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After hours stock candlesticks show wicks/candles often erroneously going down to the regular hours closing price.


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Hi there!  I'm trying out the latest MT with Tradier and am getting some weird results after hours.

https://imgur.com/a/OhePiGX

The wicks or candles after hours drop down to the regular hours closing price.  This is a general problem, not just UPST tonight.

Let me know what further information you need.

Looks like a great program so far!  Good job, and thanks for your help.

 

--John

 

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Thanks, Mike.  that was helpful, though still kind of a pain since sometimes the errors go in both directions around a static middle price, from which every candle then falsely appears to originate.  This makes after hours trading difficult.  I have never seen it show up during the regular session.

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The "remove spikes" helps in some cases, but it looks like there are genuine bugs in after hours data handling.

In the attached photos, note how the final candle alternately is dramatically lower and red, and otehrwise "normal", smaller, and green.  These three screenshots were captured in sequence.  This is a completely routine occurence for me after hours with Tradier.

If somehow this is a Tradier issue, let me know how I could describe it to them, if possible, but I have another platform that does not show this problem (though, ironically, it has others).

 

2021-03-29 16_32_24-SEAC 2.59 (3 hrs, 53 min_2 min) B_2.57 A_2.59.png

2021-03-29 16_32_29-SEAC 2.08 (3 hrs, 53 min_2 min) B_2.58 A_2.59.png

2021-03-29 16_32_44-SEAC 2.59 (3 hrs, 53 min_2 min) B_2.58 A_2.60.png

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And as a reminder, commonly most of the after-hours candles will be like the one on the right in the middle picture, going down/up to/from  some arbitrary constant price near the closing price.  

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Posted (edited)

Some more persistent price anomalies, this time during regular hours. These persist, at least for the current bar, even after clearing and refilling all data.  The last picture is at about the same time as the second picture, but I cleared all data. NB: there was no precipitous drop in Walmart stock at the time. WMT:

EDIT: the pictures got rearranged in posting here.  Sorry about that.  Looks like the last picture inline in the message itself is chronologically the first, and vice versa.  Attachment order is correct, but different from inline display, at least in my view of it.

 

310175382_2021-03-3009_41_48-WMT133.89(3hrs3min_5min)B_137.10A_137_12.png.d40464ef875a2ee34fb2580e8e6a845a.png595409841_2021-03-3009_41_24-WMT133.89(3hrs3min_5min)B_137.10A_137_13.png.2f6b5a2f1be8459c2fb97a40beb29e60.png1876483419_2021-03-3009_18_09-WMT133.89(3hrs3min_5min)B_136.95A_136_97.thumb.png.d29b111d0c68a14637418d710a9e9965.png

Edited by JohnR
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that is what we are getting from the datafeed. I know why it happens on their end in afterhours, though that does not help you.  Only thing you can do is maybe adjust your spike filter settings to not allow values significantly outside bid/ask

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it depends on the datafeed and we have seen it in other platforms. Like I said - you can adjust the spike filtering and it will not show up in MT either. We just don't want to do it by default too much because it could cause false positives on the filter

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