Support Board
Date/Time: Mon, 21 Apr 2025 15:42:14 +0000
Post From: Wrong Intraday Daily Candles (Consolidated Tape)
| [2025-01-09 20:10:04] |
| Sierra_Chart Engineering - Posts: 19289 |
|
Filtering the data is irrelevant. Sierra Chart is using the official Daily High and Low data, from the CTA and UTP feeds. Filtering does not apply to those values. We would have to stop using them altogether. The hesitation related to this is that those are durable and official and reliable values . Just like we use the previous closing price from the CTA feed in order to calculate the daily price change. If we stop using those, then there is a risk that the generation of the historical daily data at the end of the day, could be inaccurate. And these Daily high low values apparently become "correct" after the end of the day. Perhaps we could just filter those out, from 4 AM to 4 PM. So it is good that we are taking our time with this. So we can contemplate this well and not make an incorrect decision on what to do. We have to investigate this more carefully. So no changes yet. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-01-09 20:14:24
|