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Another problem with the data – added points outside market hours

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  • Another problem with the data – added points outside market hours

    Hi,
    There is another problem with the data for $TOPIX-TSE - data points outside market hours generated by Esignal. I reported this problem some time ago. It disappeared for a while, but it is coming back.

    I called Esignal London office a couple of days ago. The problem was reported to the data department, but no response has been given back. I called your Australian office today to report the problem again. The response was that it was from the exchange.

    I have checked the published data by the exchange before when there was an extra bar after the market close. The exchange number differed from the closing price of the extra-bar. So I believe this is a problem generated by Esignal. If I am right, could you please inform your supporting staff of this fact? On the other hand, if this is a problem generated by the exchange’s data department, could you please inform the exchange the problem so that it can be prevented in the future?

    The following is a list of extra bars in the last few days.
    date Time
    5-Dec before market opening at 8:51
    3-Dec between am and pm session, at 12:21; after pm session, at 15:51
    2-Dec between am and pm session, at 12:21
    28-Nov before market opening, at 8:51



    The attached are data sheets showing the extra points for today and Dec 3 outside of the market hours. The market hours are 9:01-11:00 and 12:31-15:00.

    Thank you for your continued attention.

    Regards,
    Rambo
    Attached Files

  • #2
    extra point on Dec 3

    extra point on Dec 3
    Attached Files

    Comment


    • #3
      an unsuccessful correction?

      Now the problem of an extra-bar before the market opening On Dec 5, reported yesterday, has changed to one of missing data for the first 10 minutes after the market open.

      I am not sure if this is the same problem reflected in a different form or if it is created by an unsuccessful attempt at correcting the last problem of the extra bar.
      Attached Files

      Comment


      • #4
        Rambo,

        thank you for reporting this issue as well. I will keep it in mind as well when I look at the data.

        I will let you know once I have more details.

        Regards,
        Christine B.
        eSignal

        Comment

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