Support Board
Date/Time: Fri, 22 Nov 2024 22:33:08 +0000
Weird Data Spike for Equities at 8AM
View Count: 235
| [2024-09-16 20:23:18] |
| User177741 - Posts: 48 |
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Everyday at 8AM I get a weird data spike for pretty much all symbols on Denali Equities data. See attached. Trading view and other platforms have no such spikes. Please help. The Gap Fill (LIst) settings in Bar Period seems to affect this but still doesn't fix it completely. |
 2024-09-16_20-20-05.jpg / V - Attached On 2024-09-16 20:23:13 UTC - Size: 161.78 KB - 50 views |
| [2024-09-16 20:24:09] |
| John - SC Support - Posts: 36238 |
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This is the data as we get it from the exchange. Our only recommendation is to not display that time in your charts.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-17 12:13:45] |
| user_xyz - Posts: 416 |
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I've seen so many threads regarding this (I've created ones too). Is there a way SC can add a filter? Removing the time isn't a great option handling spikes outside % or similar would be better. Example would be a list of times (because this can occur 2-6 times day) 08:00est 0.01% from last price do not display. 14:00est 0.02% from last price do not display. FWIW There is a need for this across multiple data feeds (eg. Market Stats as well) that mess with calculations on cum ticks, adr, up/down volume etc. during those times of data spikes where exchanges dump data outside the price norms. Date Time Of Last Edit: 2024-09-17 12:21:12
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| [2024-09-17 15:53:23] |
| User177741 - Posts: 48 |
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Yeah I don't understand why all the other charts don't have it.. just Sierra... I'm sure they are doing something. Sierra can turn a blind eye to this and just leave it "RAW" from the exchange. But that is hardly normal. Kim |
| [2024-09-18 18:07:11] |
| Sierra_Chart Engineering - Posts: 17145 |
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This is involved, to determine the sale code which would have to be filtered but we are following the specifications as provided by UTP and CTA. They have a manual, where they specifically provide information as to what particular sale conditions should be filtered. We will get to this but it is involved. And currently the specifications are followed. 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 |
| [2024-09-19 02:15:38] |
| User177741 - Posts: 48 |
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May be you can add an option in Chart Settings to select the model... RAW vs. Normal. or something so it doesn't affect other users who may be using the RAW data.
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| [2024-09-19 14:56:15] |
| Sierra_Chart Engineering - Posts: 17145 |
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This will not be controllable at all. This is why we do not want to make any changes.
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 |
| [2024-09-20 11:17:10] |
| user_xyz - Posts: 416 |
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This is involved, to determine the sale code which would have to be filtered but we are following the specifications as provided by UTP and CTA. They have a manual, where they specifically provide information as to what particular sale conditions should be filtered.
We will get to this but it is involved. And currently the specifications are followed. Sierra Chart - If I can recommend adding something similar to post #3. A filter by time and % (outside last candle range) that will trim any prices at that time outside a value range. This would solve problems on at least 2 feeds I am aware of Consolidated Tape and your Market Stats (Realtime) where I see abnormal price spikes at specific times everyday. |
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