Data Integrity - Splits, gaps, spikes, whatnot.

[ckelly]

REG & AC: have huge spikes on yesterday's (1/7/09) Daily candle in 6.0.3.

Please correct.
Thanks,
Carol

[chadwyck]

Daily and Weekly Chart Integrity

Using 6.0.3.1459 For some symbols, the most recent candle on the Weekly and Daily is going to Zero. But not on the smaller sessions (such as 60 minute charts). Not all symbols are affected.

To make this more frustrating, the final daily or weekly candle on some symbols does not go to zero, but to a much lower low than the stock or index actually reached during the day or week.

[rickmcw1]

I installed the release candidate and also saw the problem that chadwyck described - zero and low price errors on the most recent weekly and daily candles. This was true for about 25% of my symbols. Additionally, I had problems getting the data manager to start again after shutting down qcharts. Sometimes, the data manager would not restart either automatically or manually unless the pc was rebooted.

On a positive note, the release candidate was much improved in two areas - it loaded data much faster and it didn't crash when memory usage became high.

Ultimately, I returned to using 6.0.2 due to the weekly/daily candle problem.

[ndf424]

SOLRX spike on 12/22/08

There's a huge price data spike on the SOLRX index the morning of 12/22/08 which needs to be fixed.

I'm using qcharts 5.1 btw - not sure if it's there for v6.

[ckelly]

There is a spike on the ES #F 55-minute All Sessions chart this morning. Note it does not occur on any other 5x-minute interval, or any other intraday interval that I have checked.

Please correct as this really messes up the indicators.
EDIT _ for clarity this is on 6.0.3.1459

Thanks,
Carol

[lugnutz]

Hey Carol,

I'm not seeing that spike with 6.0.2.

HTH,
lugz

[ckelly]

Originally posted by lugnutz
Hey Carol,

I'm not seeing that spike with 6.0.2.

HTH,
lugz

Lugz,
Thanks - yeah, I think it's something special to the 6.0.3.xxxx releases.

Carol

[JimRutherford]

Originally posted by ckelly
Lugz,
Thanks - yeah, I think it's something special to the 6.0.3.xxxx releases.

Carol

I'm not seeing it on release 1445 Carol

Jim

[tradertom]

CME:NQ #F and CME:ES #F in QC 6.0.2 Daily and Weekly charts are messed up and intraday charts ignoring 1/19 (not all sessions):

Daily and Weekly charts are showing a candle for March 16th causing a big gap in time on these charts.

There is no candle (or blank space for today (Jan 19) on Daily or Weekly charts. Daily chart skips from 16th to the 20th. Futures market IS trading today.

In addition, intraday charts are not painting any data today (if not set on All Sessions). Again, the charts skip 1/19 totally. Intraday charts are performing normally on All Sessions charts (opened at 1800 on Sunday and painting candles throughout the time frame.)

Please remove the March 19th candle and correct the calendar to allow prices to appear on these CME futures.

Thanks,
Tom

[tradertom]

OK the March 19th candle is gone now but charts are still not painting today's futures data for CME index futures. (I haven't checked other futures.)

Can someone at eSignal turn on the candles for today? (Fix the market calendar file or whatever needs to be done?)

Thanks,
Tom

Edit: I tried closing and restarting QCharts and now the March 19th candle has now returned. I give up.

[Larry Marchman]

Hey Tom,

I just fired up 6.0.2 and things seem OK regarding the CME eminis as I type Monday afternoon.

Today is a general market holiday. And it's proper for Daily Bars and Intraday RTH charts to be coded as a Holiday.

Some caveats are involved with Globex(and other similar electronic exchanges). For example, CME:ES trades on Globex on these Monday holidays from Sunday nite 18:00 thru Monday till 11:30. This trading activity is for Trade Date Tuesday. This trading activity is viewable in ETH(All Sessions) charts. It's always been a quirk in QCharts that given a Monday holiday the Tuesday Daily bar won't start building until sometime Monday night (if memory serves).

oh...there was an eSignal feed issue with CME Globex from about midnight to 2 a.m. last night. There was no outage in 5.1, indicating not a general Globex outage, but just yer garden variety eSignal feed outage.

HTH,

LAM

Originally posted by tradertom
OK the March 19th candle is gone now but charts are still not painting today's futures data for CME index futures. (I haven't checked other futures.)

Can someone at eSignal turn on the candles for today? (Fix the market calendar file or whatever needs to be done?)

Thanks,
Tom

Edit: I tried closing and restarting QCharts and now the March 19th candle has now returned. I give up.

[tradertom]

Thanks Larry! It was not a trading day for me in any case. The errant candle was the more annoying problem for me though and certainly not the first time it has shown up.

Seems like simple logic to me to filter future ticks out of the data stream to avoid such trash but what do I know? Oh well...

Later,
Tom

[bpschultz]

DX A0 (DXY cash)

For the trade date 1/20/09, bars for DX A0 don't begin building until 6:01. Since the corresponding futures contract began trading at the normal time at 20:00 on 1/19/09, I presume that there should be data for the cash symbol.

Please make whatever corrections are necessary to the mkthours.ini file or servers to populate the data.

Thank you.

Brian

[Larry Marchman]

Re: DX A0 (DXY cash)

Hey Brian,

FYI, there was a feed outage from the normal start of 20:00 till 06:01. ?? on whether it was an ICE Exchange issue or eSignal issue.

Since it's most unlikely there will be an insertion of bars, a tweaked MktHours file was put on the servers about 2pm this afternoon "snipping" the outage from the chart.

LAM

Originally posted by bpschultz
For the trade date 1/20/09, bars for DX A0 don't begin building until 6:01. Since the corresponding futures contract began trading at the normal time at 20:00 on 1/19/09, I presume that there should be data for the cash symbol.

Please make whatever corrections are necessary to the mkthours.ini file or servers to populate the data.

Thank you.

Brian

[gil92604]

Studies one interval short when scrolling back

V6.0.3.1445

The studies are ending one interval short on the Monthly, Weekly and Daily charts when scrolling back. There seems to be a null interval at the edge of these charts at the home position which allows the studies to be drawn to the current interval.

This is an irritant when back testing.

Sample daily chart: