers

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[2015-07-23 11:07:43]
User53496 - Posts: 34
Hi,

I found some inconsistency between data providers: SC historical data, and Transact.
The bars are range bars, and I have made sure that data is saved in 1Tick units in both cases.
I also followed all the instructions in order to find and definition problem that may cause the diff, but couldnt find any.

This, of course, interfere with my back-testing..

Please, try to tell me what may cause the problem.
I am sure every provider say "Our data is accurate".. I am sure SC data is good- no complains, just tring to understand what is may be causing the problem and solve it.

BTW, I already compared with a third data provider (OEC) and found inconsistency there too (some match SC, some TA), so I cannot determine if I can use TA data..

Attached one example.

Regards, Eyal.
imageScreenHunter_167 Jul. 23 13.47.jpg / V - Attached On 2015-07-23 11:07:07 UTC - Size: 48.56 KB - 346 views
imageScreenHunter_169 Jul. 23 13.54.jpg / V - Attached On 2015-07-23 11:07:22 UTC - Size: 30.82 KB - 296 views
Attachment Deleted.
[2015-07-23 18:06:11]
Sierra Chart Engineering - Posts: 104368
The most accurate data will always be the Sierra Chart Historical Data service.

For further information, refer to help topic 43:
Http://www.sierrachart.com/index.php?page=doc/helpdetails43.html

The other data feeds, you can definitely see slightly lower volumes at times. This has been our experience.

Also, if you are switching between different Data/Trade services, it is always important to re-download the data in the chart after changing the particular service, if the symbol is the same. To do this select Edit >> Delete All Data and Download.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-07-23 18:08:16

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