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Date/Time: Thu, 06 Feb 2025 20:33:06 +0000



Post From: Incorrect conclusion: NumbersBars chart bad data using SierraChart Denali data feed

[2020-05-06 00:21:57]
Sierra Chart Engineering - Posts: 104368
First, there is absolutely 0% chance there is any "bad data". We have looked into this, and at that time, there was a trade at 138 27/32. It had a volume of 10. So your broker, and Bloomberg are just simply wrong. The Denali data feed comes directly from the CME, and it is a point of reference. There is no packet loss.

But what we do see is that your Intraday Data Storage Time Unit is not set correctly. It looks like it is not set to 1 tick and that is causing an accuracy problem with the assignment of the volume to price levels.

Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration

More information:
Numbers Bars: Numbers Bars Accuracy / Values in Numbers Bars are Not Accurate

So now we can see, that Sierra Chart's Denali Exchange Data Feed is above and beyond the data feed provided by Bloomberg and your broker.
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: 2020-05-06 08:00:15