Support Board
Date/Time: Mon, 21 Apr 2025 13:05:50 +0000
Wrong Intraday Daily Candles (Consolidated Tape)
View Count: 520
| [2025-01-09 16:25:14] |
| GARYtheG - Posts: 4 |
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Hey Sierra Chart Members of the Board, Your Daily (Intraday) Candles on the Consolidated Tape are a (Intraday) disgrace of the spirit of trading! I wish I could glance to my second monitor while trading and not see a Candle with a monthly range wick to the up or downside! please fix that :) |
| [2025-01-09 16:27:59] |
| sunwuplainview - Posts: 4 |
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+1
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| [2025-01-09 16:32:40] |
| Gary Number 2 - Posts: 133 |
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I also see this problem on daily candles during the day, every single day. There will be extremely long wicks which makes the current daily candle useless (I actually have to use a different program to look at daily bars each day). The candles become accurate after 8pm EST if the chart reloads and recalculates. 1. I've set the "Process Known Odd Lot Equity Trades for DTC Services" in Global Settings to No. 2. I've also turned off "Include Odd Lot Equity Trades" in Chart Settings to No. This is a long-standing problem with multiple users. If you want, many of them can post here to confirm...I've seen other posts on this support board where SC Eng says the "data is the data"... yet, all other platforms filter these wicks out to make the daily ranges usable. Lower time-frames DO NOT include these wicks. Correcting this is important. |
| [2025-01-09 16:41:01] |
| Infamis - Posts: 1 |
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+1
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| [2025-01-09 16:58:33] |
| STPHUNTA - Posts: 1 |
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+1
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| [2025-01-09 17:10:07] |
| Optionyout - Posts: 9 |
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+1
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| [2025-01-09 18:02:32] |
| User955161 - Posts: 1 |
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Ox Thank you
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| [2025-01-09 18:04:45] |
| Mohammad Yousuf - Posts: 3 |
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Ox Thank you
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| [2025-01-09 18:58:38] |
| Juuaan - Posts: 2 |
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Thank you for bringing this up!! Please Sierra Charts People, work your magic! (and thank you so much for your time!)
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| [2025-01-09 18:59:09] |
| user_xyz - Posts: 467 |
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Referencing post #3 it affects daily and intra-day candles. I've made/been apart of numerous posts regarding this. SC please make this a priority. Consolidated Tape - SPY Daily Candle inaccuracy Consolidated Tape Volumes & Data I offered some filtering suggestions here that would help across CTP and Market Statistics prints. Weird Data Spike for Equities at 8AM |
| [2025-01-09 20:10:04] |
| Sierra_Chart Engineering - Posts: 19285 |
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Filtering the data is irrelevant. Sierra Chart is using the official Daily High and Low data, from the CTA and UTP feeds. Filtering does not apply to those values. We would have to stop using them altogether. The hesitation related to this is that those are durable and official and reliable values . Just like we use the previous closing price from the CTA feed in order to calculate the daily price change. If we stop using those, then there is a risk that the generation of the historical daily data at the end of the day, could be inaccurate. And these Daily high low values apparently become "correct" after the end of the day. Perhaps we could just filter those out, from 4 AM to 4 PM. So it is good that we are taking our time with this. So we can contemplate this well and not make an incorrect decision on what to do. We have to investigate this more carefully. So no changes yet. 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: 2025-01-09 20:14:24
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| [2025-01-09 20:14:46] |
| Sierra_Chart Engineering - Posts: 19285 |
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Tell this to CTA and UTP: Your Daily (Intraday) Candles on the Consolidated Tape are a (Intraday) disgrace of the spirit of trading! https://www.utpplan.com/ https://www.nyse.com/data/cta 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: 2025-01-09 20:15:51
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| [2025-01-09 23:51:01] |
| user_xyz - Posts: 467 |
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Filtering the data is irrelevant
Regarding post #11. It's not irrelevant to intraday prints. CTA and Sierra Charts Market Stats could use some sort of filter that might benefit this problem. Example the first print of the day for SC Market Stats ADR (adv-decl-ratio) and many others, is always skewed so high, viewing the rest of the day on a chart is kind of pointless. And if it's not a filter fine, just saying the issue exists on multiple feeds so just solving the CTA feed with a code as discussed on other threads doesn't fix the issues with other feeds. |
| [2025-01-10 02:36:20] |
| drod93 - Posts: 4 |
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+1 Please and thank you!
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| [2025-01-10 14:09:57] |
| Kelamik - Posts: 17 |
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+1 Please and thx
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| [2025-01-10 15:17:43] |
| Sierra_Chart Engineering - Posts: 19285 |
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The US Equities Daily High and Low values have no effect on any market statistics calculations: Example the first print of the day for SC Market Stats ADR (adv-decl-ratio) and many others, is always skewed so high, viewing the rest of the day on a chart is kind of pointless.
They are not used at all. There are definitely no problems with the market statistics. 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: 2025-01-10 15:17:53
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| [2025-01-10 20:30:18] |
| user_xyz - Posts: 467 |
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Post #16 - I am not saying there is a 'problem' with market statistics, also I am not saying there is a problem with the CTA feed prints coming in, the data is the data - but there are still giant ass wicks at specific times that could be filtered. I am saying your solution to the CTA feed should include something like a 'filter' so it can be applied to other feeds ie. market-stats, nqtv etc. See attached market stats on ADR, need a way to filter out the very first 'wick' of the day otherwise makes the chart / data for the rest of the day a hot mess. Date Time Of Last Edit: 2025-01-11 09:47:34
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| [2025-02-27 06:32:03] |
| Sierra_Chart Engineering - Posts: 19285 |
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This issue has been now resolved. It was resolved from February 17, 2025.
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: 2025-02-27 06:32:19
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| [2025-02-27 08:31:39] |
| user_xyz - Posts: 467 |
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Do we need to be running latest version (currently on 2741) and what was done so we can monitor / check? I think I saw all the wicks at standards times yesterday, but will pay closer attn now.
Date Time Of Last Edit: 2025-02-27 17:51:21
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| [2025-02-27 16:34:17] |
| Sierra_Chart Engineering - Posts: 19285 |
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No it does not matter what version of Sierra Chart you are running.
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 |
| [2025-02-27 17:46:54] |
| user_xyz - Posts: 467 |
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Pick any major symbol this morning at 8am EST qqq, spy, tsla, nvda etc and crazy wicks, these happen everyday at this time and this isn't news related. QQQ did not have a 'real' 1% price drop flash crash here, SPY was a .65% wick. Date Time Of Last Edit: 2025-02-27 17:50:55
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 20250227_094411.png / V - Attached On 2025-02-27 17:46:32 UTC - Size: 80.07 KB - 25 views |
| [2025-02-27 20:24:34] |
| Sierra_Chart Engineering - Posts: 19285 |
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That chart is demonstrating something completely different. That is an Intraday chart, showing non-regular trading hours. Those are valid trades. And the specifications for whether they should be included or not in the chart, are being followed. Nothing is going to change with this. We are not going to do anything with that. If we filter those out, we are excluding valid trades and affecting volume. We are not going to mess around and create more problems and not follow specifications. Simply exclude the extended hours from the chart and you will not have those. What this thread is about, is Historical Daily charts, where the current day has a range greater than the actual range. This is resolved. And actually you do need to update Sierra Chart to the latest version for a complete solution to the above paragraph. 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: 2025-02-27 20:25:34
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