Support Board
Date/Time: Thu, 06 Mar 2025 22:28:39 +0000
Missing Price Data in Sierra Chart Historical Data feed
View Count: 878
| [2022-02-07 22:42:43] |
| WickedTrader - Posts: 14 |
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I seem to have missing data - I have reset all chart settings and reloaded all data. Still, for example on the morning of 2020-09-01 (1st Sept 2020) at 09:30 (various charts - e.g. 39m candles)... ...I have data for NFLX with a missing Low. On the chart, this just shows as a candle with no tail, but it gives me errors in my spreadsheet formulae where the low is noted as zero. This is making erroneous trades (with my hammer candle trading system counting these as hammer candles - with a very long tail). I worry that the only solution will be to create error checking columns for every Denali feed, discounting zeros as missing data. This will be very inefficient too. Here is an example - you can see that the LOW in the header is zero, although the candle does NOT show a tail down to zero. The chart axis has expanded to show an arrow I plotted based on the candle LOW from the spreadsheet. https://www.sierrachart.com/image.php?Image=1644272931939.png I have the same data problem in another instance of SC. Any ideas? |
| [2022-02-07 22:50:02] |
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Remove all studies from that chart. The data must be correct. It is what it is. You are also not really using the Denali Exchange Data Feed. That chart is just considered Sierra Chart historical 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 |
| [2022-02-07 22:57:14] |
| WickedTrader - Posts: 14 |
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Here is the same chart with all studies removed... - you can see that the Tool values show LOW =0, while the Compact Tool values show no LOW at all. (Sorry, I could not upload the tool values through the SC image upload, so here is a screenshot). |
 Screenshot 2022-02-07 at 22.54.14.png / V - Attached On 2022-02-07 22:57:02 UTC - Size: 464.39 KB - 178 views |
| [2022-02-08 16:39:41] |
| John - SC Support - Posts: 38464 |
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Right-click on the chart before where that bar is located and select Delete and Download Data. This will redownload the data from that point forward. This should correct that particular bar.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-12 21:50:40] |
| WickedTrader - Posts: 14 |
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Thanks John, but I already used delete all data and download from the edit menu... ...and then deleted all the price data files from the Data folder, reloading it all again... ...and just in case, I have also now done it like you suggested too... The errors remain, exactly the same error at the same points... - the first two hourly candles on NFLX 1st Sep 2020 show no Low value. Same on the 12:30 (4th candle) too. Same problem on two separate computers too. So I looked into this more and applied a simple search across 60min candle data (freshly downloaded Sierra Chart Historical Data)... I searched SQ, NFLX, ZM, MA, ROKU, TSLA, MSFT, AMZN, AAPL, AMD - each for all data for 2020. I found 21 OHLC data entries that were ZERO. - these are PriceData errors that are potentially problematic! - they will trigger erroneous Algo trades. Even if they are only historical data errors (I wouldn't know for sure)... ...but they are still going to give errors in backtests. I guess the origin here is data errors rather than a bug as such, but still a problem... Can someone look into it and ask your data sources to fix it for the future? I checked similar data (the NFLX examples as above) on TradingView and price data is fine there. |
| [2022-02-13 02:07:12] |
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We see the problem. It relates to odd lot trades. We will develop a solution.
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 |
| [2022-02-16 02:20:34] |
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We are resolving this problem now. Should be all done in about 30 minutes. At that time you can re-download the data: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each 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 |
| [2022-02-16 23:10:29] |
| WickedTrader - Posts: 14 |
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Superb! I have tested it every way I can think and I'm happy to report that all the zero data errors I could find across several tickers are now resolved. Thank you.
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