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Date/Time: Sun, 22 Dec 2024 14:08:17 +0000



Post From: Accurate NYSE TICK Data

[2015-07-28 10:47:40]
Sierra Chart Engineering - Posts: 104368
1. We need to clarify this. The previous answer was quickly given without more careful consideration to what was said. The program that is generating the market statistics is monitoring approximately 6500 stocks. This includes the NYSE and NASDAQ. The TICK-NYSE is only tracking the NYSE stocks within that 6500.

1.1. Stocks begin trading before 9:30 AM. They actually start around 4 AM. This is when the calculation begins. Go into the Chart >> Chart Settings and set the Start Time to 0:00:00 and you can see the calculation begin before 9:30 AM. This may be the reason for the difference on some days. Not always though. The reason it was actually done this way, was to get a calculation which matched better to IQ Feed, at the time this was originally developed. We will try resetting the start time to 9:30 AM to see if it makes a difference.


2. Your question is answered in this section here:
Sierra Chart Market Statistics: Calculations and Algorithms (Refer to the TICK- subsection)
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-07-28 10:49:11