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Problems with Weekly Data

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  • Problems with Weekly Data

    Hi - I have found that there is an error in downloading weekly historical data. In that week 50 and every 49 weeks thereafter returns a wrong value and data. Could you please log and review please.

    The data below is for AUD A0-FX (same thing happens on all currencies):



    Date Open High Low Close Week No

    16/04/2010 0.9330 0.9389 0.9222 0.9233 45
    09/04/2010 0.9192 0.9348 0.9166 0.9329 46
    02/04/2010 0.9039 0.9217 0.9033 0.9197 47
    26/03/2010 0.9158 0.9199 0.9002 0.9039 48
    19/03/2010 0.9150 0.9252 0.9096 0.9154 49
    18/03/2010 0.9150 0.9252 0.9096 0.9197 50
    05/03/2010 0.8951 0.9093 0.8936 0.9075 51
    26/02/2010 0.8987 0.9072 0.8801 0.8955 52
    19/02/2010 0.8880 0.9036 0.8848 0.8983 53
    12/02/2010 0.8684 0.8921 0.8614 0.8889 54

    08/05/2009 0.7301 0.7708 0.7299 0.7684 94
    01/05/2009 0.7238 0.7384 0.6990 0.7303 95
    24/04/2009 0.7207 0.7250 0.6954 0.7236 96
    17/04/2009 0.7199 0.7327 0.7139 0.7218 97
    10/04/2009 0.7153 0.7210 0.7034 0.7199 98
    08/04/2009 0.7153 0.7209 0.7034 0.7095 99
    27/03/2009 0.6870 0.7094 0.6865 0.6938 100
    20/03/2009 0.6575 0.6944 0.6530 0.6870 101
    13/03/2009 0.6404 0.6606 0.6306 0.6582 102
    06/03/2009 0.6389 0.6528 0.6281 0.6403 103

    30/05/2008 0.9598 0.9639 0.9513 0.9562 143
    23/05/2008 0.9557 0.9655 0.9511 0.9598 144
    16/05/2008 0.9429 0.9560 0.9291 0.9555 145
    09/05/2008 0.9363 0.9510 0.9342 0.9429 146
    02/05/2008 0.9340 0.9473 0.9276 0.9363 147
    29/04/2008 0.9340 0.9405 0.9294 0.9326 148
    18/04/2008 0.9280 0.9403 0.9206 0.9339 149
    11/04/2008 0.9226 0.9348 0.9177 0.9280 150
    04/04/2008 0.9181 0.9234 0.9032 0.9226 151
    28/03/2008 0.9018 0.9254 0.8979 0.9181 152

    22/06/2007 0.8428 0.8496 0.8398 0.8481 192
    15/06/2007 0.8456 0.8456 0.8333 0.8428 193
    08/06/2007 0.8331 0.8477 0.8310 0.8433 194
    01/06/2007 0.8192 0.8334 0.8163 0.8331 195
    25/05/2007 0.8230 0.8271 0.8176 0.8192 196
    21/05/2007 0.8230 0.8252 0.8180 0.8209 197
    11/05/2007 0.8232 0.8337 0.8206 0.8317 198
    04/05/2007 0.8305 0.8333 0.8170 0.8221 199
    27/04/2007 0.8379 0.8385 0.8235 0.8300 200
    20/04/2007 0.8328 0.8395 0.8281 0.8379 201

    Thank you.
    Attached Files
    Kind regards

    FibboRules

  • #2
    Any help to resolve the issue below would be appreciated.

    Also when will the updated version of Qlink3 be released (promised a few weeks back)?
    Kind regards

    FibboRules

    Comment


    • #3
      The new version of QLink 3 is available on the download page. I'm not aware of this issue in that version (build 62); if you are still seeing it there, please let me know.
      Regards,
      Jay F.
      Product Manager
      _____________________________________
      Have a suggestion to improve our products?
      Click Support --> Request a Feature in eSignal 11

      Comment


      • #4
        Hi Jay

        Thank you for a quick response and download link.

        Even with the new version of Qlink3 (build 62) - the data download on the weekly bars is incorrect for week 50, 99, 148, 197, 206, 255, 304 etc. If you compare the weekly date for the previous weeks and subsequent weeks to the one that is wrong you will notice that the dates are not one week apart (and therefore the data download is also incorrect).

        Any solution to this would be greatly appreciated.

        I look forward to hearing from you soon.
        Kind regards

        FibboRules

        Comment


        • #5
          Hi Jay

          Could you please advise if this issue is being looked at or if there is a workaround solution that I can use.

          I still don't understand why the data being downloaded is materially different to the charts?

          Is there a problem with the data manager (I'm using v10.6)?
          Kind regards

          FibboRules

          Comment


          • #6
            FB,

            Thanks for checking back in. We have logged this bug (TTP#15418), but have not found a workaround at this time. The Data Manager actually doesn't handle the historical data, that flows through the QLink application, an RTD publisher and a data DLL. Most likely the issue exists at the publisher level, but we'll have the engineers take a look.
            Regards,
            Jay F.
            Product Manager
            _____________________________________
            Have a suggestion to improve our products?
            Click Support --> Request a Feature in eSignal 11

            Comment


            • #7
              Hi Jay

              Thank you for looking at this and logging the bug. I'll wait for you to update us on this or will chase in due course
              Kind regards

              FibboRules

              Comment


              • #8
                Hi Jay

                Any progress on this issue please? In the new version of QL the problem still exists at week 50/51 and every 50 weeks thereafter.

                Thank you for looking at this.
                Kind regards

                FibboRules

                Comment


                • #9
                  Thanks for checking back in. We are continuing to work on solving this issue, and I can verify that I can still duplicate the issue on the latest release.
                  Regards,
                  Jay F.
                  Product Manager
                  _____________________________________
                  Have a suggestion to improve our products?
                  Click Support --> Request a Feature in eSignal 11

                  Comment


                  • #10
                    Hi Jay

                    The Weekly data seems to be sorted out in the new release - thank you for that.

                    I have noticed that there is a similar error on the Monthly data.

                    For example:

                    AUD A0-FX

                    Month Bar Time Open High Low Close
                    01/02/2012 12:00:00 1.0619 1.0845 1.0570 1.0678
                    01/01/2012 12:00:00 1.0200 1.0688 1.0145 1.0617
                    01/12/2011 12:00:00 1.0277 1.0325 1.0152 1.0213
                    01/11/2011 12:00:00 1.0541 1.0566 0.9664 1.0277
                    01/10/2011 13:00:00 0.9663 1.0753 0.9388 1.0541
                    01/09/2011 13:00:00 1.0686 1.0765 0.9620 0.9660
                    01/08/2011 13:00:00 1.0984 1.1066 0.9928 1.0686
                    01/07/2011 13:00:00 1.0707 1.1080 1.0526 1.1005

                    01/06/2011 13:00:00 1.0657 1.0753 1.0588 1.0672 - This is wrong data

                    01/05/2011 13:00:00 1.0970 1.1012 1.0441 1.0657
                    01/04/2011 13:00:00 1.0330 1.0980 1.0289 1.0970
                    01/03/2011 12:00:00 1.0181 1.0374 0.9707 1.0330
                    01/02/2011 12:00:00 0.9972 1.0200 0.9944 1.0183
                    01/01/2011 12:00:00 1.0227 1.0250 0.9805 0.9972
                    01/12/2010 12:00:00 0.9585 1.0257 0.9537 1.0227

                    01/11/2010 12:00:00 0.9839 1.0023 0.9815 0.9987 - This is wrong data

                    01/10/2010 13:00:00 0.9653 1.0003 0.9542 0.9835
                    01/09/2010 13:00:00 0.8924 0.9734 0.8911 0.9653
                    01/08/2010 13:00:00 0.9040 0.9221 0.8771 0.8924
                    01/07/2010 13:00:00 0.8406 0.9069 0.8317 0.9042
                    01/06/2010 13:00:00 0.8469 0.8859 0.8082 0.8406
                    01/05/2010 13:00:00 0.9244 0.9275 0.8067 0.8469

                    01/04/2010 13:00:00 0.9164 0.9389 0.9135 0.9241 - This is wrong data

                    01/03/2010 12:00:00 0.8951 0.9252 0.8936 0.9166
                    01/02/2010 12:00:00 0.8841 0.9072 0.8579 0.8955
                    01/01/2010 12:00:00 0.8976 0.9329 0.8834 0.8838
                    01/12/2009 12:00:00 0.9160 0.9324 0.8733 0.8974

                    01/11/2009 12:00:00 0.8996 0.9122 0.8908 0.9040 - This is wrong data

                    01/10/2009 13:00:00 0.8837 0.9329 0.8570 0.8996
                    01/09/2009 13:00:00 0.8434 0.8847 0.8241 0.8839
                    01/08/2009 13:00:00 0.8356 0.8478 0.8155 0.8435
                    01/07/2009 13:00:00 0.8052 0.8368 0.7702 0.8359
                    01/06/2009 13:00:00 0.8015 0.8264 0.7790 0.8057
                    01/05/2009 13:00:00 0.7250 0.8018 0.7242 0.8015

                    Please let me know if you need any further information.
                    Kind regards

                    FibboRules

                    Comment

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