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Data Integrity - Splits, gaps, spikes, whatnot.

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  • Hey lugz,

    It's proper that there be no Daily bar for Monday 2/16/2009. Monday was a holiday. The trading in the eminis that occurred from Sunday nite thru 11:30am ET Monday was for trade date Tuesday 2/17/2009, is booked as trade date Tuesday. The trading activity (OHLC) from Sunday nite thru Tuesday is reflected in the Tuesday Daily bar. This behavior has been so, like, forever.

    LAM
    Originally posted by lugnutz
    6.0.2 - Still not seeing a daily candle for 2/16/09 for ES and NQ eMinis... tried both ES H9, NQ H9 as well as the ES #F and NQ #F. Is there not going to be a daily candle just because it was a shortened trading day?!? Again, intraday charts look fine.

    lugz

    Comment


    • Thanks for the explanation LAM. I see the intraday data lines up... OK. Why haven't I noticed that before? SPOCK!?!?!

      lugz

      Comment


      • Originally posted by lugnutz
        Thanks for the explanation LAM. I see the intraday data lines up... OK. Why haven't I noticed that before? SPOCK!?!?!

        lugz
        Maybe loose lug nuts? <grin>

        You're welcome.

        LAM

        Comment


        • lowe's 2/5/2009 spike

          On 2/5/09 Lowe's had a High of 19.05 while the Daily and above charts show a High of 60.55.
          Please correct!

          Comment


          • Bad tick(s) in GC J9

            The open and high tick(s) for the 11:04 1-minute bar on 3/18/09 are bad for GC J9. Please correct ASAP. Thanks.

            Brian
            Brian

            Comment


            • MYGN split not adjusted in 5.1.0.21

              MYGN split ex-date of Mar 26. The prices did not adjust.

              I'm using 5.1.0.21.

              Comment


              • BBH intraday charts don't agree with D or W

                Ever since April 1, the BBH charts have been screwy. I don't know what happened but it was like it did a 2 for 1 split. If I remember correctly, Yahoo showed the same sudden decrease in price. Now, in Qcharts on 6.0.3.1550, the D and W look right in that it looks like whatever split type event happened has not been normalized but the intraday charts still show the previous high price (about 175) and the new reduced price of just under 90.

                1) Does anybody know what happened?
                and
                2) can somebody take care of this?

                Thanks,

                Jim
                When buying and selling are controlled by legislation, the first things to be bought and sold are legislators.
                -- P.J. O'Rourke

                Comment


                • Hi Jim

                  See this post

                  Thanks,
                  Tom

                  Comment


                  • new version .5.1550

                    things that no longer work for me in this version over the last.

                    Trading the ES and NQ, and what is happening in my workspace.

                    First morning after the upgrade, Q Charts locks completely on the
                    regular trading hours open. Ran just fine all night/globex.
                    That continued the next day, lock on RTH open.

                    Volume stopped at the RTH open, was and is still ok globex sess.

                    Since indicators that have stopped working.

                    $ADDQ, $VOLD, $TICK all are flat lines.

                    Quote sheet for ES and NQ current contracts, open blank.
                    Symbol information has to be reentered when workspace
                    reopens.

                    Symbols within Quotesheets change, today $OEX changed to
                    ES #F. It is a few "different" symbols every time the charting
                    platform is openned.

                    Several min. chart windows do not open with previous symbol.
                    They open blank.

                    Get the pop up about changing "Cont. Servers", though from reading the "what's new", "Continuum Client" was going or went
                    away in favor of "DATA MANAGER". Some enlightenment on this issue would be appreciated!

                    The feed "stalls" are really frustrating, trading futures. Have IB on other computer, for exicution and to see the "real" quote.

                    Ready to switch back to eSignal / eSignal charting platform, any opinion here? Hoping that the issues can be worked, because like Q Charts "charts", but these issues are getting old!

                    IMHO, 6.0.2 worked better, so "why" is this one better?
                    Lower resources?

                    Waiting for comments, tech support did not answer my email.
                    Thanks

                    Comment


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

                      Intraday data for $BIX yesterday Apr 28 missing from noon to end of day.

                      Regards

                      Jim

                      Comment


                      • Intraday data also missing for $RLX yesterday noon until end of day

                        Jim

                        Comment


                        • I've sent a request to engineering to see if they can edit the gap out via the mkthours.inf file

                          Some OPRA S&P indices just repeated the same price from 9:01 PDT through end of market such as $BIX, $RLX, $HCX. (I saw the repeats of the same price in Reuters and the continuum feed used by QCharts 5.x as well).

                          The feed does not send duplicates on such OPRA indices*, which resulted in the gap being displayed instead of a straight line.

                          *Opra indices - symbols (bottom of page)

                          Comment


                          • Originally posted by ToddI
                            I've sent a request to engineering to see if they can edit the gap out via the mkthours.inf file

                            Some OPRA S&P indices just repeated the same price from 9:01 PDT through end of market such as $BIX, $RLX, $HCX. (I saw the repeats of the same price in Reuters and the continuum feed used by QCharts 5.x as well).

                            The feed does not send duplicates on such OPRA indices*, which resulted in the gap being displayed instead of a straight line.

                            *Opra indices - symbols (bottom of page)
                            Thank you

                            Jim

                            Comment


                            • 6.0.3.1550


                              NYSE: AG has changed. It's new symbol is NYSE: AGCO.

                              Please stitch the two together so we can see the intraday charts.

                              Thanks,
                              Carol

                              Comment


                              • AAPL, Daily, 10/17/2008
                                Open 99.6 High 102.04 Low 97.44 Close 97.4

                                (Close is lower than Low)

                                AAPL, Daily, 3/23/2009
                                Open 102.71 High 107.6 Low 101.75 Close 107.66

                                (Close is higher than High)

                                Comment

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