Support Board
Date/Time: Tue, 26 Nov 2024 17:48:06 +0000
Post From: Weird Data Spike for Equities at 8AM
| [2024-09-20 11:17:10] |
| user_xyz - Posts: 416 |
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This is involved, to determine the sale code which would have to be filtered but we are following the specifications as provided by UTP and CTA. They have a manual, where they specifically provide information as to what particular sale conditions should be filtered.
We will get to this but it is involved. And currently the specifications are followed. Sierra Chart - If I can recommend adding something similar to post #3. A filter by time and % (outside last candle range) that will trim any prices at that time outside a value range. This would solve problems on at least 2 feeds I am aware of Consolidated Tape and your Market Stats (Realtime) where I see abnormal price spikes at specific times everyday. |