Announcement

Collapse
No announcement yet.

Missing $VOLDQ data

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Missing $VOLDQ data

    Hi,

    I have sent a few emails to the support team but never heard back on the following data issue.

    There is no $VOLDQ data for the 30/03/10 to 12/04/10 period.

    This is an integral part of my trading system and I would like to get the two weeks of data accessible again.

    Thanks

    Tallbs

  • #2
    It is also true for $DVOLQ & $UVOLQ.

    Any thoughts - I know the data was there at some point in May & June.

    Regards

    TallBS

    Comment


    • #3
      I checked serval servers and I see a gap in intraday data between 4/29/2010 and 5/13/2010 for various Nasdaq Volume stats like:

      $VOLDQ
      $UVOLQ
      $DVOLQ
      $TVOLQ

      I've forwarded the issue to QA to see if we're able to recover the data and will update when I hear back.

      tallbs are these the same days you are referring to, as I didn't see one for early April or into June?

      I was looking at intervals like 5 min and 60 min.

      Comment


      • #4
        Unfortunately it doesn't appear that we're able to restore the missing data.

        QA checked all of our historical tick servers and all had the same gap.

        From what I can tell, around the time of the gap we were experiencing a data problem (generating incorrect results) with some of our internally calculated indices like these.

        Comment

        Working...
        X