Support Board
Date/Time: Wed, 12 Feb 2025 06:53:12 +0000
Erroneous bar data
View Count: 920
| [2020-09-22 13:50:02] |
| CBR600RR - Posts: 37 |
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I'm on version 2171. Seeing bad data all over the place. Eg. AMD 1/1/03 11:34 Central time http://www.sierrachart.com/image.php?Image=1600782001394.png The low is 48.46 which is way out of wack with the other values. I have deleted the SCID file and re downloaded and the bad value is still there. Does not match IB data. Some for AMD 5/22: http://www.sierrachart.com/image.php?Image=1600782455755.png Also does not match IB data. Another example: http://www.sierrachart.com/image.php?Image=1600783180457.png Is there an older version that does not have these issues? Date Time Of Last Edit: 2020-09-22 14:02:50
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| [2020-09-22 14:11:17] |
| John - SC Support - Posts: 37891 |
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Check to see if you have the option for Chart >> Chart Settings >> Advanced Settings 3 >> Include Odd Lot Equity Trades enabled. If it is enabled, and you do not want the Odd Lot trades included, then disable this setting and redownload the data using Edit >> Delete all Data and Download.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-09-22 14:13:58] |
| CBR600RR - Posts: 37 |
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I do not.
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| [2020-09-22 17:58:17] |
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Those price bars with out of range values are from valid trades but they should have been filtered. We still have to go back and regenerate the historical Intraday data which has those trades which are out of range.
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: 2020-09-22 17:58:37
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| [2020-09-22 18:02:20] |
| CBR600RR - Posts: 37 |
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What algorithm are you using to filter? Is this something I can do on my end to avoid issues like this in the future?
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| [2020-09-22 18:22:37] |
| CBR600RR - Posts: 37 |
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I'm also seeing this with other symbols, eg. AAPL
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| [2020-09-22 22:49:17] |
| CBR600RR - Posts: 37 |
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Any idea when this will be fixed?
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| [2020-09-23 05:33:14] |
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We had to wait on an issue to be solved from our data provider for us to resolve this. We can start on this this weekend but we do not think we can finish because our data providers database of historical data is very slow. The Sierra Chart historical data is lightning fast by comparison. 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: 2020-09-23 09:34:54
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| [2020-09-23 13:16:04] |
| CBR600RR - Posts: 37 |
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Ok. Well that's a problem as I'm using this for back testing. This week is already shot for me because of this, and sounds like next week will be too. Will you be offering any kind of credit? Do you not have a backup of good data, or scid files with good data? I just need historical tick data for a year for a handful of stocks, perhaps there is a way you can make this data available temporarily outside of the application? |
| [2020-09-28 08:34:29] |
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We completed development over this weekend of a filtering algorithm to remove these out of range values. We are going to run it Monday evening. It should take about 1 to 2 hours to run. We do not want to do it now because it is too close to this morning's open. We apologize for the delay but this will get done no later than this Monday's evening. We could not utilize our data providers database of historical data and refreshing the historical data because their database is terribly slow and does not contain bid volume or ask volume values. We would only create another 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-09-28 08:35:26
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| [2020-09-29 19:20:10] |
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As we were working through the out of range trade filtering Monday evening, we did not get the result exactly that we wanted and reverted back and we will be redoing this evening. For now can you just give us a list of the stocks that you are working with and we will make sure those are done this evening. That will also be much faster. 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 |
| [2020-09-29 20:22:19] |
| CBR600RR - Posts: 37 |
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Thanks. I started using a different data provider as I'm sick of dealing with these issues with you guys so take your time.
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| [2020-10-06 08:38:21] |
| Sierra_Chart Engineering - Posts: 18392 |
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The filtering has been done over the weekend. Also refer to this post here: AAPL 8-31-2020 price spikes 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: 2020-10-06 08:38:40
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