ES Data Looks Incorrect on Sierra Intraday Historical Data

[233jim 10]

Has anyone used Sierra charts and found the 5 min chart data from the Intraday Historical Futures data to be off a bit on the ESMO contract. Its not a lot, but it is showing more tails and just not matching it when I compare it to other charts. As I am replaying the market and then going back and comparing my analysis to others, this is a problem. I have the download set to tick data and have even exported the data to a text file, but that is really confusing me.

 

For instance on 4/21 the 9:00 am bar (CST) is showing 1207.25 as a high on my chart but on the exported data it is nowhere near it (closest is 1207.25's are at 7:24:15 and 13:47:15?) Sierra has the open of this bar at 1207, where other charts I am comparing this to has this bar opening at 1207.25 This is just one example.

 

If anybody has any idea what I can do to correct this, I would appreciate your advice.

 

Thanks,

 

Jim :crap:

[macdfx 10]

I guess you could always go to the Sierra Chart support board and ask them directly. I'm sure they would help you resolve your issue over there.

[233jim 10]

You would think but they don't address what they call data issues.

[Kiwi 16]

Thats the point. It will not be a Sierra Chart issue. It will be either a data issue (most likely) or a user finger error. And you don't pay them enough to sort out your data vendor.

 

You said Sierra Chart (no problem with ES here but I use interactive brokers) and ESMO contract.

 

You can pretty much guarantee that whatever data you put into Sierra Chart will be faithfully recorded to file (using the specs you have selected) and faithfully put on screen. Actually pretty much is probably 99.9999% guarantee and I only leave 0.0001% hanging out in the breeze because maybe there was a situation I don't recall.

 

If they can capture it then they don't stuff around with it.

 

 

Which comes down to either a broker data issue or a broker/internet issue. The first is a lot more likely. So, start by talking to your data broker.

 

If you want help here then you should post charts of "good" and "bad" explaining 1. where the data comes from and 2. what time zones are involved in your charts. Maybe someone will spot what is wrong with your data.

 

 

Although you'd be better off posting them on the SC board and putting the data vendors names in your heading so that only those using that vendor need bother looking at your post. Then someone who's got the same vendor might be able to spot the error and point you in the correct direction.

[Kiwi 16]

I wonder.

 

You say exported.

 

 

When you export data with Sierra Chart it exports it on a GMT timeframe. If by export you mean what I mean. If you export using the worksheets it is different. So you can get fairly confusing finger issues when you mix and match.

 

If you're importing and exporting you need to read the help information very carefully and do a few experiments to make sure that what you think you are doing is giving you the outputs you need. If it isn't then change slightly.

Edited April 25, 2010 by Kiwi