Support Board
Date/Time: Thu, 28 Nov 2024 10:44:41 +0000
[Locked] - Resolution of Market Statistics Inconsistency
View Count: 513
| [2023-05-16 14:16:55] |
| Sierra_Chart Engineering - Posts: 17201 |
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The Sierra Chart market statistics: Sierra Chart Market Statistics: Symbols Have previously been calculated by the Sierra Chart Exchange Data Feed US Equities data obtained from the Barchart Open Feed. As of today, 2023-05-16 they are now calculated from our new US Equities Consolidated Tape data feed direct from the exchanges (NYSE and NASDAQ). We had released this new market statistics data feed to one of our servers, last week, as part of a process of gradually rolling this out in case there were any problems. Inevitably, there is some variation in the output of the market statistics calculations from these two different source feeds. This variation or inconsistency, would be apparent when historical data is downloaded from a server using the prior feed, based upon Barchart Open Feed, and the real-time market being calculated using our new Consolidated Tape data feed. This inconsistency would be somewhat noticeable with symbols like TISS-NYSE. It would be hard to perceive a difference with symbols like TICK-NYSE due to the rapid changes continuously occurring. To resolve this inconsistency, if you notice anything unusual in the market statistics charts, follow the instructions here from May 8, 2023 to re-download the data. Refer to: Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.1.2 Deleting and Re-downloading Data. (Easier and Recommended Method) 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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