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Some SCID files have repeated intraday records

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[2024-02-17 19:55:07] #1 [Go To First Post]
sgne - Posts: 105
I've noticed this twice with NQ in the past few weeks. A chart loading a 1-tick SCID file encounters a short repeat of data records in the file (perhaps less than 10 records). The general problem is that a defective data file causes unexpected results for bar building. So, why is there repeated data? [The location I just pinpointed was 1 Feb. at midnight ET, as the date changed to 2 Feb.] And is there a command in the Chart Bar Interface to make SC skip data for bar building, as the chart loads? It would be helpful to have such a command so some SCID data can ignored, especially if there are repeated data records. Maybe I've just missed it and there is one. Date Time Of Last Edit: 2024-02-17 20:23:24

[2024-02-17 21:12:14] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 17174
How do you come to this conclusion?: a 1-tick SCID file encounters a short repeat of data records in the file (perhaps less than 10 records). We see no evidence of a problem at this point in time: [The location I just pinpointed was 1 Feb. at midnight ET, as the date changed to 2 Feb.] We are quite sure there is not a problem. Certainly, there can be multiple records with the same prices and volumes, side-by-side. But they will all have different timestamps. This is all based on data transmitted from the exchange. 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: 2024-02-17 21:13:17

[2024-02-19 21:27:23] #3 [Go To First Post]
sgne - Posts: 105
How do you come to this conclusion? Because my custom chart bar dll unexpectedly began a new bar where the dll does not usually begin a bar. So I looked into it and printed tick data to a file and saw repeated records. I ran Sierra Chart's custom bar function and extracted the DateTime and Close from Sierra Chart's scid files. Here I've simplified things, getting rid of microseconds and setting off the invariant part of the DateTime from the rest, so anyone can clearly see that the DateTime in the scid file sometimes decreases: 3915993 567904 1760650 3915993 583250 1760675 3915993 567904 1760650 3915993 583250 1760675 3915993 586194 1760650 3915993 595014 1760675 3915993 586194 1760650 3915993 595014 1760675 3915993 597828 1760675 3915993 599066 1760650 3915993 600031 1760675 3915993 600621 1760675 3915993 601410 1760600 3915993 601501 1760550 3915993 597828 1760675 3915993 599066 1760650 3915993 600031 1760675 3915993 600621 1760675 3915993 601410 1760600 3915993 601501 1760550 3915993 603410 1760550 3915993 604769 1760500 3915993 604770 1760500 3915993 605215 1760500 3915993 605946 1760525 3915993 606751 1760475 3915993 606752 1760475 3915993 606753 1760500 3915993 606869 1760525 3915993 603410 1760550 3915993 604769 1760500 3915993 604770 1760500 3915993 605215 1760500 Date Time Of Last Edit: 2024-02-20 13:11:10

[2024-02-19 23:34:36] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 17174
We cannot help with this as it is presented. It is not within the scope of our support to analyze data output from users programs. Use the Intraday data editor to check for duplicate records: Intraday Data Editor You should not find any and if you do simply re-download the data: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download" from the main Sierra Chart menu. You just need to do this once per symbol and not for each chart. This command is on the main Sierra Chart menu at the top. Only use it from that location. We are certain there is no problem here. There simply could not be. 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

[2024-02-20 00:10:07] #5 [Go To First Post]
sgne - Posts: 105
I simplified the above data with just the datetime and tick price, from the defective scid. You asked for some evidence, so I gave it to you. Then you say you can't look at it. And I just checked it in your data editor, and it showed the same repeat as above, with records going from Feb 1 to Feb 2 then back to Feb 1. So there certainly was a problem. And I wouldn't have noticed it except I run a custom chart bar dll, which revealed the problem. Redownloading the scid file eliminated the repeats. So I had a corrupted scid file. How did that happen, and how can that be prevented? I don't make the scid files and I don't alter them. Sierra Chart appends to them constantly. Date Time Of Last Edit: 2024-02-20 13:12:30

[2024-02-20 16:02:08] #6 [Go To First Post]
John - SC Support - Posts: 36277
We do not know why your .scid file would have had the data as it was. And there is not a way for us to figure out what may have occurred. This is something that should not occur. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-20 17:14:28] #7 [Go To First Post]
sgne - Posts: 105
Understood. John, can you find out whether there's a command in the Chart Bar Interface to make SC skip data for bar building, as the chart loads? That could be useful. But maybe data can only be skipped in Chart Settings and Symbol Settings.

[2024-02-20 17:38:22] #8 [Go To First Post]
John - SC Support - Posts: 36277
We are not understanding what you are looking for in terms of "make SC skip data for bar building as the chart loads". Can you give us more information on what exactly you are wanting to accomplish with this? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-20 18:51:14] #9 [Go To First Post]
Sierra_Chart Engineering - Posts: 17174
How did that happen, and how can that be prevented? I don't make the scid files and I don't alter them. Sierra Chart appends to them constantly. We did look into this and the only conclusions as to why this would happen is that if you have more than one instance of Sierra Chart sharing the same Data Folder, and they are both writing to the same file. Another reason would be is if there is data maintenance being performed on one of the servers. And data was being downloaded, at that exact time. The data maintenance, it is very infrequent and the time that takes for an individual symbol is very small. Usually seconds or less. Otherwise, this issue should not occur. 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: 2024-02-20 18:52:06

[2024-02-20 20:29:39] #10 [Go To First Post]
sgne - Posts: 105
We are not understanding what you are looking for in terms of "make SC skip data for bar building as the chart loads". What I mean is that I'm looking for a s_CustomChartBarInterface command to restrict data from appearing on a chart. This is available in Chart Settings (under Data Limiting, Session Times, Chart Data) or in Symbol Settings (under Dates to Exclude), but it's static. It might be useful to be able to control dynamically what data is used for a chart. Is there a command? I just can't tell from all the explanatory material, and everything I've tried has failed.

[2024-02-21 01:59:18] #11 [Go To First Post]
Sierra_Chart Engineering - Posts: 17174
No, this functionality does not exist in the custom chart bar interface. 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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