Daily Bars building pre-market

[Larry Marchman]

Pre-market trades not being marked Form-T. Result is invalid Daily Bar. Annotated screenshot should tell the tale.

[eSignal-J.J.]

Hello Mr. Marchman,

We will go ahead and have our data integrity group take a look at this.

[eSignal-J.J.]

Hi Mr. Marchman,

On that day, there was a problem that affected this very part of the data feed. It has since been resolved, however, if you still see the problem, please let us know.

[Larry Marchman]

Originally posted by eSignal-J.J.
Hi Mr. Marchman,
On that day, there was a problem that affected this very part of the data feed. It has since been resolved, however, if you still see the problem, please let us know.

Hey J.J.

Please call me Larry.

The feed was correct beginning Wed 2/28 a.m., and continues to be OK.
The problem first manifest Monday 2/26 a.m.
So, there were two days of incorrect Daily Bars being created with "listed" (NYSE, AMEX) stocks that had pre and post market Exchange PSE trades.

Is a systematic effort underway to identify and correct the Daily bars? I see some have been corrected, but there's a large universe of potentially incorrect bars. For example, check out XLE, UTX, OIH, BA, to name a few after a cursory look.

LAM