bad spikes in spread charts

[checkraise]

The spread (SPY - IWM) is showing several incorrect spikes on the 1-min chart today, but the prices for the individual constituents are correct on their 1-min charts. Forgive me then if this is a an eSignal topic rather than a Data Inquiry topic.

In the screenshot below, the spread shows a high/low of 64.65/64.46 on the 13:54 bar, but as the high/low figures from the charts of SPY and IWM show, the correct high/low figures for the spread chart on that bar should be 64.65/64.64 .

The other wrong spikes are at 14:12, 14:31, and 14:51 today.

Also the spread (IWM - QQQQ) has bad spikes on the 1-min today at 13:54, 14:12, and 14:31.

[checkraise]

Attached is a screenshot of today's spikes.

[checkraise]

Another bad spike. Given the OHLC of SPY and IWM, the OHLC of the spread (SPY - IWM) should be 65.34/65.35/65.31/65.32 . Instead the spread chart shows 65.34/65.34/64.95/65.32 . Way off.

[mjones]

Hey checkraise,

I've reported these spikes to our QA department as well as the project manager. I'll reply again when I've heard back from them on the matter.

[checkraise]

Hi mjones,

Any word back from the QA department and the project manager yet? It's been a week and the bad spikes are worse than ever.

[mjones]

I haven't heard a solid answer as to why these spikes are occurring. My product manager thought the problem may be related to a server issue. But I believe the issue goes deeper. We are still researching the issue at this time. i will reply again once I have more info.

Thank you for your continued patience.