Data Integrity - Splits, gaps, spikes, whatnot.

[JayF]

Re: Bad data for EWS

Originally posted by bpschultz
Please correct the daily chart on 2/27/07 for EWS. The high is obviously wrong. Thank you.

This has been corrected.

[bobscott]

I sure wish the Average Price trades could be filtered out soon as it makes a real mess of the chart.

~Bob

[JayF]

Originally posted by collective
Over the last couple of days I've seen some serious delays on ticks on some symbols in QCharts 5.1.

This likely occurred due to the recent record volumes seen in the last few days. As you may or may not know, the majority of the Continuum servers are fed by a feed that has a limited amount of bandwidth. This causes some data (especially options data) to be throttled-back or intentionally removed from the feed during peak periods, and it is the likely cause of what you are describing.

As you've noted the eSignal network doesn't have this problem, and that is one of the reasons we've decided to move QCharts to the eSignal network.

[JayF]

Originally posted by bobscott
I sure wish the Average Price trades could be filtered out soon as it makes a real mess of the chart.

~Bob

Bob,

I assume you're looking at the Beta. Is this build 5.4.0.51? This was purportedly fixed in that version. In looking at historical data from the tick server, this does appear to be so, but perhaps the streaming real-time data from the Data Manager that feeds live charts didn't get that same fix?

Please confirm your version number.

Thanks,
Jay

[bobscott]

Jay,

I only run the latest betas of QC6 and it is 5.4.0.51.

~Bob

[JayF]

Ok thanks. We'll take another look at the fix.

[JayF]

Bob,

Just a quick note that we've confirmed the problem with Avg Price, and we'll head back to the drawing board on it.

[bobscott]

Jay,

Thanks for the heads up. This morning I also noticed that QC6 version 5.4.0.51 was reading the net change for CIEN with reference to the day before yesterday rather than yesterday but other symbols looked OK. I finally re-started QC6 and now it is reading correctly for CIEN. Is this a known phenomena?

~Bob

[JayF]

The net is affected by this Known Issue.

"No Reset Overnight: The Yest/Open/High/Low are not correct on symbols that are left in the Quote Window overnight. Restarting QCharts refreshes this data."

Thanks for mentioning it though!

~Jay

[bobscott]

Jay,

No Reset Overnight ...

What exactly does that mean in terms of time? I started QC6 about 05:00 hours Pacific time which I would think would not be considered "Overnight".

~Bob

[Patrick Slevin]

JY07M

Would you please repair the data spike on the JY07M contract? It appears on January 30th, with a low of zero.

The server I'm on is cc-16a.mia.finance.lycos.com

[JayF]

Originally posted by bobscott
Jay,

What exactly does that mean in terms of time? I started QC6 about 05:00 hours Pacific time which I would think would not be considered "Overnight".

~Bob

"No Reset Overnight" is a term used to describe the absence of what existed on the Continuum feed. In the eSignal feed, there is no official reset message in the same sense as on the Continuum network. eSignal (the software) by default never clear out yesterday's Yest, Open, High and Low until the open of the next session's data, which is determined by a series of market state messages (i.e. Opening Spin, Pre-market, RTH, etc.)

For QCharts 6.0, we're needing to re-write the handling of the above, and the "No Reset Overnight" symptoms are the result of this code not being implemented yet. Hope that all makes sense.

[bobscott]

Jay,

I understand that if QC6 is left running through the night that no reset will occur. My confusion is why would starting QC6 at 05:00 Pacific time be considered running through the night. More specifically, what is the time that QC6 can be started and not be susceptable to the "yesterday" problem?

I'm not trying to give you a hard time here. I'm just surprised that starting QC6 at approximately 05:00 still included the problem. If I need to restart at 06:00 or whatever, I would appreciate knowing that time.

~Bob

[JayF]

The time is when the RTH market opens at 6:30am, PST. Obviously, not an ideal time to be resetting anything, but it is required on this beta to get the correct Yest and other OHLC-related info.

This will certainly improve before going gold.

[tradertom]

YHOO Daily and Weekly charts show the high on Monday March 5th to be 31.90. Shorter charts indicate a high of 31.00. I also checked the All Sessions charts and there is no high of 31.90 appearing on the intraday charts.

Thanks,
T