I notice that as well but the tick is still in T&S and does not appear to be noted by any condition (like canceled). We're still investigating. Thanks.
From a separate request, the low of that minute bar at 9:40 am yesterday was manually adjusted by our QA dept. Still no indication the print was bad but it clearly skewed the chart, hence we made the adjustment in this case. In terms of the 30s chart yesterday, range bar charts are built from ticks so the built-in bad tick formula could compare that low tick with the previous and automatically left it out while building the bars. With a 1 minute bar, the bar isn't evaluating each individual tick but rather just determining the OHLC of that 1 minute range. You can use our price filtering tool to smooth out 1+ minute charts in the future. Hope that makes sense. If you need any other information, please PM me. Thanks.
Those tails are all suspected bad ticks at 116.69 so if you have CID's applied under preferences, they won't appear in a 1 min chart. CID's don't apply to range/tick type charts (like 10T or 30s) so those ticks aren't triggering the bad tick filter in the range charts so that's why they appear in that chart type but not the interval chart. Thanks.
.... and equally likely they have had the same problems for a decade or two and promising to look into it...
MG, If you're an ES trader you should take a look at windotrader. It has great market profile setups. I love the flexibility of their software. Also, tradestation is good one stop shopping.
To all those who use sub minute charts and rely on the accuracy of that data, can you recommend a solid charting software? CQG perhaps? I really am struggling with the current software I use because there are many bad ticks/prints on the sub 1 min (and fraction of minutes like 90 second and 150 second) that I need to reconcile by looking at the whole minute charts and this takes too much work. And frankly, I nor anyone else should have to do this. Would really appreciate any input! MG
CQG is excellent! I am a very satisfied user of their IC and I also use their data with MarketDelta for additional analysis.
Hi Lornz, does IC refer to Intraday charts? If so, have you compared sub 1 min charts to higher time frames to see if the prints are accurate on the sub 1 min? To me, this is very important and am hoping there are at least a few on ET who feel the same.