Support Board
Date/Time: Fri, 22 Nov 2024 12:23:20 +0000
corrupt data on historical charts
View Count: 158
| [2024-10-16 18:24:36] |
| Shlomi.B - Posts: 42 |
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This is an ongoing issue that has been reported once before and a solution to my problem has not been found. some of my daily and weekly charts are showing data that does not exist. Price has never traveled to the levels showing on day’s bar. attached are a few examples from today. this is only accruing on daily and weekly charts that are marked Historical in the chart setting. how do I fix this issue so it reflects the same data im showing on the intraday charts. In the past a sierra engineer had said that this is how the data comes in and there is nothing they can do. that same data is registering correctly on intraday charts but not on historical charts so I believe the issue is somehow related to the chart settings. Thank you in advance. |
 Screenshot 2024-10-16 at 7.28.46 AM.png / V - Attached On 2024-10-16 18:18:35 UTC - Size: 1.22 MB - 33 views Screenshot 2024-10-16 at 6.17.01 AM.png / V - Attached On 2024-10-16 18:18:43 UTC - Size: 1.29 MB - 28 views Screenshot 2024-10-16 at 6.14.48 AM.png / V - Attached On 2024-10-16 18:18:51 UTC - Size: 1.17 MB - 30 views |
| [2024-10-16 19:29:56] |
| John - SC Support - Posts: 36203 |
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Refer to the following: Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.6 - Differences Between Close Prices on Historical Daily Charts Compared to Intraday Charts For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-17 02:32:50] |
| Shlomi.B - Posts: 42 |
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The closing price is not the problem, the high and low are the problem. look again at the pictures attached. the range of the daily and weekly bar is sometimes 3-10 times the range of what they should be. for example in the qqq chart picture the high of day is roughly 491 and the low is about 448. the actual high and low are 491 and 487 roughly. the difference is 11 times greater. this is no small mistake this is a huge problem that needs to be addressed. please take a closer look at the images attached and compare them to the actual daily quotes. I am unable to conduct business with errors like this. also, please note that at the end of the day the charts fix themselves and the weekly and daily historical charts reflect the same data in the intraday charts. thank you in advance. looking forward to hearing back from you and getting this fixed. |
| [2024-10-17 20:46:43] |
| Sierra_Chart Engineering - Posts: 17143 |
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Those screenshots do not meet specifications and are disregarded. Follow the instructions here and provide a single chart image only: Support Board Posting Information: Providing Chartbook with Only a Single Chart However, we understand what you are referring to based upon the text description. Refer to: Historical Chart Prices: 12.15 - US Equities Official Daily High and Low Values 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: 2024-10-17 20:47:38
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| [2024-10-18 20:15:05] |
| Shlomi.B - Posts: 42 |
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Thank you for responding. I understand that this is how the data is but that data is not reflecting the same prices on all timeframes within a symbol. my intraday charts are reflecting the correct highs and lows but my weekly and daily are reflecting completely different data which means that its not the data that is wrong its how the daily and weekly charts interpret this data and populating it on my chart incorrectly. if all my charts (timeframes) for the same symbol would reflect the same high and lows I would accept the fact that that is how it is and there is nothing that can be done. but thats not the case. why is it that my historical charts represent a totally different price range then my intraday for the same symbol ? also, why does that daily and weekly bar correct it self around 4pm PT every day? |
| [2024-10-18 21:26:48] |
| John - SC Support - Posts: 36203 |
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Daily Historical Data is a separate data set from the Intraday data. The exchanges send us that daily data that we store and then display in daily and higher timeframes. Therefore, what we are telling you is that we have verified that the data we get from the exchanges is what we are displaying. We can NOT explain why this data is different from your intraday data. That is something you would need to ask the exchange themselves. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-19 15:35:32] |
| Sierra_Chart Engineering - Posts: 17143 |
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We are considering removing this high/low data from the exchange, but right now it is supported and it is all implemented correctly. We have to look into this, but it would probably be because the official high/low data from the exchange is changing: why does that daily and weekly bar correct it self around 4pm PT every day?
Really that is the only explanation. 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 |
| [2024-10-20 20:11:23] |
| Shlomi.B - Posts: 42 |
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if I set my daily chart to intraday chart only setting in the chart data type would it solve my problem and give me the same data as my lower timeframe charts that reflect the correct data ?
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| [2024-10-20 20:33:48] |
| Sierra_Chart Engineering - Posts: 17143 |
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Yes that is correct. Refer to: Chart Session Times: Creating Daily Bars with Custom Session Times 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 |
| [2024-10-20 20:43:30] |
| Shlomi.B - Posts: 42 |
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fantastic, so that is the work-around to avoid my issue. only problem is that it takes longer now to flip between charts. what is the difference in data the chart is pulling between historical and intraday that makes the intraday longer to load? I tried doing the same for weekly but its making my platform non responsive. im guessing the data is too heavy. any ideas on work-arounds for the weekly chart so i can get the same data as the intraday? |
| [2024-10-21 15:35:39] |
| John - SC Support - Posts: 36203 |
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Depending on your setting for the "Intraday Data Storage Time Unit", the intraday data contains the trade information for the specified time period. If you are storing your data at every tick, then every trade is stored. The Daily data is only the Open, High, Low, Close, and Volume for each day. So there is definitely a difference in the amount of data to load. You can change your "Intraday Data Storage Time Unit" in order to get faster loads. What you set will depend on how you use the intraday data. Refer to the following: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) 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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