Data Integrity - Splits, gaps, spikes, whatnot.

[bpschultz]

Bad ticks on GC, SI, and CL

I am experiencing a problem frequently for the past 7-10 days. It occurs primarily with Comex symbols GC and SI, but I've also seen it once or twice with Nymex symbol CL. There are repeated "0" ticks that cause the bars to extend to the x-axis and make the charts and studies useless. The ticks disappear if QCharts is rebooted, but it happens so often that this solution isn't really practical.



Will someone please fix this problem? It is a recurrence of the same issue that has arisen every 12-18 months for the past 3 or 4 years. Thank you.

[ckelly]

We're back to those spastic gaps again.

5.1 is fast but with volume omission, the indicators on the Intraday charts are not reliable. The problems with 6.0.3 inaccuracies have been very well documented. Therefore, I rely on 6.0.2 for trading.

EVERY stock and futures chart shows spastic gaps (up and down) in 6.0.2 - for any intraday timeframe. Changing servers changes nothing.

PLEASE correct this problem this morning.

Thanks,
Carol

[bpschultz]

Can I Expect a Fix Anytime Soon?

Are there any plans in the immediate future to fix the problems with the repeated zero ("0") ticks in the GC and SI futures as described in my post on 9/3/08?

I would appreciate an answer from QCharts management so that I can plan accordingly. Thank you.

[JayF]

Brian,

Can you clarify which version of QCharts you are seeing this on and which symbols you are using? Also, what intervals are you seeing this on?

[tradertom]

Hi,

I do a fair amount of market research over weekends using 6.0.2. I find often that there are extra candles on the Daily and Weekly charts that cause me to have to scroll them back for months just to get to Friday's date. Look at PCAR for example. It has a candle displayed for Jan 14, 2009! Lots and lots of stocks are doing this. Some are further out than others. I am not going to send a list because there are just way too many and I believe your people should be able to figure this out! It can't be that hard to query your data for prices that have future dates... Can you please fix this so it does not happen any more? It is extremely frustrating.

Also, the Title field (quote sheets, snapshot bars) for all my stocks are showing the exchange:symbol, not the actual title of the stock. Indexes, futures, and options (when they are displayed) seem to display their titles just fine. Can you please correct the Title of the stocks in QCharts?

Thanks,
Tom

[lugnutz]

Hey Tom,

I'm not seeing either of the problems you're describing on my 6.0.2. Maybe the server you're connected to?

lugz

[tradertom]

OK, maybe I'm crazy... well, yeah, but that is beside the point!! This morning the problem with the "candles from the future" is not appearing. Last night they were showing up at random on most of my workspace stocks and the rogue future candle was anywhere from December through mid-late January with no candles in between. It was only on stock symbols, not on futures or indexes. It made it extremely difficult to work with.

Can Jay or someone from eSignal confirm this problem and verify that they actively fixed it or does anyone from eSignal even know that this is a problem? I would like to know whether it fixes itself somehow or if eSignal folks have to fix it.

Thanks,
Tom

[bpschultz]

Jay,

I'm using 6.0.2 with 30-minute regular trading hours charts and 120-minute all sessions charts. Thanks.

Brian

[bpschultz]

Please remove the bad tick in gc z8 at 9:40 on 9/9/08. The low for that bar shouldn't be any lower than the daily low of 781. Thanks.

Brian

[emboehm]

ATVI and other splits missing from CorpActs.inf

I am a little confused. I use QFAI and CorpActs.UNF. I thought that .UNF took precedence over .INF according to the QFAI Help.

I see that several splits are in CorpActs.UNF but missing from CorpActs.INF.

I have checked 'Use UNF for split file'. Why isn't .UNF overriding .INF?

Jay, can someone fix CorpActs.INF so that it contains the correct data?

[Larry Marchman]

Re: ATVI and other splits missing from CorpActs.inf

Hey Eric,

The UNF does over-ride the INF.
Got an example sym where you see UNF not over-riding INF?
(be sure the UNF is actually in the folder of the QCharts you are running.)

oh, the split 'note' doesn't show in the chart if the sym is also a merged sym in the CompSyms2 merge file. A bug/quirk in QCharts.

LAM

Originally posted by emboehm
I am a little confused. I use QFAI and CorpActs.UNF. I thought that .UNF took precedence over .INF according to the QFAI Help.

I see that several splits are in CorpActs.UNF but missing from CorpActs.INF.

I have checked 'Use UNF for split file'. Why isn't .UNF overriding .INF?

Jay, can someone fix CorpActs.INF so that it contains the correct data?

[emboehm]

Re: Re: ATVI and other splits missing from CorpActs.inf

Originally posted by Larry Marchman
Hey Eric,

The UNF does over-ride the INF.
Got an example sym where you see UNF not over-riding INF?
(be sure the UNF is actually in the folder of the QCharts you are running.)

oh, the split 'note' doesn't show in the chart if the sym is also a merged sym in the CompSyms2 merge file. A bug/quirk in QCharts.

LAM

Larry,

The symbol in question is NASDAQ:ATVI. It does have an entry in the CompSyms2.inf file.

ATVI ; NASDAQ:ATVI ; Activision Blizzard Inc ; NASDAQ:ATVI ; DT(#NASDAQ:ATVI|08/07/2008|-) DT#NASDAQ:ATVID|07/10/2008|08/07/2008) DT(#NASDAQ:ATVI|-07/10/2008)

You should be able to see a big gap up on 07/10/2008 and a big gap down on the daily chart on 08/07/2008 on your own charts.

Do you mean that that bug won't show something like '2 for 1' or do you mean it won't handle the split at all?

I see that the price is correct but other charts (e.g., finance.yahoo.com) don't show the big gaps up and down. In addition, these gaps didn't appear until after the split date passed.

CorpActs.UNF contains

20080908
NASDAQ:ATVI,2/1
NASDAQ:ISYS,2/1

CorpActs.INF contains
20080902
NASDAQ:SYNA,3/2
20080929
AMEX:FWV,26/25

No entries for 20080908. I think that this has to be fixed by Esignal.

[Larry Marchman]

Eric,

By "note" in chart, I meant that the chart won't show the 2 for 1 note in the chart, even though the split is in effect. Actually, you are seeing the split for ATVI in the chart. The problem is that the time span when ATVI was symbol ATVID isn't split. That's the gap Up and Down you mention. I sent Bob a head's up on this, a request to update the UNF.

In the meantime you can fix it locally if you wish. You can apply the split for ATVID using QFAI.

In QFAI, click Help>UNF Updating for instructions. You can probably skip right to the "Add a split" section". The update you will be applying is...

20080908
NASDAQ:ATVID,2/1

After the UNF from the website is updated by Bob, QFAI will automatically notify you if you wish to have the local split removed.

And yep, the INF is missing the split info for 20080908. That's something the eSignal/QCharts updater will have to fix.

Jay, or someone in support reading this, could you please point the INF updater person to this post please?

LAM

[bobscott]

The UNF was updated last night so if you show a UNF date as below you should not have a problem.

~Bob

[ckelly]

Hot Lists in 5.1 are corrupt.

fyi,
Carol