Support Board
Date/Time: Thu, 16 Jan 2025 12:08:27 +0000
TVOL24H-NYSE doesn't match NYSE Market Data
View Count: 1415
| [2017-10-18 23:56:07] |
| User316362 - Posts: 210 |
|
i went back for the past couple of weeks to compare.... For instance today i have around 5,184,000 at end of day today 10-18-2017 (and leveling off for evening). Start time at midnight. NYSE market Data shows 6,930,000 for today and looking back most days seem to be off significantly. and the 10/16/2017 looks like about half the NYSE MARKET data I compared IQFeed and it matches NYSE market Data consistently for instance. Any thoughts? |
 2017-10-18_TVOL24H-NYSE.png / V - Attached On 2017-10-18 23:50:11 UTC - Size: 34.08 KB - 322 views 2017-10-18_NYSE_VOL_SUMMARY.png / V - Attached On 2017-10-18 23:55:47 UTC - Size: 16.29 KB - 330 views |
| [2017-10-19 02:13:41] |
| |
|
and the 10/16/2017 looks like about half the NYSE MARKET data When we add together the end of day volume for TVOL24H-NYSE and TVOL24H-NYSEMKT for 2017-10-18 this is the volume we get: 6910337000 So apparently those volume numbers you are looking at from the exchange are a combination of those two exchanges. 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: 2017-10-19 02:21:50
|
| [2017-10-19 02:21:32] |
| |
|
We need to make a correction, the correct volume is 6,910,337,000
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 |
| [2017-10-19 03:26:07] |
| User316362 - Posts: 210 |
|
Thanks. That explains the difference. The next logical question is ....does this impact NVOL24H-NYSE also? I'm guessing yes. (and possibly the UDVR Ratios and even say 24 hour NASDAQ volumes?) |
| [2017-10-19 03:41:15] |
| |
|
We have not checked those other symbols. This is what we said to Barchart: In this screenshot, we show the total volume calculation each day for the NYSE issues on your DDF feed: http://www.sierrachart.com/image.php?Image=1508384102578.png We have not yet switched over to the Open Feed for this. You will notice that on Mondays, consistently there is very little premarket trading going on: http://www.sierrachart.com/image.php?Image=1508384274465.png We doubt this is a problem on our side. Are you transmitting the normal premarket trading Monday morning for the NYSE? 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 |
| [2017-10-20 16:03:37] |
| User316362 - Posts: 210 |
|
Just to clarify, You stated "We need to make a correction, the correct volume is 6,910,337,000" Will you be correcting the TVOL24H-NYSE symbol at some point? Date Time Of Last Edit: 2017-10-20 16:45:02
|
| [2017-10-20 17:28:36] |
| |
|
No, there are no corrections needed. This is the actual volume that Sierra Chart has calculated. And it is indicated by those symbols in thousands. That number we gave, is as actual. Refer to: Sierra Chart Market Statistics: Symbols Also Barchart does not believe there is a data problem. This is what they said: I'm not sure why this is, but I have checked our time and sales and it starts at 4am ET on Monday which is correct. I would have to believe this is correct, as I see nothing incorrect with the data side of things. 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: 2017-10-20 17:30:27
|
| [2017-10-20 19:42:13] |
| User316362 - Posts: 210 |
|
Thanks, I'll just add the two symbols as you discovered. But they must visually see that something is incorrect along with the fact it is half of the official NYSE Volume for the day. Not sure why they insist nothing is wrong. It makes daily analysis and comparisons worthless for Mondays (20% of the week). Thanks for the support Date Time Of Last Edit: 2017-10-20 19:49:36
|
| [2017-10-25 15:44:49] |
| User316362 - Posts: 210 |
|
Definitely some wrong with TVOL24H-NYSE again and happening on a Wednesday now...See 10/25/2017
Date Time Of Last Edit: 2017-10-25 15:45:41
|
| [2017-10-25 17:06:26] |
| |
|
This was due to a hardware problem Barchart had early this morning. It is resolved. There is nothing we can do with the market statistics for today in the premarket However, we will make sure there is no missing US equities data. We will patch the data at the end of the day. 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: