Data Integrity - Splits, gaps, spikes, whatnot.

[ckelly]

In 5.1, PG has a rogue trade to 73.05 that really messes up the Daily chart Indicators today.

Please correct.
Thanks,
Carol

[ckelly]

The Intraday charts for COMPX in 5.1 do not represent the Daily chart and also do not match 6.0.1.1 Intraday's either.

I have cycled through several servers (continuum 1, cc-04-sc8, mia14) and all reflect the same thing.

Please correct.
Thanks,
Carol

[JayF]

Thanks for the report, Carol, however there's nothing to actually correct here. The correct close is 2804.19 and is reflected in both daily charts of 5.1 and 6.0.1.1. The reason the intraday charts are different is because the NASDAQ exchange didn't issue the final closing numbers on this index until after 16:00.

As a general rule, intraday charts have a hard cut-off at 16:00, so they often reflect different values then that of daily charts as a trickle of closing trades come through the feed after the official closing time. The easiest way to identify this is by looking at Time & Sales and comparing the values as seen in the below screenshot.

[ckelly]

Jay,
Thanks for your note. I get it about the hard close on the Intraday's at 16:00.

I wasn't clear in my post - my concern is the opening price between the Daily and Intraday's differs by 56 points.

Thanks for correcting it.

Carol

[ckelly]

Jay,
In looking at the T&S for the COMPX for Friday, 10/26/07 -

Is there a "code" for the colors in the rows? I'm not typically a T&S user, so I'm sure there's something here I'm missing as it appears the Intraday Charts got the Open price for Friday right and the Daily Chart is late by 0:31 and 56 points.

In either case, one paints a long white candle for the day and the other paints a hangman for the day. One indicates a Gap up and the other does not.

Thanks for your help.
Carol

[Mike Condra]

Carol,

Here is a breakdown of how T&S rows are colored.

TRADES:

Trades at daily high or low:
- at daily high and not at bid: bright green background
- at daily high and at bid: bright green background with line of pale blue
- at daily low and not at ask: bright red background
- at daily low and at ask: bright red background with line of pale green

Trades not at daily high or low:
- at ask: pale green background
- at bid: pale blue background
- other: white background

BIDS/ASKS:

- changes to ask (price/size): light grey background
- changes to bid (price/size): dark grey background

OTHER:

- See Indicator column for row's meaning: black background

Here is a screenshot from QCharts 4 documentation in which bid/ask rows have been turned off. Note the split-colored rows.



- Mike Condra
Lead Developer
QCharts 6

[JayF]

Concerning the way $COMPX data comes from Continuum, the differences in the Open is caused by the prior close being restated ~1 second after 9:30a. The intraday charts will blindly chart any ticks between 9:30-16:00. The daily charts chart data differently... they use what is in the OHLC snapshot data i.e. the data the appears in a Quote Window or a chart's Snapshot Bar.

The black bar in your Time & Sales window is a correction that is coming from Continuum. Technically, what is occurring is the prior close is being set as the Open. A few ticks later, the incoming data feed restates the actual Open and Continuum sends out that black line to correct the Open value in the snapshot. This makes the daily charts correct, but the intraday charts still keep that first tick... i.e. the restated previous close.

[emboehm]

ARD stock split not showing on charts

I use QFAI.

I see NYSE:ARD,2/1 in CorpActs.inf and CorpActs.unf

but I don't see the split indicated in the charts. That is, I don't see a '2 for 1' indicator on October 29.

CorpActs.inf

20071029
BB:AVUG,255/173
NASDAQ:CSNT,2/1
NASDAQ:LBAI,21/20
NYSE:ARD,2/1

CorpActs.UNF

20071029
BB:AVUG,255/173
NASDAQ:CSNT,2/1
NASDAQ:LBAI,21/20
NYSE:ARD,2/1

[Larry Marchman]

Re: ARD stock split not showing on charts

Originally posted by emboehm

I see NYSE:ARD,2/1 in CorpActs.inf and CorpActs.unf
but I don't see the split indicated in the charts. That is, I don't see a '2 for 1' indicator on October 29.

Eric,

That's a quirk/bug in QCharts.
When there's a split and the symbol is also in a CompSyms merge file, the split will be done correctly regarding prices, but the "X for Y" indicator goes missing from the chart.

LAM

[bobscott]

Jay,

I was updating for dividend induced splits that were not in the CorpActs.UNF and it appears that the ETF split for AMEX:UTH on 20071015 is the reciprocal in the CorpActs.INF (ie 8/9 instead of 9/8).

~Bob

[grunewaj]

GME intraday error

Hi Jay,

It appears that the intraday charts on GME are messed up from a large spike on 11/2. The daily and weekly charts don't show this spike. Could you please investigate this?

Thanks,

Jim

[tradertom]

Jay, Will GME be fixed?

Thanks,
T

[ckelly]

Jay,
PG has a rogue trade on 10/23/07 that affects the Daily, Weekly, and Monthly charts in 5.1.

Will it be fixed?
Thanks,
Carol

[JayF]

Both PG and GME will be fixed within 24hrs.

[tradertom]

Thanks Jay!

Please also check CHK (Chesapeake Energy.) It has a spike on the Weekly and Daily charts that is not reflected on intraday charts.

Friday, 9 November, QC 5.1.0.21 is showing a Daily high of 47.35 but the Intraday high is only 40.75.

(QC6 has no such spike.)

Thanks in advance,
T