Data Integrity - Splits, gaps, spikes, whatnot.

[JayF]

Thanks Carol and Tom. I'll get these over to the QA staff to look into.

[ckelly]

Jay,
We continue to have problems with the Daily & Intraday charts telling very different stories. Gaps are a big deal. But, when Dailies don't show them and Intraday's do - and vice versa, what do we trust?

Please help. Please correct.
Thanks,
Carol

[ckelly]

Please correct rogue Daily candle on 1/25/07 for AMG.

Thanks,
Carol

[JayF]

Carol,

We are investigating the recent influx of discrepancies, and will report back with our findings.

[bobscott]

QCharts 5.1 ETF Exchanges

Jay,

This weekend I was doing some work on ETF's (Yes, Larry, looking at the short ETF's, thanks ) and I found several ETF symbols where the default exchange needs to be changed in order to chart the data. This does not appear to be a problem in QCharts 6.

The following QCharts 5.1 symbols have a default of NYSE and need to be changed to:

AMEX:EWA
AMEX:EWG
AMEX:EWW
AMEX:IWB
AMEX:IWD
AMEX:IWF
AMEX:IWM
AMEX:IWN
AMEX:IWO
AMEX:IWV
AMEX:XLY

Best regards,

~Bob

[eSignal_ToddI]

Re: QCharts 5.1 ETF Exchanges

Regarding:

Originally posted by bobscott


AMEX:EWA
AMEX:EWG
AMEX:EWW
AMEX:IWB
AMEX:IWD
AMEX:IWF
AMEX:IWM
AMEX:IWN
AMEX:IWO
AMEX:IWV
AMEX:XLY

Engineering has indicated that they should be pushing out an updated compsyms2.inf to correct for this after it goes through QA.

[ckelly]

Jay,
TSO & POT split this morning. The Intraday charts reflect this - the Daily, Weekly, and Monthly charts do not.

Please correct.
Thanks,
Carol

[bobscott]

Carol,

Both the CorpActs.INF and the CorpActs.UNF contain both TSO and POT splits. If you are using the CorpActs.UNF, you may have an old copy and need to update. I was able to logon to 22 servers and they all contained the same CorpActs.INF . If you have been logged onto QCharts 5 overnight, you might need to shut it down and restart.

~Bob

[ckelly]

Bob,
Yes, I did log out and then back Iin before looking at my charts this morning. My post reflected this.

My D/W/M charts did not update the split correction for TSO & POT until after 10 am this morning. The Intraday's were updated before the open.

Just an fyi.
Carol

[ckelly]

Jay,
There continues to be a large discrepancy between the Daily open price and the Intraday open price.

What do we trust?

Is there some tweeking to my chart preferences needed in order to get the charts to reflect the same prices?

See pic. Please correct ATI's charts for today.
Thanks,
Carol

[ckelly]

Jay,
Data integrity issues may not be everywhere - but they seem to be on most of the stocks that I trade.

Another example: GS this morning is showing a gap up on the Intraday charts - and no gap on the Daily chart. There's a buck difference between what they show as yesterday's close.

What do we as traders trust? I'm not trying to be smart - I just don't know which data to trust as correct and making the wrong assumption here could cost me a ton of money.

PLEASE HELP. Pic of GS from 9:40 this morning.
Thanks,
Carol

[ckelly]

Yes, I have rebooted this morning - before and after the open. A couple of times.

Data integrity on 5.1 is ......

See pic.

Please, somebody, anybody.....can the data integrity issues be fixed? Soon?

Thanks,
Carol

[JayF]

Carol,

We have the Continuum engineers looking into what's causing these ongoing discrepancies. In the meantime, I'll have the QA team go back through the symbols you've reported, and correct as needed. If you have a list of symbols that you've seen differences on, this will make the corrections come sooner. I don't need a screenshot for each, but instead something like the below would make it faster for them to get the fixes done.

-- cc-08.sc8 --
GS, Daily, Open wrong, 5/30/07
ATI, Daily, Open wrong, 5/30/07
XYZ, Intraday, Spike, 4/17/07
... etc.

As an aside, you know we're working hard on bringing improvements to the QCharts service by moving over to the eSignal network. This network supports exchange-based corrections, which provides reliable and clean historical data. And will also by the end of the year it will also support Hot Lists, extended intraday data and most, if not all, of Continuum's other unique features. QCharts 6.1 will roll all of that into the product, and I'm confident that it will be an improvement over 5.1.

[ckelly]

CME: May 30, 2007
Everything - OHLC - differs between the Daily & Intraday charts.

Please correct.
Thanks,
Carol

[JayF]

GS

Originally posted by ckelly
Jay,
...

PLEASE HELP. Pic of GS from 9:40 this morning.
Thanks,
Carol

Regarding your GS charts.... both the Daily and the 390 are correct! The question to answer is how can they be both correct? Well, I must say that Larry's explanation in this thread answers it beautifully.