Data Integrity - Splits, gaps, spikes, whatnot.

[JayF]

The eSignal network does have a trade at 9:31:40 at 89.52 and that's the first trade of the day for this stock. It also has not been flagged as an official deleted trade. In comparing against other sources, it seems all vendors are showing the 89.52 Open and High.

Our Data QA team will research this further and make a correction if needed.

[JayF]

Originally posted by Larry Marchman
Thanks Jay,

I see the 555.28 in QCharts.

FYI regarding eSignal database...
They cleaned the RTH intradays that I suggested.
But Mr./Ms. ?? laid in a Daily bar High of 558.92, rather than 555.28.
The 558.92 was a pre-market trade at 8:29:08, in with other's in that range at the 8:30ish timeframe.
Mr./Ms. ?? needs to understand that a Daily bar High is a RTH High.

LAM

This is in the process of being discussed internally. The official high we received from the exchange is 558.92. Making a change from what the exchange sent us requires some further research.

~Jay

[Larry Marchman]

Originally posted by JayF
This is in the process of being discussed internally. The official high we received from the exchange is 558.92. Making a change from what the exchange sent us requires some further research.

~Jay

RE: NYSE:CME 3/15/2007

Jay,

arrgghhh...there's confusion afoot in eSig's data integrity dept.
There was no official high of 558.92, imo.
Remember, the original official high was 574.99, clearly rogue, and was removed not by the exchange, but by eSignal, along with other RTH trades greater than 558.92 that were also removed, and rightly so. But in the cleaning process, the pre-market price of 558.92 was incorrectly chosen for the Daily Bar High.

I spent quite a bit of time vetting that your high end terminal's high of 555.28 was indeed the right High, and documented that in Post99207.

Unless I'm missing something, which is always possible, no internal debate is required, other than getting folks clear that pre-post market Form-T trades are not to be used in Daily Bar prices.

Here's both eSignal and QCharts showing the 558.92 in the screenshot.
There was but one 558.92 trade all day, in pre-market.
There was no RTH "market" that was as high as in the premarket 8:30ish range.
In QCharts a NYSE pre-post market trade is AgencyCross, just another name for Form-T.

LAM

[ckelly]

Still need some help with this symbol. This pic at about 9:50 this morning.
Carol

[JayF]

Originally posted by Larry Marchman
RE: NYSE:CME 3/15/2007

Jay,

arrgghhh...there's confusion afoot in eSig's data integrity dept.
There was no official high of 558.92, imo.....

LAM

Completely understand your frustration, and I also appreciate the time you've spent on researching this issue. The fact remains though that the exchange did send an official closing summary message with the high at 558.92. This wasn't just assigned by our QA team, but sent from the actual feed from the exchange.

I'll check back with them to see if they have heard back from the exchange on this issue.

[JayF]

STR's low today at 89.14 looks correct (see below.)

Regarding yesterday's open and high, eSignal and QC6 has it correct at 87.95 and 89.39.

I'll have QCharts 5.1 adjusted with that info.

[JayF]

CME's high on 3/15 has been corrected to 555.28 for QCharts 6.0.

[ckelly]

Bless their hearts, the Data Integrity guys just can't seem to get this symbol right. Please correct - this pic from Beta 53.
Thanks,
Carol

[JayF]

Originally posted by ckelly
Bless their hearts, the Data Integrity guys just can't seem to get this symbol right. Please correct - this pic from Beta 53.
Thanks,
Carol

This seems to have already been corrected.

[ckelly]

Jay,
After a double reboot - yes, it's finally corrected. Sometimes I forget the solution to many problems to to reboot.
Thanks for your help.
Carol

[Larry Marchman]

Hopefully, one last thingy on STR. Screenshot gives details.

LAM

[Larry Marchman]

Originally posted by JayF
I double-checked with one last source (no names, but it's a high-end terminal) and they are contradicting. I suspect that the NYSE didn't correct their EOD summary message, and that it got blasted out to all vendors.

I have our QA teams readjusting WY to a high of 79.75 on both intraday and daily.

Intraday not fixed for QC6. Details in screenshot.

LAM

[wksea]

volumn lagging

for the last several days my volumne on qcharts is lagging my broker account and other sources. At times it is off by 50percent. I have switched servers, rebooted, used QFAI and anything else I can think of. this is driving me insane. I cannot use the beta version as my workspaces still dont run on this system. (same workspaces for years!) I really need to find a way to get reliable data. Any help would be greatly appreciated.

[ckelly]

Pic says it all.
ck

[ckelly]

Just an fyi - the Daily candle is flashing from 74.44 to ~90. Compare this to my prior post.

Carol