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Date/Time: Tue, 26 Nov 2024 17:27:50 +0000



Post From: spikes in sierra charts

[2014-05-22 03:46:12]
Sierra Chart Engineering - Posts: 104368
We have cleaned up a couple of these. What the problem really has to do with is the underlying market depth data from LMAX. For example, near the close apparently the depth numbers are not within the normal range and then this results in a spike. So the underlying data is coming from LMAX.

Give us the symbols and the times and the time zone where you see these out of range prices and we will manually clean them up for the time being.

Another thing you can do is that you can adjust the Session Times in the chart to filter them out. Here is the documentation for the session times.:
http://www.sierrachart.com/index.php?l=doc/doc_ChartSettings.html#SessionTimes

You will find the spikes occur at the close. So you can filter out a minute or two around that. This is really going to be the only practical solution. Unless they occur at other times and we can clean those up.
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:
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