Announcement

Collapse
No announcement yet.

Data Integrity - Splits, gaps, spikes, whatnot.

Collapse
This topic is closed.
X
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • The default volume for daily is not blank. The screen shot tells the story.
    Attached Files

    Comment


    • AAPL shows a spike on the Daily chart for 12/14/07 which affects the Daily, Weekly, and Monthly Charts. The high for the day should be 193.20.

      Please correct. Thanks.
      Carol

      Comment


      • MR...Bad Daily on Miami's

        Bad Daily Bar for "MR" emini.
        Seems to be on Miami farm only.
        See screenshot.

        LAM
        [EDIT: Bar Fixed]
        Attached Files

        Comment


        • NE Daily Candle on 5.1.0.21 is showing close that is inconsistent with intraday.

          Daily shows close of 52.98 while snapshot bar and intraday charts show 54.70 and 54.76 respectively.

          Looking at continuum1.quote.com server at present.

          Thanks,
          T

          Comment


          • Why can't I chart AMEX:EKM on QC6 when I can see it on QC5? I only discovered this because it had a false high which has been corrected. There have been only 6 trades so it is not of interest to me except it makes me wonder if there are many other issues which can't be displayed.

            Thanks,

            ~Bob
            Last edited by bobscott; 01-02-2008, 07:59 AM.

            Comment


            • Could somebody out there wake up a server?

              CNBC is reporting that Dow Futures are down over 400 points - QC5.1 is reporting Dow Futures UP 142 points. The ES & NQ's are down about 50 points - QC showing up 15 & 22 points, respectively.

              With these that far off - are the regular stocks going to be equally erroneous?

              HELP.
              Carol

              Comment


              • QC 6 is showing is showing approx. -52 for ES and approx. -70 for NQ, which appear to be correct, comparing to CNBC. Looks like QC 5.1 is having data problems. So we either get good data with poor performance or poor data with good performance?!

                Comment


                • ISRG shows a spike to 533.44 today, 1/22/08.

                  It was corrected on the Intraday's in 5.1, but not the Daily.

                  It is corrected on the Daily chart in 6.0, but not the Intraday's.

                  This spike really wacks the Indicators.

                  Please correct. Thanks,
                  Carol

                  Comment


                  • Net change column not correct

                    Has anybody got a solution to the net change column in a quote sheet not being correct? It shows the net change for extended hours. Also, on the weekends it doesn't show hardly any data for the close on Friday. I am using the latest version of QC6. Please advise.
                    Thanks,

                    Comment


                    • Re: Net change column not correct

                      Originally posted by finchs
                      Has anybody got a solution to the net change column in a quote sheet not being correct? It shows the net change for extended hours. Also, on the weekends it doesn't show hardly any data for the close on Friday. I am using the latest version of QC6. Please advise.
                      Thanks,
                      This is a known bug - hopefully will be corrected in the 6.1 release later in Q2.

                      Carol

                      Comment


                      • Data Integrity - Splits, gaps, spikes, whatnot.

                        FWLT not adjusted for split on 1/23??

                        Comment


                        • 200 MA

                          Did I miss it or am I the only one who isn't getting a 200 period moving average line on intraday charts of interval 195 and higher?

                          This doesn't seem to happen on All Sessions charts. I'm using 6.0.1.2.
                          When buying and selling are controlled by legislation, the first things to be bought and sold are legislators.
                          -- P.J. O'Rourke

                          Comment


                          • KWK Split Problem in QC 6.0.1.2

                            KWK apparently split on 2/1. I am seeing the "2 for 1" indicator on the Daily and smaller charts but the Daily and Weekly charts are incorrectly reflecting the split. Smaller charts seem fine.

                            Thanks,
                            T

                            Comment


                            • Originally posted by tradertom
                              KWK Split Problem in QC 6.0.1.2
                              KWK apparently split on 2/1. I am seeing the "2 for 1" indicator on the Daily and smaller charts but the Daily and Weekly charts are incorrectly reflecting the split. Smaller charts seem fine.
                              Thanks,
                              T
                              Hey Tom,

                              Not sure if you're aware of this, so a f.y.i here to anyone interested.

                              The eSignal application doesn't adjust Intraday data for splits. They do adjust the Daily Bars on the servers. So, for eSignal users, forget coherent charts and doing TA on intraday data for syms with recent splits.

                              However, in QCharts 6.0, it uses the 5.1 CorpActs splits file to adjust intraday data for splits, and doesn't change(split) the Daily bars, since 6.0 assumes the Daily Bar data has been adjusted on the eSignal servers. The 2:1 indicator, for example, that one sees on a Daily Chart in 6.0 is just informational. This normally works out fine, with QCharts 6.0 being a big improvement over eSignal regarding stock splits.

                              In the case of KWK, they messed up the Daily Bar adjustments on the server. They did a correct 2:1 adjustment for 1/31/2008. But for prior dates looks like they applied it twice, resulting in 4:1 Daily bar splits for dates 1/30/2008 and before.

                              The eSignal bad data folks would have to be notified if a correction is to be expected. I'll leave this you one of y'all to do. I gotta split (pun intended) right now to go out and about.
                              http://kb.esignalcentral.com/article...ticle=1344&p=1

                              LAM

                              Comment


                              • Re: 200 MA

                                Originally posted by grunewaj
                                Did I miss it or am I the only one who isn't getting a 200 period moving average line on intraday charts of interval 195 and higher?

                                This doesn't seem to happen on All Sessions charts. I'm using 6.0.1.2.
                                There are intraday history servers that don't have the advertised 120 days of history.

                                The following is for stocks with an RTH time of 9:30-16:00 (390 min/day).
                                You mention an interval of 195 and above do not give you a 200MA. That's because any interval above 195 gives two bars per trading day, which means there has to be at least 100 days of history for a 200MA. (390 / 195 = 2). Below 195 and one gets at least 3 bars per day. With 3 bars per trading day, then 66.67 days of history is required to give a 200MA. (200MA / 3 bars per day = 66.66...). Attached is a screenshot example of several servers with 73 to 77 days of history. All Sessions on a 195 gives 4 bars per day, hence only 50 days of history required for a 200MA. Of course, trying to run an MA on All Sessions is not a good idea for stocks, in general.

                                LAM
                                Attached Files

                                Comment

                                Working...
                                X