Support Board
Date/Time: Sun, 24 Nov 2024 14:39:47 +0000
Wrong historical Daily Price and volume data
View Count: 1722
| [2013-10-31 00:16:17] |
| User60436 - Posts: 19 |
|
Dear Tech Support: Today is 2013-10-30. At 7:56pm EDT (i.e. after the market close), I load the historical Daily stock data for symbol=SPY, the data show for today 2013-10-30 is below O=177.38, H=177.51, L=177.05, C=176.29, V=15.73M (1) The low value is wrong. It is very obvious that the close (176.29) can't be lower than low (177.05). (2)The volume value is also wrong. The correct value should be 112.93M (3) The bar drawn on the char for 2013-10-30 is broken, because the low is higher than the close. I have tried loading the intra-day chart for the same symbol and set the Days-Mins-Secs per bar (in chart settings) value as 1-0-0. In this case the values displayed for 2013-10-30 are correct. Could you please explain why the daily historical data and bar displayed have the error? Thanks. |
| [2013-10-31 00:58:52] |
| User60436 - Posts: 19 |
|
The screenshot image is uploaded at http://www.sierrachart.com/image.php?l=1383181045347.png |
| [2013-10-31 01:06:13] |
| User60436 - Posts: 19 |
|
attach an annotated screenshot.
|
 WrongChartData.png / V - Attached On 2013-10-31 01:04:07 UTC - Size: 126.85 KB - 402 views |
| [2013-10-31 01:31:02] |
| User60436 - Posts: 19 |
|
Just found out that the correct volume value for SPY on 2013-10-30 should be around 140M. This value is shown on both StockCharts.com and eSignal. Thus, the volume shown on the Sierra intra-day chart is also wrong. It is extremely important to have reliable price and volume data, as they determine other indicators/studies and also the final trading decisions. |
| [2013-10-31 05:26:37] |
| |
|
The data for the current day looks correct to us for that symbol. Re-download the data following the instructions in help topic 2.2.2 here: http://www.sierrachart.com/index.php?l=doc/helpdetails2.html#h2.2 It is not unusual for there to be sometimes data errors that get corrected by the data provider hours later. Also check the download time in Global Settings >> Data/Trade Service Settings >> Historical Data Service Settings. 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: 2013-10-31 05:26:46
|
| [2013-10-31 12:38:34] |
| User60436 - Posts: 19 |
|
Yes, when I check the data again on 2013-10-31 morning at 8:30am EDT, the daily data shown for 2013-10-30 become correct. |
To post a message in this thread, you need to log in with your Sierra Chart account: