Support Board
Date/Time: Sat, 19 Apr 2025 09:42:43 +0000
Tick Chart Discrepancy
View Count: 161
| [2025-03-19 15:47:34] |
| User862445 - Posts: 6 |
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I have two 2000-trade charts for the same symbol, both with the same number of days loaded and identical intraday session time settings. Chart #6 is copying drawings from Chart #1. To highlight an example of the discrepancy, I drew a rectangle on Chart #1, where I noticed differences in the number of bars, moving averages, etc.. Given the same settings, I’d expect the charts to match. Steps I’ve taken to troubleshoot: - Confirmed I’m receiving tick-by-tick data using this guide: Tick by Tick Data Configuration - Ran “Delete All Data and Download” to ensure fresh data. Any insights into what might be causing this? https://www.sierrachart.com/image.php?Image=174239892995.png https://www.sierrachart.com/image.php?Image=1742398897845.png |
| [2025-03-19 16:19:14] |
| John - SC Support - Posts: 39362 |
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We see different timestamps between the charts, so there is something different between these charts. You need to look at the Chart Settings and make sure they are the same. There are any number of items that could cause this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-03-19 20:43:16] |
| User862445 - Posts: 6 |
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Are you referring to the timestamps on the X-axis? Since the Bar Period Type for these charts is set to “Number of Trades Per Bar,” wouldn’t we expect the timestamps to naturally vary depending on how trades are grouped into candles? If the candles were consistent between both charts, I’d expect the timestamps to align as well. To rule out any setting discrepancies, I did the following: - Duplicated both charts and removed all studies - Manually compared every Chart Setting to ensure they are exactly the same The issue persists despite identical settings. Are there other settings I might be missing? In the new charts, I set the bar size to 3200 trades per bar and added vertical lines at 8 AM PST and 9 AM PST. - Chart #8 contains 11 bars within that time period - Chart #9 contains 24 bars within that time period - Using the Chart Values Window, I confirmed that each bar on both charts shows “# of Trades: 3200”, yet the number of bars differs significantly between the two charts I don’t understand why the number of bars varies so drastically between the charts. Could there be another factor affecting how the data is processed? https://www.sierrachart.com/image.php?Image=1742415750955.png https://www.sierrachart.com/image.php?Image=1742415768889.png |
| [2025-03-19 21:37:17] |
| John - SC Support - Posts: 39362 |
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Are you referring to the timestamps on the X-axis? Since the Bar Period Type for these charts is set to “Number of Trades Per Bar,” wouldn’t we expect the timestamps to naturally vary depending on how trades are grouped into candles? If the candles were consistent between both charts, I’d expect the timestamps to align as well.
Since these are supposed to be the same chart with the same settings, they should have the exact same bar times. The times themselves will vary, but the times between the charts should be same per what you are stating. There has to be something different in the charts. Are these charts in different instances of Sierra Chart or the same instance? Are they in the same Chartbook? Do they have the same amount of data loaded? What is the setting for "Chart >> Chart Settings >> Session Times >> New Bar at Session Start" set to for both charts? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-03-20 00:54:03] |
| User862445 - Posts: 6 |
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I ran a diff on the settings for both charts and found the cause! The chart with more bars had ‘Combine Trades Into Original Summary Trade’ disabled, which explains the discrepancy. This is resolved now. Thanks for your help!
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