Login Page - Create Account

Support Board


Date/Time: Thu, 06 Mar 2025 04:21:15 +0000



Bad tick filtering of equities data

View Count: 497

[2022-01-26 15:17:25]
User100912 - Posts: 104
How do I fix these?

Delete and redownload doesn't correct it, and there's too much manual work correcting the records individually as explained here.
Data Errors or Spikes in Charts, Flat or Flat Line Graph, Compressed Graph, Errors with Date/Time Values: 2.3 Method to Filter out Intraday Chart Data Errors

The issue is present on many symbols.
imagebad-ticks.png / V - Attached On 2022-01-26 15:16:29 UTC - Size: 11.27 KB - 137 views
[2022-01-26 16:00:19]
Sierra Chart Engineering - Posts: 104368
These are not bad ticks but actual trades.

It is an extraordinarily difficult process to determine what specific trade types to filter out and then there are always consequences when we do that. So we are not going to be doing any further effort on this with this existing data feed.

This is not going to be an issue with our new NASDAQ feed which also provides data for AMEX symbols. This new data feed will be out in February.
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
[2022-01-26 16:09:46]
Sierra Chart Engineering - Posts: 104368
What we can do though do is edit out, these out of range values. We will have a look for this symbol.
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: 2022-01-26 16:09:52

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account