Data Integrity - Splits, gaps, spikes, whatnot.

[Larry Marchman]

A thread to post Data Integrity issues.

[Larry Marchman]

HES and AHC merge

The Quote.com CorpActs.INF has the 6/1/2006 split for AHC, but is missing the corresponding split for HES.

20060601
NYSE:HES,3/1

LAM

[Larry Marchman]

Futures Rollover 6/8/2006

The continuous futures contracts in the CompSyms and CompSyms2 INF files need updating to reflect today's Front Month roll to the Sept 2006 contract.

LAM

[JayF]

Thanks Larry. I'll have the data folks add the HES split, and we'll also get the CompSyms files done as well.

[Larry Marchman]

SCSS split incorrect

The split for SCSS duplicated in CorpActs

20060608
NASDAQ:NSSC,3/2
NASDAQ:SCSS,3/2
20060609
NASDAQ:SCSS,3/2


The entry for 20060608 should be removed.

LAM

[JayF]

SCSS will be corrected by tomorrow A.M.

[Larry Marchman]

Originally posted by JayF
SCSS will be corrected by tomorrow A.M.

Thanks Jay.

Is this thread an OK place to report Data Integrity issues? Or should the Quote.com web "form" be used. The form doesn't echo back that the submission of the form processed ok, was accepted. Try a test submission to see what it is I'm trying to communicate.

http://help.quote.com/financewebsite/finance_status_form.asp

LAM

[bobscott]

Hi Jay,

What is your preferred method of handling requested CorpActs.INF changes? As you probably have guessed, I have quite a few. For starters, today's CorpActs.INF shows a NASDAQ:EXPO spilit of 1/2 and it should be 2/1. Also, the INF NYSE:CGI 2/1 split is dated for 6/13 and it should be 6/12. Also, the INF missed the NASDAQ:VERT reverse split of 1/7 today.

Best Regards,

Bob

[altrades]

RSP Split

RSP (Rydex Equal Weighted S&P 500 split 4 for 1 on 4/27/06.

[JayF]

RSP will be corrected by tomorrow morning. Thanks for the heads-up.

[altrades]

It now appears that someone tried to apply the 4 for 1 split to RSP, but something went wrong. It now shows the presplit stock price to be ~10 with a reverse 4 for 1 split. The stock price was actually ~175 before the split.

[bpschultz]

MktHours.ini Errors for Nymex Symbols

Please correct the MktHours.ini file to reflect the correct trading hours over the July 4th holiday for CL (light crude) and NG (natural gas) on the Nymex. An all sessions chart shows a gap from 18:00 on July 2 through 12:00 on July 3. On July 3 at 12:00 there is a bad print (actually the settlement price from June 30) which should be removed as there was no trading at that time.

A correct chart would show that trading this week began on July 4 at 18:00 (per the Nymex holiday calendar) and not at 19:25 as indicated by QCharts.

Thank you for making these changes promptly.

[Larry Marchman]

MktHours.ini Errors for Nymex Symbols

Howdy Brian,

You're on a SantaClara server. The SantaClara's (except SC-10 and 11) have a back level INI dated 6/30/06. A correct INI dated 7/3/06 is on the Miami's. For some reason, although Support has been told by moi several times of the INI back level issue, they just can't seem to get the 7/3 file pushed out to the Santa Clara's.

I know you know much about the file, and INI vs UNF so I'll give the short version. As a temporary workaround, go to a Miami, pick up the 7/3 file, rename it to a UNF, and you should be good to go.

Regarding the 19:25 start of ticks on 7/4...well, the charts are correct (the 7/3 INI) in that they start at 18:00. It's just one of those warts we come to put up with that the feed woke up a little late before it started tickin' on the 4th . I see an 18:00 start of ticks on eSignal.

With the correct 7/3 INI, that single spurious tick on 7/3 will be moot since that "time" won't chart.

HTH,

LAM

[bpschultz]

MktHours.ini Errors for Nymex Symbols

Thanks, Larry!

Brian

[JayF]

The correct MktHours.inf is, as of last evening, on all servers now.