Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 27 Sep 2024 03:50:30 +0000
A question on data discrepency
View Count: 817
| [2019-04-08 14:40:08] |
| User999647 - Posts: 38 |
|
Hello, I am comparing GOOGL's daily data (open high low close volume) from Sierra to that of NASDAQ. Small differences between the prices were observed. While the differences between volume numbers cannot be regarded as small and are quite consistent. For example, according NASDAQ the trading volume on GOOGL on 21st Aug 2015 is 4,525,625 compared to 3,958,595 provided by Sierra. This is the NASDAQ page for GOOGL data: https://www.nasdaq.com/symbol/googl/historical Please help with understanding the differences. |
| [2019-04-09 02:52:37] |
| |
|
For that day Sierra Chart shows what is below on the historical daily chart. If you are looking at the Intraday data that is always going to be less due to filtering of trades that could cause out of range prices. There can be a variation among providers, with the volumes in Intraday charts just due to differences with the filtering. Always refer to the historical daily data for the actual volume for the day. Chart Values for Tools Y: 549.54 Fri 2015-08-21 00:00:00.000 Begin Time Region 1 GOOGL Daily #3 () Price Chg: -35.45 Open: 671.04 High: 672.89 Low: 643.10 Last: 644.03 Volume: 4593900 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: 2019-04-09 02:53:41
|
| [2019-04-09 09:17:59] |
| User999647 - Posts: 38 |
|
Thank you for the explanation. I do not quite understand what it means by trades causing out of range prices. I thought prices from any trades happened within a day would be included in the trading day range. Could you please provide me an example to help understand? Thanks a lot for your help. |
| [2019-04-09 09:23:08] |
| |
|
There are certain types of trades, that there are industry specifications which indicate they should not update the last trade price. These are excluded from charts as well.
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: