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HOURLY BARS ON MANY SECURITIES CORRUPT FROM SEPT-OCT 2003 TO JANUARY 16, 2004
On January 15, the download size of the end-of-day file was in excess of 1 Megabyte (1.2MB), instead of the usual 350-450 KB. I noticed upon inspection of the pages that the hourly bars were doubled, that is, there are 2 bars per hour for stocks and futures. I brought this to the attention of Esignal Wizard support, and they said they would fix it with the next dowload or within a few days. To date this has not happened. Close inspection of hourly charts shows that the corrupt file sent to us overwrote previous data so that HOURLY BARS BACK TO SEPTEMBER-OCTOBER 2003 ARE CORRUPT AND INVALID.
Esignal did correct the problem in part: hourly data starting January 20 are valid.
HOWEVER, Hourly bars From September 2003 to January 16, 2004 are CORRUPT DATA.
I would urge Esignal to correct this situation: back up the entire database, fix the database, test it and give your customers valid data.
During a recent telephone conversation with ESIGNAL SUPPORT, I was told that they will try to fix the problem, but no guarantee. Moreover, I was told that "in a few weeks the data will be old anyway and no longer useful" meaning to imply that it may not be worth the trouble to fix the database anyway...
This is disappointing for a "premier" data service company.
Thank you for listening.
PRH
Not all symbols are affected but among those: Indices $SPX $CAC $COMP $COMPQ $NDX $OEX etc. almost all indices - most CBOT if not all CBOT futures - most if not all CME futures - cotton futures - dow jones futures - COMEX futures - Orange Juice futures - Emini Nasdaq - Emini S&P - etcetera and many stocks.
P.S.: The data structure on the CORRUPT hourly chart is interesting: the first of a set of double bars starts at the hour:minutes that the future starts trading and ends at the following hour:00. The second double bar is at the hour:00.
Example: SH4 January 12: First bar open 268 close 265.5, second bar open 268 close 265.25
On January 15, the download size of the end-of-day file was in excess of 1 Megabyte (1.2MB), instead of the usual 350-450 KB. I noticed upon inspection of the pages that the hourly bars were doubled, that is, there are 2 bars per hour for stocks and futures. I brought this to the attention of Esignal Wizard support, and they said they would fix it with the next dowload or within a few days. To date this has not happened. Close inspection of hourly charts shows that the corrupt file sent to us overwrote previous data so that HOURLY BARS BACK TO SEPTEMBER-OCTOBER 2003 ARE CORRUPT AND INVALID.
Esignal did correct the problem in part: hourly data starting January 20 are valid.
HOWEVER, Hourly bars From September 2003 to January 16, 2004 are CORRUPT DATA.
I would urge Esignal to correct this situation: back up the entire database, fix the database, test it and give your customers valid data.
During a recent telephone conversation with ESIGNAL SUPPORT, I was told that they will try to fix the problem, but no guarantee. Moreover, I was told that "in a few weeks the data will be old anyway and no longer useful" meaning to imply that it may not be worth the trouble to fix the database anyway...
This is disappointing for a "premier" data service company.
Thank you for listening.
PRH
Not all symbols are affected but among those: Indices $SPX $CAC $COMP $COMPQ $NDX $OEX etc. almost all indices - most CBOT if not all CBOT futures - most if not all CME futures - cotton futures - dow jones futures - COMEX futures - Orange Juice futures - Emini Nasdaq - Emini S&P - etcetera and many stocks.
P.S.: The data structure on the CORRUPT hourly chart is interesting: the first of a set of double bars starts at the hour:minutes that the future starts trading and ends at the following hour:00. The second double bar is at the hour:00.
Example: SH4 January 12: First bar open 268 close 265.5, second bar open 268 close 265.25
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