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Please check the data for OIH

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  • Please check the data for OIH

    Look on the daily at the low for OIH on 3/20/2008. The LOD is listed as 160.59.

    Now look on the 60 min chart for OIH and look at the LOD (corresponds to the 15:30 EST bar). The low there is listed at 160.02. This is incorrect (see other sources of data such as yahoo finance to confirm this if you must).

    It's these types of inaccuracies that are just kill me in the new system. I trade a breakout system and I refine my entry by zooming in to the shorter time periods. As a trader such simple concepts such as the Open, High, Low and Close should match across time periods.

    What am I missing? Can we see it on the old live charts to compare it please?

  • #2
    The same data points appear in eSignal so this is not an issue related to old vs new LC.

    While it likely is a bad trade sent by the exchange that day (and corrected in the OHLC summary message), I can't tell if Yahoo shows the same value or not since I can't pull-up an intraday chart back that far (confirmed they show the same daily low for 3/20).

    This might be an easy one to assume is wrong but we generally like to confirm the errors in our exchange replays but we don't store those replays this far back.

    I'll report to QA.

    Thanks.

    Comment


    • #3
      A little bird in my ear pointed out that the low of 160.02 was actually hit in post-market trading (form T) so it wouldn't be reflected in the official OHLC info for the day. We do include that data as we build intraday bars though so this is more of a procedural question than a bad data point.

      Happy to hear your thoughts on the matter.

      Thanks.

      Comment


      • #4
        Not a good answer I'm afraid.

        The daily low on the livechart system does not correspond to the 30 min low for the same day.

        It should not include post hours or afterhours trades unless we click the option to view that data.

        Please can we fix this?

        Thanks

        Comment


        • #5
          Originally posted by random
          Not a good answer I'm afraid.

          The daily low on the livechart system does not correspond to the 30 min low for the same day.

          It should not include post hours or afterhours trades unless we click the option to view that data.

          Please can we fix this?

          Thanks
          You might be able to check bigcharts or supercharts...to confirm too.

          Comment


          • #6
            We have a user configurable setting (as to whether include pre and post market trades in the building of bars) on our enhancement list but I don't have an ETA to provide. I'll make sure Product Development is aware that this issue is now impacting LC users since the new version.

            Thanks.

            Comment


            • #7
              how about only show data from during the regular session?

              Thanks

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