Home >> Support Board

Support Board

Date/Time: Sat, 23 Nov 2024 13:59:58 +0000

How to Post a Message for Support

Consolidated Tape - SPY Daily Candle inaccuracy

View Count: 174

[2024-08-19 19:32:35] #1 [Go To First Post]
User143155 - Posts: 7
Hello, I am subscribed to the consolidated tape and when viewing SPY on a daily timeframe, the bottom wick is not accurate. This is only for SPY and only on the Day timeframe (it seems to happen on only the current day). Image below https://www.sierrachart.com/image.php?Image=1724095872537.png

[2024-08-20 13:48:22] #2 [Go To First Post]
John - SC Support - Posts: 36238
We are not seeing that with the data ourselves. Please follow these instructions to redownload that data: 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) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-08-20 14:19:43] #3 [Go To First Post]
John - SC Support - Posts: 36238
This most likely is coming from Odd Lot trades. Be sure the following option is set to "No" and follow the rest of the instructions in this section: Data/Trade Service Settings: Process Known Odd Lot Equity Trades for DTC Services (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-08-20 23:10:17] #4 [Go To First Post]
User143155 - Posts: 7
Hello, I tried both the above, and it doesn't seem to work. I will add that SPY resolved itself in after hours yesterday, but now that I'm looking today, MSFT, NVDA, and TSLA are having issues. https://www.sierrachart.com/image.php?Image=1724195255263.png https://www.sierrachart.com/image.php?Image=1724195333303.png https://www.sierrachart.com/image.php?Image=1724195379555.png

[2024-08-20 23:32:19] #5 [Go To First Post]
user_xyz - Posts: 416
John I switched over to the consolidated tape from NQTV and there are wicks everywhere on SPY, NVDA, MSFT, UNH, JPM (all stocks ) where no trades occurred. I've compared to a handful of other data feeds and something is off, way off. It's at the point where I am going to switch back or do something else for stock quotes. You can't be trading and see large $2+ wicks on instruments that aren't real. I posted about this in this thread below. Consolidated Tape Volumes & Data FYI - I set the option to "No" in Post #3

[2024-08-21 01:43:06] #6 [Go To First Post]
Sierra_Chart Engineering - Posts: 17145
The data is definitely coming from the CTA data feed. This data feed transmits the daily high and low values. An odd lot trade will not update the daily high and low value. We checked that. So the only solution would be to ignore the official daily high and low data from the CTA feeds. Currently we are definitely not doing anything wrong. 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

To post a message in this thread, you need to log in with your Sierra Chart account: