Support Board
Date/Time: Sun, 02 Feb 2025 07:06:21 +0000
TDA data errors
View Count: 666
| [2019-07-27 02:04:05] |
| User847960 - Posts: 1 |
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I am doing stock scanning of ~500 stocks. I know TDA's data quality is sub-par but since I am only doing 5min bar analysis, it's a good choice. Here is the issue: My python code will do DTC request of 5min bar to SC, and I've noticed some anomalies (this is IBM) dump out the result shows (UTC time), see the 13:45 bars are repeating!! also the 13:55 ones. [48610] 24-Jul-2019, 13:40:00, 150.77, 150.96, 150.61, 150.93, 32914 [48611] 24-Jul-2019, 13:45:00, 150.92, 151.09, 150.92, 151.05, 27767 [48612] 24-Jul-2019, 13:45:00, 151.05, 151.09, 151.03, 151.06, 3873 [48613] 24-Jul-2019, 13:45:00, 151.08, 151.08, 151.06, 151.06, 1385 [48614] 24-Jul-2019, 13:45:00, 151.09, 151.14, 151.04, 151.09, 6809 [48615] 24-Jul-2019, 13:46:00, 151.10, 151.10, 151.10, 151.10, 313 [48616] 24-Jul-2019, 13:46:00, 151.14, 151.24, 151.14, 151.24, 6234 [48617] 24-Jul-2019, 13:47:00, 151.22, 151.45, 150.78, 150.78, 101496 [48618] 24-Jul-2019, 13:50:00, 150.79, 150.80, 150.49, 150.52, 125108 [48619] 24-Jul-2019, 13:55:00, 150.50, 150.52, 150.46, 150.51, 1953 [48620] 24-Jul-2019, 13:55:00, 150.48, 150.52, 150.26, 150.26, 29242 so I went to SC and dump the intraday data and then this: 2019/7/24, 13:45:01.143, 150.92, 150.93, 150.92, 150.92, 1498, 7, 1498, 0 2019/7/24, 13:45:06.494, 150.93, 150.94, 150.93, 150.94, 1101, 5, 0, 1101 2019/7/24, 13:45:10.566, 150.95, 151.09, 150.95, 151.05, 25168, 85, 1191, 23977 2019/7/24, 04:00:00, 151.05, 151.05, 151.05, 151.05, 63, 1, 63, 0 2019/7/24, 13:45:15.651, 151.05, 151.05, 151.05, 151.05, 400, 4, 400, 0 2019/7/24, 13:45:23.420, 151.03, 151.03, 151.03, 151.03, 826, 2, 826, 0 2019/7/24, 13:45:25.542, 151.04, 151.07, 151.03, 151.07, 1660, 17, 1008, 652 2019/7/24, 13:45:33.92, 151.09, 151.09, 151.06, 151.06, 987, 2, 986, 1 2019/7/24, 04:00:00, 151.09, 151.09, 151.09, 151.09, 658, 3, 0, 658 2019/7/24, 13:45:38.505, 151.08, 151.08, 151.08, 151.08, 1206, 4, 1206, 0 2019/7/24, 13:45:42.686, 151.06, 151.06, 151.06, 151.06, 179, 2, 179, 0 2019/7/24, 04:00:00, 151.06, 151.06, 151.06, 151.06, 46, 1, 46, 0 2019/7/24, 13:45:47.116, 151.09, 151.09, 151.06, 151.06, 1272, 6, 1270, 2 2019/7/24, 13:45:51.812, 151.06, 151.08, 151.06, 151.08, 200, 4, 1, 199 2019/7/24, 13:45:57.38, 151.05, 151.06, 151.05, 151.06, 411, 5, 310, 101 2019/7/24, 13:46:00.938, 151.05, 151.05, 151.04, 151.05, 1056, 10, 187, 869 2019/7/24, 13:46:07.693, 151.05, 151.05, 151.05, 151.05, 100, 2, 0, 100 2019/7/24, 13:46:10.111, 151.07, 151.14, 151.07, 151.14, 2804, 14, 602, 2202 2019/7/24, 13:46:16.897, 151.09, 151.09, 151.09, 151.09, 130, 3, 130, 0 2019/7/24, 13:46:20.235, 151.09, 151.12, 151.08, 151.09, 835, 9, 4, 831 2019/7/24, 13:46:30.204, 151.09, 151.09, 151.09, 151.09, 1, 1, 0, 1 So it's those timestamp of 04:00:00 records at fault. The question is: Why this is happening, and why SC's own 5min chart is fine (no multiple 13:45 bars) while the DTC does?? |
| [2019-08-29 06:49:21] |
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All we can say is that we checked the Sierra Chart Historical Data, not TD Ameritrade data, and we are not seeing out of order timestamps. We are not providing technical help for TD Ameritrade data. Access to it is provided as is without support. The data with the 4:00:00 timestamps would not be loaded in the chart if the chart is not set to load the evening session data. 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: 2019-08-29 06:49:58
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