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Direct MessagesDate/Time: Fri, 19 Apr 2024 09:30:07 +0000
Inaccurate gilt prices
View Count: 1265
| [2019-09-20 08:17:57] |
| rshimmin - Posts: 39 |
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Hi, For a few months I have noticed I am getting innacurate prices. All the prices that have traded are recorded, however, there are also prices being recorded that don't trade. The innacurate prices are normally withing 10-15 ticks and show up on 1 minute charts. I am wondering if it is picking up on block trades and printing those prices? Thanks for your help. |
| [2019-09-20 08:37:58] |
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Well we have to ask Barchart about this. Provide an image of the chart showing this: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage We also need to know the time zone: Time Zone Setting 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 |
| [2019-09-20 10:16:28] |
| rshimmin - Posts: 39 |
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Trying to attach a chart screenshot, won't let me upload.
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Attachment Deleted. |
gilt.jpg| [2019-09-22 16:36:48] |
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Tell us the exact symbol of that chart.
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: 2019-09-22 16:36:55
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| [2019-09-23 11:54:42] |
| rshimmin - Posts: 39 |
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Hi GZ19 Thanks |
| [2019-09-23 14:52:01] |
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This has been sent to Barchart: There are some data errors occurring in the GZ19 data from Open Feed. See the screenshot below.
Open Feed: http://www.sierrachart.com/image.php?Image=1569245309741.png And we are filtering system priced trades. I do not see this error in the same symbol from IQ Feed: http://www.sierrachart.com/image.php?Image=1569250087665.png Both charts use US Eastern 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 |
| [2019-09-23 22:57:10] |
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This is what Barchart has said: Checking into this, these are Basis Trades which we are processing as regular trades when they should be excluded similar to Block / System Priced or Implied trades.
We will review and update our code. We can correct the historical data over the 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 |
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