Support Board
Date/Time: Mon, 10 Mar 2025 02:25:49 +0000
Post From: Inaccurate NYSE Tick data
| [2022-03-09 21:35:33] |
| 1+1=10 - Posts: 270 |
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SC provides other market stats symbols that can give you more information about how the tick is being calculated at a particular time: -- NYSE-DTIS: The number of stocks that traded at a lower price compared to the previous price or compared to the prior close at the first trade of the day. This is used in the TICK calculation. -- NYSE-UTIS: The number of stocks that traded at a higher price compared to the previous price or compared to the prior close at the first trade of the day. This is used in the TICK calculation. Does TradeStation provide those? If so you could see how many stocks each platform is counting as an uptick vs a downtick at any given moment. One other important thought as to why the SC NYSE-TICK might have higher extremes is that it is being calculated more often. For instance, in this thread SC explains their tick calculates 6x more often then the IQFeed tick: Why Sierra Chart TICK-NYSE Market Statistic Calculation is Very Good | Post: 118589 Perhaps it calculates more often then the TradeStation NYSE-TICK as well. That would have the effect of the SC TICK having larger extremes than the TradeStation tick. SC Engineering likely can't see the formula that TradeStation uses to calculate their TICK so there's not much they can do to help. They believe their calculation is accurate. Also, why use the NYSE-TICK to trade ES futures? The SP-TICK would be better because it actually is for the stocks that are in the S&P500. |