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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:32:00 +0000
SC DATA for US Equities
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| [2015-09-13 22:13:18] |
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Do you guys plan to backfill the historical data so it also reflects these trades? 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 |
| [2015-09-14 00:31:32] |
| Neo - Posts: 198 |
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Cheers, Just had a quick look at some charts. Volume doesn't quite look right- there's some bad ticks and unusual volume reporting. Could be something from my end? Here's an example using FB- as you can see there's some bad ticks and also the EOD cross trade appears to be missing, however it still looks like it's been included in the total volume for the day. |
 sc data update.png / V - Attached On 2015-09-14 00:27:01 UTC - Size: 82.65 KB - 307 views Attachment Deleted. |
| [2015-09-14 00:57:03] |
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Those are definitely not "bad ticks". That is pricing provided by the exchange. The trade conditions for those trades may not be normal, but those trades did take place at those prices. This historical data is direct from Barchart historical database. So there really is not any more information we can provide about it. See how the prices and volume are going forward from this point in time. Update: We might be able to filter the most recent 30 days of tick data to eliminate those apparent "bad ticks" but we have to look into that. 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: 2015-09-14 00:58:24
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| [2015-09-14 01:42:07] |
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The most recent 30 days of historical tick data in the database we are serving from, does filter the cross trade. We will include that next weekend and we will also filter out these apparent "bad ticks". So we can improve upon all of this. But we cannot do anything until next weekend. 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 |
| [2015-09-14 02:51:12] |
| Neo - Posts: 198 |
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Yeah you're right, they might not be bad ticks, but part of some derivatively priced spread trade. They just weren't there until the recent backfill. I can't see the cross trades from <30 either. No worries, just please try and sort it all out. |
| [2015-09-14 18:16:58] |
| Neo - Posts: 198 |
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From today data for the first 5-10 minutes after the open is missing. Is this what you're seeing aswell?
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| [2015-09-14 19:35:33] |
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We think it is related to this problem: Notice: Recent issues with Sierra Chart US Stock Data Feed It will take us a few days to get this solved and get the data patched. We do apologize for this. 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: 2015-09-14 19:36:00
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| [2015-09-15 05:47:22] |
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We have taken the steps to solve the problems with the US equities data feed and have implemented temporary solutions. So from the perspective of users, at this time the major issues which have occurred with the US Equities Data Feed should be resolved. This is the thread about this: Notice: Recent issues with Sierra Chart US Stock Data Feed 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 |
| [2015-09-15 07:26:33] |
| Neo - Posts: 198 |
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Ok sweet, we'll see how it goes today.
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