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Direct MessagesDate/Time: Sun, 08 Sep 2024 01:39:19 +0000
NVDA high of 6/10/24 for DAILY chart is incorrect (showing high of $195.95)
View Count: 204
| [2024-06-17 19:12:05] |
| Agent Orange - Posts: 39 |
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I have held off posting about this based on the assumption that the data on the server would get corrected, but it hasn't, and while others have posted about issues with the intraday data since the split, I have seen no posts about a problem with the daily data. So here are a few lines from the data file: 2024/06/06, 124.04799805, 125.58699951, 118.31999512, 120.99799805, 664696190, 0 2024/06/07, 119.79100800, 121.69171143, 118.02199554, 120.88800049, 412385800, 0 2024/06/10, 120.34999847, 195.94999695, 117.01000214, 121.79000092, 314162650, 0 2024/06/11, 121.76999664, 122.87000275, 118.73999786, 120.91000366, 222551158, 0 I can edit the file to correct that erroneous 6/10/24 bar, and SC will pick up my edit in the daily chart, but it eventually gets reloaded with the incorrect data and the chart reverts to showing the bad bar. This erroneous high does not appear in the intraday charts, only in the daily chart. And, of course, I've deleted and reloaded all daily data for NVDA (more than once) --- the 6/10/24 high is always wrong. Here's the section of the log file after I do an Edit, Delete All Data and Download: 2024-06-17 13:04:25.803 | Added historical Daily data request for NVDA to the queue. 2024-06-17 13:04:25.803 | Triggering next historical data download in queue. 2024-06-17 13:04:25.803 | HD Request # 17 | Downloading Historical Daily chart data for NVDA. Starting date: 1974-06-30. Service: us_equities_utp_cta_exchange.data 2024-06-17 13:04:25.803 | HD Request # 17 | Using server: ds31.sierracharts.com port 10149 2024-06-17 13:04:25.804 | Socket (2) | Creating socket. 2024-06-17 13:04:25.804 | Socket (2) | New receive buffer size: 0 2024-06-17 13:04:25.804 | Socket (2) | Connecting to IP: 38.103.112.189. 2024-06-17 13:04:25.963 | HD Request # 17 | Setting DTC encoding to Binary VLS 2024-06-17 13:04:25.963 | HD Request # 17 | Sending historical data logon request message. 2024-06-17 13:04:26.277 | HD Request # 17 | Requesting historical Daily data starting at 1974-06-30. 2024-06-17 13:04:26.321 | HD Request # 17 | Decompressing data. 2024-06-17 13:04:26.524 | HD Request # 17 | Receiving historical Daily data for NVDA starting at 1999-01-22. 2024-06-17 13:04:26.524 | HD Request # 17 | Writing historical Daily data to the file NVDA.dly. 2024-06-17 13:04:26.566 | Socket (2) | CloseSocket call. 2024-06-17 13:04:26.566 | Socket (2) | Shutdown started. Waiting for graceful close. 2024-06-17 13:04:26.566 | Historical data download thread signaled to stop. 2024-06-17 13:04:26.566 | HD Request # 17 | Received 6391 Daily data records from 1999-01-22 00:00:00 to 2024-06-14 00:00:00 (25.4 years) and wrote 6391 records for NVDA 2024-06-17 13:04:26.566 | HD Request # 17 | Completion time: 1s. 2024-06-17 13:04:26.566 | HD Request # 17 | Daily data download complete for NVDA. Unique request ID: 14 2024-06-17 13:04:26.566 | Removing historical data download ID 14. 2024-06-17 13:04:26.566 | 2024-06-17 13:04:26.566 | No download requests in the queue to start downloads for. 2024-06-17 13:04:26.614 | Socket (2) | Socket gracefully closed by remote side. 2024-06-17 13:04:26.614 | Socket (2) | Closed. 2024-06-17 13:04:26.756 | NVDA[M] Daily #1 | Reloading chart. 2024-06-17 13:04:26.818 | NVDA[M] Daily #1 | Chart data loading complete. |
| [2024-06-17 20:04:05] |
| Sierra_Chart Engineering - Posts: 16292 |
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We are aware this. It takes a significant effort for us to track down the particular data record causing this. And also that data was transmitted by the exchange. This is an error from the exchanges. We are having to develop the functionality to find where the error is in the large amount of 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-17 21:07:47] |
| Agent Orange - Posts: 39 |
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--->This is an error from the exchanges. Understood. However, several other sources (for example, IB, barchart.com, and YAHOO!, all of which I would generally consider less robust than SC) are not showing that erroneous daily bar. Given that the June Nasdaq 100 futures, heading for settlement, were shoved to 20,001.00 today and that NVDA has been among the handful of stocks leading the [irrationally exuberant?] charge, I would think you guys would want your data to be correct. If there's a way to prevent SC from reloading the errant data after I manually edit the file (NVDA.DLY in this case), please tell me what it is. If that capability doesn't currently exist, perhaps it would be worthwhile implementing it if correcting the data on your server(s) is as difficult as you indicate. I'm only taking the time to write to you about this because I'm among your biggest fans and therefore probably one of your longest term customers. You've got the best charting software, and you've gone into the business of selling data, so your data should be accurate, and blaming it on the exchange when even YAHOO! (of all the rinky-dink places) has managed to correct the data mistakenly makes SC look kind of amateurish (which is not a great look for an otherwise professional organization). Final thought on this: I speak as a systems programmer with 40 years experience, and I am CERTAIN that if you put one of your senior programmers on the task of writing a utility to track down and correct such reported data errors, it will prove a trivial matter. |
| [2024-06-17 22:31:51] |
| Sierra_Chart Engineering - Posts: 16292 |
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There is definitely an error. We will track it down. There is no other possibility than this originating from the UTP data stream. That we are certain of. One thing to be aware of about the services that is they are not creating this daily data themselves. They get it from other market data providers: (for example, IB, barchart.com, and YAHOO!, all of which I would generally consider less robust than SC) are not showing that erroneous daily bar.
That is where it came from. And there is a massive amount of data, we have to sort through to find it and we are developing the functionality for that: and blaming it on the exchange when even YAHOO! (of all the rinky-dink places) has managed to correct the data mistakenly makes SC look kind of amateurish (which is not a great look for an otherwise professional organization).
The UTP data feed very expressly at the end of day and apparently at other times (which we need to find out where and when), transmitted that high-value as the express High value of an NVDA. That is a matter of absolute indisputable fact. We know this with certainty. We have the proof. And if that is the high of the day, why should we even edit that. We should just leave it alone. There is no reason to question it. Nevertheless, we will remove it. This can only be done manually by a human, when errors become apparent: and I am CERTAIN that if you put one of your senior programmers on the task of writing a utility to track down and correct such reported data errors, it will prove a trivial matter.
There is no automated way to solve this. 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: 2024-06-17 22:35:07
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| [2024-06-18 01:12:55] |
| Sierra_Chart Engineering - Posts: 16292 |
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We did find the problem now with the new search tool we developed. The UTP feed, transmitted a high of 195.95 multiple times at the end of the day June 10. This is the consolidated high-value transmitted by the UTP feed. See attachment. We are clearing this value. 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: 2024-06-18 01:19:15
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 2024-06-17_211013.png / V - Attached On 2024-06-18 01:12:25 UTC - Size: 7.54 KB - 37 views |
| [2024-06-18 02:05:40] |
| Agent Orange - Posts: 39 |
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---> We did find the problem now with the new search tool we developed. Great. Just so you know, this is precisely what I was referring to when I said "I am CERTAIN that if you put one of your senior programmers on the task of writing a utility to track down and correct such REPORTED [emphasis added now] data errors, it will prove a trivial matter". I'm sure I wasn't the only person to point out the problem with the NVDA data and you had already established that it was wrong, so I just meant it's trivial to write a search/replace script or stream filter to find the bad data records once an error of this type has been identified. Years ago I wrote a program to trim older data from .scid files, so I know what's involved. If that weren't an easy task for you guys, you would never have been able to create your product in the first place. As for bad data coming from the exchanges, it not only happens, I'm fairly convinced that it's deliberate at times. As long as it doesn't happen a lot*, I'd be perfectly happy to edit my local copy of the data file (NVDA.DLY in this case) assuming SC doesn't automatically re-download the bad data after I edit it, but I thought I saw such an automatic re-download happening today. * The only time I can remember your data being messed up on a wholesale basis was back on 11/14/23 as I reported at the time: Strange data now streaming on some US equity symbols I know how hard it can be to field software support requests, so I know it can wear you down, but try not to forget that your customers are not all ignoramuses. End of sermon. |
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