Missing high level info in watch list vs chart

[makincash]

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

 

 

[Jerry Medved]

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.

[makincash]

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

[Jerry Medved]

so it would seem, but as I said - spike filter should have caught it

[makincash]

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

[Jerry Medved]

Try changing Max Allowed Difference % above/below bid/ask to be 2 or 3.  

[makincash]

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

[Jerry Medved]

Not quite the way it works. But basically backfill data has the spikes already filtered.