Data Integrity - Splits, gaps, spikes, whatnot.

[JayF]

Originally posted by grunewaj
Hey Jay,

Can you take a look at this. It is still broken.



Thanks,

Jim

I'll check back in with the QA staff on this one.

[ckelly]

Jay,
I'm looking thru some Hot Lists tonight and am comparing US Options # Calls with US Options Call Volume (& ditto puts). They provide different lists and I'm confused as to what the two sets are really telling me.

Could you explain?
Thanks,
Carol

[ckelly]

I know the options data is typically suspect, but the 3 numbers shown for today's volume on QGEN Aug22.5 calls range from 5 (five) to 24.2 million. Independent sources show 900.

Which of the 3 QCharts numbers should be considered "most" accurate?

Thanks,
Carol

[ckelly]

Could somebody pleeeease rattle a server out there - my charts are running behind - I'm running a 1-minute chart in defense at at 10"07, my last 1-minute candle is 10:04....and the broker page keeps showing REAL diferent prices than QCharts 5.1.

Thanks,
Carol

[ckelly]

It's now 10:21 and my last 1-minute candle to paint is 10:18 - I've been thru SC & Mia servers.

PLEASE check the servers or whatever needs checking and fixin' - thanks,
Carol

[JayF]

Carol,

Are you saying you haven't seen any trades in the last 3 minutes? I've spot checked a few servers, and I'm not seeing this on any symbols I've checked. Could you provide a few symbols and servers?

[ckelly]

Jay,
Yes, that's correct - I was camped out all over CME from the open and it was 2-3 minutes late all morning. I opened a 1-minute chart and it was not painting candles on a 2- to 3-minute delay while my broker page (2 actually) continued to show updated prices. I have streaming prices on my broker page and it was flashing new prices every few seconds and QC 5.1 was not painting candles. Then, suddenly, it would paint 3 at a time.

Initially, I was on SC 8; flipped over to Mia 14 - and then ran randomly thru several of both SC & Mia.

Right now, it's 10:40 (537.50 @ broker) and the last candle showing is 10:38 (537.08). Less than .50 is usual - but, when 3 minutes pass and no candles while the broker page is flashing the entire time gets me real squeemish - when the market is screaming, 3 minutes on the CME might be $5.

Thanks,
Carol

[JayF]

Ok I see what you're reporting better now. Thanks for the details.

When the market gets this busy, the feed that is feeding most of the Continuum servers cannot keep up, so it has to drop trades. Here's a look at CME on 5.1 versus 6.0 Beta. Quite a different picture...

[grunewaj]

GSM Index

Hi Jay,

I didn't get any data for today on the INDEX:GSM.X. I see data for it on yahoo!. I've tried several servers.

Jim

[bobscott]

Bob

What was wrong with the QFeed Pre-market prices this AM. This did not help me much.

~Bob

[WhoLovesYa]

QCharts 5.1

Just curious - is Esignal intentionally degrading the 5.1 service so everyone will be forced use 6.0 and therfore have to upgrade to a more expensive package to come even close to getting the amount of symbols that we currently use?

Vol amounts way off
some stocks no ticks at all
short interest not updated in 5 months
etc etc etc

[JayF]

Re: GSM Index

Originally posted by grunewaj
Hi Jay,

I didn't get any data for today on the INDEX:GSM.X. I see data for it on yahoo!. I've tried several servers.

Jim

We are investigating the cause of why GSM stopped updating. We suspect that it either changed symbols or was discontinued as the index also stopped updating on many other data sources. More to come as we know it.

[saminnc]

Hi Jay,
Did you get a chance to see why the GSM Index stopped updating?

Thanks,
Steve

[JayF]

The gsm index does seem to be discontinued. Every site or data vendor we've checked doesn't have any updated info on this index nor does there seem to be a replacement symbol for it.

http://finance.yahoo.com/q/cp?s=%5EGSM

[ckelly]

Jay & Saminnic -

I think here's the answer: S&P bought Goldman Sachs Technology & Commodity Indices (GSTI & GSSI). They renamed the GSTI sub-index to GI8Y. So, try this: INDEX: GI8Y and I think you'll see it picks up where GSM left off on 6/26/07. Stitch them together and you'll have one happy chart.

fyi,
Carol