Support Board
Date/Time: Tue, 26 Nov 2024 20:14:31 +0000
Post From: Bad price data in the Sierra charts data feed
| [2023-10-30 13:53:22] |
| User534810 - Posts: 5 |
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Starting Friday last, I am getting random mis pricing errors, in my data, that messes up charting. it is issues like a stock is trading at 413, then a bar has 423 as the high, which creates spikes. it is not a volume thing, it happens on 1 second charts with even below average volume. We should not be getting data with prices that jump from 3 to 10 dollars per bar, obvious trash data.I have noticed it on NVDA and TSLA symbols. Please explain how to filter out random bad price number greater than 0.25% change. Your volume filter is irrelevant with this bad data situation. Thanks in advance for help with this situation.
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