makincash Posted February 7, 2018 Report Share Posted February 7, 2018 Hi Jerry, I've attached a screen shot. SPY spiked over 280 at 13:53 today according to the chart data but it isn't captured in the watch list high for the day data. I tried to look back through the raw data but couldn't find any record of the spike. Also check another source and don't see it. Cheers, Jeff Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 7, 2018 Report Share Posted February 7, 2018 Most likely a bad quote. I guarantee you it is in raw data (unless you have raw data filtered). Do you have spike filter turned off? normally it would catch that. Quote Link to comment Share on other sites More sharing options...
makincash Posted February 8, 2018 Author Report Share Posted February 8, 2018 Spike filtering is on. I found the bad raw data, copied the data to excel. 2018-02-06 14:53:36 281.7 265.02 265.04 20 2018-02-07 13:53:33 281.37 269.39 269.41 2 So its just corrupt data from the feed from stockwatch? Jeff Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 8, 2018 Report Share Posted February 8, 2018 so it would seem, but as I said - spike filter should have caught it Quote Link to comment Share on other sites More sharing options...
makincash Posted February 8, 2018 Author Report Share Posted February 8, 2018 Here is a screen shot of my spike filtering and today's chart which has quite a few spikes. I didn't try manual spike filtering on the chart in case you want logs before I do. Jeff Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 8, 2018 Report Share Posted February 8, 2018 Try changing Max Allowed Difference % above/below bid/ask to be 2 or 3. Quote Link to comment Share on other sites More sharing options...
makincash Posted February 8, 2018 Author Report Share Posted February 8, 2018 Just so I understand it's data in the feed that becomes corrupt as its sent. I cleared and reloaded the data and there were no spikes this time around. I'll give those setting changes you mention a try. Cheers, Jeff Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 8, 2018 Report Share Posted February 8, 2018 Not quite the way it works. But basically backfill data has the spikes already filtered. Quote Link to comment Share on other sites More sharing options...
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