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Showing results 1 to 13 of 13
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Posts Made By:
Schnook
Forum:
Sierra Chart
April 16th, 2021, 03:39 PM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Thanks, Bob. Yes, you're right about the...
Thanks, Bob. Yes, you're right about the settlement price, but thankfully that shouldn't affect these data files, as the settlement price is more of a procedural thing used for mark-to-market...
Forum:
Sierra Chart
April 16th, 2021, 07:52 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Here's a great example of the daily / intraday...
Here's a great example of the daily / intraday data reconciliation issue noted above
https://nexusfi.com/attachment.php?attachmentid=311643
This is the bond contract from yesterday to today....
Forum:
Sierra Chart
April 16th, 2021, 06:39 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Thanks guys. Appreciate your input. tomgilb...
Thanks guys. Appreciate your input.
tomgilb I'm pretty sure that you're correct about the historical data coming from a different source than the intraday data. In fact yesterday I saw somewhere...
Forum:
Sierra Chart
April 8th, 2021, 06:52 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Thanks, it does indeed appear as though this has...
Thanks, it does indeed appear as though this has been corrected. Without any followup comment to me from SC support, I might add. Meanwhile, the incorrect volume figures from Dec. 5, at least in TY,...
Forum:
Sierra Chart
April 6th, 2021, 03:04 PM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
No this is real. RTY traded way more than just...
No this is real. RTY traded way more than just 9216 lots on Thursday. Sierra Chart has also just now acknowledged that it's incorrect and have stated that they will ask their data provider about it. ...
Forum:
Sierra Chart
April 6th, 2021, 12:32 PM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
I appreciate what you guys are saying, but for my...
I appreciate what you guys are saying, but for my purposes I actually do require this holiday data. To wit, I am doing a lot of seasonal, calendar-based analysis right now that specifically requires...
Forum:
Sierra Chart
April 6th, 2021, 07:56 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
And to add yet another wrinkle... CME data...
And to add yet another wrinkle...
CME data is showing and reporting historical data for RTY on April 2, but SC / Denali is not
https://nexusfi.com/attachment.php?attachmentid=311216
Forum:
Sierra Chart
April 6th, 2021, 07:25 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Thanks, Bob. I'll be the first to admit that...
Thanks, Bob.
I'll be the first to admit that I am not an expert on how exchanges report data and how the plumbing ultimately works with these data feeds, but if I'm paying for data I should have a...
Forum:
Sierra Chart
April 6th, 2021, 05:40 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Just to follow up on this, SC Support never...
Just to follow up on this, SC Support never provided an adequate response to my questions and the above noted issue remains unresolved (inaccurate volume and questionable price data for Dec. 4 and 5,...
Forum:
Sierra Chart
March 22nd, 2021, 10:04 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Thank you! Very glad to have this cleared up....
Thank you! Very glad to have this cleared up. When I looked at an online calendar all I found was "National Cookie Day" on the 4th :sarcastic:
Forum:
Sierra Chart
March 22nd, 2021, 08:30 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
TraderMich I am going to reserve judgment until...
TraderMich I am going to reserve judgment until I've had a chance to get more familiar with Denali. Again, data integrity is VERY important to me, which is why I'm so intent on figuring out what's...
Forum:
Sierra Chart
March 21st, 2021, 05:27 PM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Yes, that is helpful TraderMich - thank you ...
Yes, that is helpful TraderMich - thank you
It does seem odd though. Perhaps the problem is not with Denali, but elsewhere. Still, I'd still really like to get to the bottom of this.
Forum:
Sierra Chart
March 21st, 2021, 08:41 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,850
Posted By
Schnook
Accuracy of SC Denali data, and a data reconciliation request
Sierra Chart has been telling customers for months that CQG data is terrible, and recommending that users switch to their Denali data feed.
Based on recent problems with CQG I followed their...
Showing results 1 to 13 of 13
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