Support Board
Date/Time: Sat, 28 Dec 2024 22:56:25 +0000
IQFeed SPY 'out of sequence' trades
View Count: 789
| [2016-01-20 20:34:37] |
| User22396 - Posts: 191 |
|
In SPY today from 0959-1000 EST I noticed a couple of datapoints (prev day close value of 188.06) clearly out of the range for that time period. I contacted DTN and here is the response from support: The “out of range” trades are properly flagged as extended or other trades and can be blocked from display by software. The trade at 188.06 was sent by the exchange at 09:59:42.686 but flagged as a form T trade sold out of sequence. Displaying this is configurable by the client. Is there a way in SC to NOT include the following type of trades? |
| [2016-01-21 05:08:16] |
| |
|
We will look into 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 |
| [2016-01-21 18:38:37] |
| |
|
This particular trade is in the IQ Feed historical data, so it is rather pointless for Sierra Chart to try to filter it when it will be included anyway in the historical data. These trades should not be filtered when they are outside of the regular trading hours anyway. It would be a mistake for us to do anything in regards to 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: 2016-01-21 18:39:12
|
| [2016-01-21 18:53:04] |
| User22396 - Posts: 191 |
|
The trade is NOT outside of regular trading hours...was part of the 0959-1000 EST bar and is clearly not a traded price
|
SPY.png| [2016-01-21 19:04:30] |
| |
|
Why this is even being brought to our attention and IQ Feed is not simply addressing or explaining this on their side is beyond us. The data is so clearly within the 1 Minute historical data: http://www.sierrachart.com/image.php?l=1453403056106.png This is totally outside of our ability to do anything about. This is an excellent example of why support for Sierra Chart is not provided by anyone else, other than the engineers. This is why we always insist that users use the Support Board. It generally allows us to handle support efficiently so that we do not get overburdened most of the time. 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: 2016-01-21 19:05:40
|
| [2016-01-21 19:09:10] |
| |
|
What is the reason you use IQ Feed rather than the Sierra Chart Exchange Data Feed? As you can see in this chart, there is no such error for this symbol from the Sierra Chart Exchange Data Feed: http://www.sierrachart.com/image.php?l=1453403225415.png In the last several months, we have spent a lot of time and money improving the stock data from the Sierra Chart Exchange Data Feed. At this time it works very well. The only outstanding issue, is a slight discrepancy between our servers with CME data due to a small amount of packet loss and we are addressing that in the next 2-3 days. Although at the end of every day, we make the historical data on both servers is the same. 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 |
| [2016-01-21 19:39:13] |
| User22396 - Posts: 191 |
|
I was using the SC feed for quite some time and was very happy with it...as of end of November I was needing historical spread data and switched to IQfeed as you were still collecting historical data for your database at that time.
|
| [2016-01-21 19:46:00] |
| |
|
OK we understand. Historical spread data is something we are still working on. The Intraday data is building up and the daily spread data we are still implementing and that is not ready 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: