Support Board
Date/Time: Sat, 23 Nov 2024 13:52:47 +0000
Not receiving after hours data for Nasdaq TotalView stocks, using daily historical charts
View Count: 150
| [2024-08-13 13:38:31] |
| User109115 - Posts: 28 |
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...but I'm getting it with intraday charts. What's going on please? Is it a chart setting? They seem locked
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| [2024-08-13 15:11:07] |
| John - SC Support - Posts: 36238 |
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So you are seeing a different price highlighted on the Price Ladder on a Daily chart from an Intraday chart?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-08-13 16:06:28] |
| User109115 - Posts: 28 |
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Hi, thanks for your reply. The 2 sets of prices (daily/intraday charts) are slightly different eg 08/12/24 (US date format) QQQ open is 452.09 on the intraday, 451.39 on the daily. If I look at chart settings, the session times are different, but I can't modify the dailies, which seem to be fixed on 00:00:00 to 23:59:59. In fact, the difference seems to be that the daily chart open is the regular trading hours open, as is the close. However, I'd like the after hours trades to be included in the daily chart
Date Time Of Last Edit: 2024-08-13 16:19:29
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| [2024-08-13 16:41:09] |
| John - SC Support - Posts: 36238 |
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Daily charts are derived from daily data sent from the exchange. It is typically a 24 hour period of data, but there is no definition of a specific Session Time, so you can not change the Session Times for a Daily chart. The only way to know what time period is covered by the daily data is to check with the exchange and see what is included in the data. Given the above, the Open/Close are going to be different from an Historical Chart to an Intraday Chart. Again, you need to check with the exchange for the particular product to see how they are defining that data. Although the current last trade price should be the same The last trade price that is displayed in both a Daily and Intraday chart comes from the same place, so those numbers should match up. Assuming the symbols are the same. What is the symbol for the charts for the Historical chart and the Intraday chart. We need the exact symbol as it is entered in the Chart Settings. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-08-13 17:00:52] |
| User109115 - Posts: 28 |
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The symbol for both charts is QQQ-NQTV. Nasdaq defines regular trading hours as 9.30 to 16.00 NYT Intraday charts show data from 04.00 to 20.00, which includes after hours Date Time Of Last Edit: 2024-08-13 17:10:45
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| [2024-08-13 17:14:43] |
| John - SC Support - Posts: 36238 |
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Please have both charts displayed at the same time and get us an image of both the charts at the same time. If the charts are attached to the main window, then you can use "Window >> Tile Horizontally to get the windows displayed at the same time, then use "Edit >> Screen Images >> Save Main Window to File" to get the image. Then attach that file to this thread by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-08-13 18:25:57] |
| User109115 - Posts: 28 |
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https://www.sierrachart.com/image.php?Image=1723573521765.png
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| [2024-08-13 18:37:20] |
| John - SC Support - Posts: 36238 |
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The prices for these two charts is exactly the same - 461.68. Which is how it should be. So we are not seeing any issue here. There will be differences in the bars, between a 1 day chart created with Intraday data versus a 1 day chart created from historical data. This is due to what we described above. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-08-13 18:43:53] |
| User109115 - Posts: 28 |
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OK. So if I've understood you correctly, I have to use an intraday chart type for all possible hours daily data, since there seems to be no ability to edit the data hours for the daily charts, which in fact only display regular trading hours, at least for Nasdaq stocks anyway.
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| [2024-08-13 18:47:07] |
| John - SC Support - Posts: 36238 |
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Yes, you are correct. For you to control specific hours for a daily chart, you need to use the Intraday data. To ensure that this is the case, we recommend setting the "Chart >> Chart Settings >> Data Limiting >> Chart Data Type" to be "Intraday Chart Only". This way, if you happen to change the time period to a week, or month, it will still use the intraday data and not change to the historical daily data. We are not sure exactly what hours the daily historical data covers for the NASDAQ TotalView data. As we said, you would have to ask the exchange that question. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-08-13 19:42:31] |
| User109115 - Posts: 28 |
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ok thank you
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