Support Board
Date/Time: Thu, 28 Nov 2024 01:49:40 +0000
New data feed: Issue with daly highs/lows of stock data
View Count: 447
| [2023-06-07 18:02:35] |
| Agent Orange - Posts: 39 |
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Hi, I am noticing a fair number of incorrect highs and/or lows with the new feed when looking at the CURRENT DAY. Some of these are glaringly wrong, and I've noticed that they tend to get corrected by the next day, but that means I have to delete and download the data for the previous day to correct the chart and, of course, it's a distraction during the current session. Here's a current example: If I look at the current quote for IWM (6/7/23), it shows today's Low as 176.73, so the daily chart has a wildly incorrect bar. How do I know it's incorrect? Aside from checking it against three other sources (which show the low to be 184.98 plus or minus a couple of cents), the intraday charts for IWM on Sierra Chart using the new feed do not show any such low prints (even looking at the complete previous 24 hours of data). However, the current quote window does show the incorrect low if an intraday chart has the focus (but as I said, the errant low is now shown on the intraday chart itself). As an another example, this morning, yesterday's bar on my SPY daily chart was showing a range of 393.74 to 432.99 (using the Chart Values/Crosshair to examine the bar). I looked in the file SPY.DLY and yesterday (6/6/23) wasn't even in there yet while the bad bar was displayed (I had left SIerra chart running overnight). I then set my cursor back a few days on the chart and did a Delete and Download Data, and the errant bar for yesterday was corrected AND SPY.DLY contained the corrected data for 6/6/23. I apologize for the wordiness of this post, but I've attempted to make this as detailed as possible so you can see if you can figure out what is going on. |
| [2023-06-07 18:52:30] |
| Agent Orange - Posts: 39 |
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Update: The low for today on the daily IWM chart (and current quote window) just dropped all the way down to 171.21. Is anyone else reading this post seeing this issue? If so, it might be helpful if you weight in on it. (I can't see how it would be only me, but you never know.) |
| [2023-06-07 19:02:12] |
| Agent Orange - Posts: 39 |
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I uploaded the image of the IWM daily chart showing the erroneous bar: https://www.sierrachart.com/image.php?Image=1686164472970.png |
| [2023-06-07 20:31:50] |
| Agent Orange - Posts: 39 |
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Final update on this issue (for today anyway): Sometime during the last hour of the regular session (I didn't look again until a few minutes before the close), the low for IWM was corrected in the data feed. I still had to force the daily chart to update in order to show the daily bar correctly (by doing a "Delete and Download Data" for a couple of days back. As I said, this is not a one time occurrence, and I don't remember it being a problem when I was previously using SC with Barchart data. I suspect this is NOT an error on your part, that you are simply publishing the data you're receiving from the new feed, and the data for IWM was incorrect for most of the trading session. If that's the case and the issue persists, I have an idea for a possible workaround, but I'll wait until you investigate before I make any suggestions. Thanks in advance for any help you can provide with this. |
| [2023-06-08 08:48:56] |
| Sierra_Chart Engineering - Posts: 17199 |
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The issue is due Odd Lots and is solved by setting this to No: Data/Trade Service Settings: Process Known Odd Lot Equity Trades for DTC Services (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) Make sure you are on the latest Sierra Chart version for proper support for that option. Absolutely critical! 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-06-08 13:36:54
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