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Date/Time: Mon, 16 Sep 2024 19:47:33 +0000



Strange data now streaming on some US equity symbols

View Count: 229

[2023-11-14 03:09:46]
Agent Orange - Posts: 39
Hi, it is currently 20:05 Mountain Standard Time, so the US equity markets are closed. A little while ago (less than an hour I think), I started receiving weird data in some of my time and sales windows for certain US equity symbols. Among the symbols affected are SPY, IWM, VTI, DIS, but there are more). In the time and sales windows for those symbols, I am seeing trades coming across several times a second, with each trade being for 111 shares at $50.00. In addition to the time and sales windows, the daily charts for these symbols are whacked out because they are showing a current price of $50.
[2023-11-14 03:28:05]
Agent Orange - Posts: 39
Update: the data (the repeated 111 share trades at $50.00) have stopped arriving in the time and sales windows, but the charts (intraday and daily) for the affected symbols are still screwed up because they show a last trade of $50. I have tried deleting and reloading the charts but they continue to show a last trade of $50.
[2023-11-14 03:39:58]
Sierra_Chart Engineering - Posts: 16387
This must be test data transmitted by the exchange. Why they do this nonsense we have no idea.

Looks like we have to filter this data after 20:00 US Eastern time.
Sierra Chart Support - Engineering Level

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