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Posts Made By:
Sawtooth
Forum:
Sierra Chart
April 8th, 2021, 07:28 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,870
Posted By
Sawtooth
I don't think the Historical Daily data is from...
I don't think the Historical Daily data is from the same provider as the Denali data.
However, I'm not yet able to confirm this in the documentation.
There is at least one SC Support staff that...
Forum:
Sierra Chart
April 7th, 2021, 09:24 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,870
Posted By
Sawtooth
It seems SC has repaired the Daily volume data...
It seems SC has repaired the Daily volume data for Apr 1.
Forum:
Sierra Chart
April 6th, 2021, 06:51 PM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,870
Posted By
Sawtooth
I see your point. Obviously the Daily and the...
I see your point. Obviously the Daily and the Intraday do not have the same volume data.
FWIW, ES, NQ, and YM also all had very low volume on their 4-1 Daily bar. Maybe others also.
Forum:
Sierra Chart
April 6th, 2021, 02:36 PM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,870
Posted By
Sawtooth
The reason for the discrepancy between a Daily...
The reason for the discrepancy between a Daily chart and a 1Day intraday chart is explained in the documentation.
It has to do with when the day starts and ends, and the date stamp of the bar:...
Forum:
Sierra Chart
April 6th, 2021, 11:37 AM
Replies:
28
Accuracy of SC Denali data, and a data reconciliation request
Views:
5,870
Posted By
Sawtooth
Denali Daily data (.dly) did not included Good...
Denali Daily data (.dly) did not included Good Friday.
Denali intraday data (.scid) has data for Good Friday.
A 1Day 1-0-0 intraday chart will look similar to Schnook's post from the CME, so its...
Showing results 1 to 5 of 5
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