Why would historical data change?

[LTANESIGNAL]

I've noticed that historical bars that I'm collecting at different times for the same symbol and period are sometimes different.

eg using RequestHistory on the 17-Sep

symbol DT open high low close volume
MSFT 17-Sep 09:30:00 27.39 27.45 27.36 27.4 396242
MSFT 17-Sep 09:31:00 27.37 27.45 27.36 27.37 790212

using RequestHistory on the 18-Sep

symbol DT open High low close volume
MSFT 17-Sep 09:30:00 27.38 27.45 27.36 27.37 1349199
MSFT 17-Sep 09:31:00 27.37 27.45 27.36 27.37 892010

I was wondering if anyone has noticed the same thing and explain why this happens. (connected to different servers, volume was high for the opening minute and it took a day to sort the correct execution times.)

(My logs actually show that 27.4 was the high I recorded for the first few opening minutes on Friday.)

I'm not complaining, just need to know what to expect so I can either adjust or adapt accordingly.

[Guest]

Often times, there are corrections sent from the exchanges on various trades, which may affect the prices.

I have sent an inquiry to our QA team, but for future issues like this, please confirm that the numbers are the same in eSignal vs. what comes in from the API because that helps determine where the problem lies, if any. We did move some servers in our data from from one ticker plant to the other, so you may have uncovered something, but this may have been an isolated incident.

[LTANESIGNAL]

Yes it is still happening. I'm had a work around whilst I was using mytrack.

I'm assuming that it is the exchange then. On a usual day it is just a hand full of minutes that change, but the opening 5 minutes tend to be fairly unreliable.

Considering the number of day systems that rely on the opening minutes, I'm surprise that I don't hear more about this. I guess if you are looking at a chart you wouldn't notice it.

Robi is there anything you would like me to do? I don't use the GUI at all (the only reason I signed up with ESignal is because of it's relatively reliable datafeed), so you may have to walk me through whatever I need to do to help you.

[Guest]

You could use a Time and Sales window or an advanced chart (with 1 minute interval) to confirm the prices. I just want to know if it a problem with all of our data or just our API.