Data Integrity - Splits, gaps, spikes, whatnot.

[tradertom]

Missing daily bars on some servers. I believe this has been posted before (in more than one thread.) Intraday charts are ok on these servers, but there is no daily bar for some days (for example Jan 5 on cc-13a.mia.) Presume weekly is incorrect as well on these.

I am beginning to wonder if too much time is being given to the upgrade, leaving the people who are in production use on 5.1.x high and dry. Not a very good way to retain paying subscriptions.

Please fix the existing production problems and take care of production servers and data first.

[JayF]

Originally posted by tradertom
I am beginning to wonder if too much time is being given to the upgrade, leaving the people who are in production use on 5.1.x high and dry. Not a very good way to retain paying subscriptions.

Please fix the existing production problems and take care of production servers and data first.

Two separate teams actually. QCharts 6.0 is being headed up by Mike Condra and myself, while the production servers (i.e. Continuum) is the same engineering crew that was working on Continuum prior to the eSignal acquistition; they're a great team.

Regarding the issue you are reporting, I'll get that over to the production team, and check on the status of this issue.

[JayF]

The affected servers (missing bar problem) were repaired last night. There were 3 servers in Miami and 1 in Santa Clara. Investigations are underway as to the original cause of the problem, so preventative steps can be applied.

[collective]

Discrepancy daily vs. intraday data

Hello,

I don't know if this is related to the problem of the missing daily bars at all but I have found that the daily bars on more than one occasion do not display the same data is the intraday charts (as if they are on a different feed).

See the attached pic of CRDN.
At 10:52AM, the Daily bar is consistent with the 5-min bars in that the open of the day was equal to the high of the day (so no tail on the daily bar).

However, at 2:03PM, the daily bar shows there is a tail while the 5-minute chart clearly shows that the stock opened and went down immediately without ever going above the open of the day.

And, both charts are from the same server being cc-05a.mia.finance.lycos.com.

Does this make sense to anyone or is this a data integrity problem?

Greetz,
Walter

PS: I'm on QCharts 5.1 so not on the beta version

[JayF]

I looked through the Time & Sales on both QCharts and eSignal, and saw that the correct open is at 60.08. The only reason I can think of that your intraday chart didn't reflect that is that the order that your PC recieved the trades was different than the order on the server. As I look at the intraday chart for CRDN, the 60.08 open is showing.

The reason why you saw the daily bar change is likely due to a "recycle message" that resent the correct Open to your desktop.

[JayF]

Re: Incorrect Option Montage Data

Originally posted by dcash
I was looking at an option montage a few minutes ago and it does not match what either cboe.com and finance.yahoo.com have for the same symbol. ...

This is the result of a long-term ongoing issue with options data. Luckily, our solution is right around the corner with QCharts 6.0 as that version gets its data from the eSignal network, which is not experiencing this problem.

The QCharts 6.0 Pre-Beta is available to try out if you are so inclined. Otherwise, you may want to wait for either the next beta or the final release (due out later this quarter.)

[Larry Marchman]

Discrepancy daily vs. intraday data

Hi collective,

Jay already answered your query, but since I was working on a screenshot while he did <grin>, here it is.

oh...btw, great job with your documentation. As you discovered, you have to do the attachment when in Preview if previewing.

LAM

[collective]

Hi Larry & JayF,

Thanks for clearing that issue up for me.
Larry: thanks for the screenshot; it proves your point exactly.

It might be a trivial issue but for my intraday trading, I rely heavily on the shape and size of previous day's daily bar. Depending on the size of the tail on that bar it might mean possibly trade or don't trade this instrument the next day for me.

Thanks again,
Walter

[tradertom]

Originally posted by JayF
The affected servers (missing bar problem) were repaired last night. There were 3 servers in Miami and 1 in Santa Clara. Investigations are underway as to the original cause of the problem, so preventative steps can be applied.

Thanks Jay for the speedy responses!
T

[Patrick Slevin]

Natural Gas mini

I'm not sure if this has been discussed or if this post belongs under this subject, so apologies in advance.

I wonder what the symbol is for the mini Nat Gas.

I have QG07Q and I get the Nat Gas Quotes.

However when I try QG07H I get Chicago Weather quotes.

Is there a .pdf file for NYMEX Contracts?

EDIT

Never mind. It appears that the chart defaulted to CME. By changing it to NYMEX the Natural Gas contract came up.

Thanks.

[tradertom]

GROW 2-1 Split

I saw this earlier today, but am just now getting around to sending it in... GROW is showing a 2-1 split today in QCharts using QFAI.

I don't think it is supposed to split until Feb 8 or so.

Thanks in advance for fixing the splits file.
T

[bobscott]

Thanks Tom,

They had scheduled the split for today but it looks like they changed their minds and I see no definite date as yet. I'll restore the un-split tonoght. A January 12 shareholder meeting was adjourned due to lack of a quorum and a new meeting is scheduled for January 31. Hind-sight is always more accurate than foresight.

~Bob

[donv]

HSGFX bad tick 2/21/06

Please change the open and low for this mutual fund.

2/21/06 has a bad tick on open and low of 11.28 should be 15.95. Seems to be on all servers

thanks

donv

[donv]

bad tick

Is this the official place to request fixes for bad ticks for mutual funds on continuum servers. This is my second request for:

HSGFX on 2/21/2006 please change the low and open to 15.95 the same as the close. The low and open are now 11.28 and it is messing up the daily chart. It appears to be on all the SC servers, I have not checked the Miami servers. I am using 5.1.0.21

thank you

Don Van

[JayF]

HSGFX has been corrected.