Data Integrity - Splits, gaps, spikes, whatnot.

[JayF]

Summary of CME Incident: 8/13/2007

Interactive Data Real-Time Services (RTS) group (their technology feeds QCharts 5.1's servers) received an internal alert at 18:00 EDT on 08/12/07 indicating no data was transmitting for the CME-RTH, CME Emini, and Globex feeds.

Interactive Data’s investigation has identified the problem as an inability to process the data transmission due to a modification change in the message format transmitted by the exchange. As of 08/12/07 at 18:00 PM EDT, the exchange began transmitting their data in an uncommon format than the one recognized by the ticker plants.

Interactive Data was made aware of the format change by the exchange and initiated the appropriate configuration change to the code in the software application that would allow the new format to be processed correctly however this was done to only one of the data networks (the feed feeding cc-10.sc8 and cc-11.sc8.) As a result of this manual error, the feed was unable to be processed and transmitted to the majority of the Continuum servers.

Once this error was discovered, the Interactive Data’s technology team implemented the configuration change to the remaining data networks in order to be able to process the new message format. Once the validation process was completed, the deployment was initiated on all three ticket plants at 03:45 PM EDT on 08/13/07 restoring down stream transmission to the remaining Continuum servers.

Interactive Data RTS has reiterated to its staff the importance of following all product protocols to ensure all information has been validated whenever any manual changes are required.

[carbuff]

Wow...

While I certainly appreciate the transparency of sharing this information, I can't imagine how this could have happened! Either Interactive is completely out of the loop with the exchanges that something as fundamental as a data format change wasn't communicated to them, or they completely dropped the ball by not addressing it! And either way, it sounds like QCharts is using a data feed that Interactive themselves don't think is important enough to take the initiative to fix!

I'm baffled at how something like this could get all the way downstream to us, the end users. If someone isn't fired over this, then ESignal isn't making a big enough stink to Interactive about it in my opinion...

[ckelly]

Jay,
VMWare IPO'd today with ticker VMW. This shows up ok in Beta, but in 5.1, VMW is reflected as "V Jan 17.5 Put."

Please update/correct the charts.

Thanks,
Carol

[grunewaj]

HAL data is screwed up

Jay,

The prices (plural) are screwed up for HAL:
The weekly and daily charts show the close at 33.27, the intraday charts show the close of the last candle of the day at 33.93 (the closing price I just listed comes from the Datawindow; the closing price in the snapshot bar is $33.27; +$.05)

There does seem to be some disagreement on the actual close:
Yahoo!: $32.89; -$.33
Google: $33.26; +$.04
MSN: $33.89; -$.33
Merrill Lynch: $32.89; -$.33
OptionsXpress: $32.89; -$.33

I pick $32.89 as the winner.

I have seen disparities similar to this before but either it wasn't in a stock I was trading or the difference seemed minor and would not likely affect anything. This looks like it might be affecting the plotting of indicators.

In a possibly related observation, I have noticed that it is not unusual that the position of the closing price on the chart (according to the snapshot bar) does not always coincide with the top or bottom of the last day's candle. Sometimes, it is obvious that it could be attributed to the screen resolution or possibly rounding errors, but sometimes it seems more pronounced.

Thanks,

Jim

BTW - This was on 5.1, not 6.0.

[Larry Marchman]

HAL data is screwed up

Hey Jim,

Yep, Close should be 32.89. The screenshot should 'splain what happened. Hopefully, the so called midnight reset will straighten out the Daily bar. It often does, but not always.

It's normal for the final price on an intraday chart to vary from the Daily close. Here's a post talking to why that is.

http://forum.esignalcentral.com/showthread.php?s=&postid=101306#post101306

LAM

[ckelly]

YUM closed on Friday at 31.30 (6.0; yahoo finance) - please correct 5.1.

Thanks,
Carol

[emboehm]

Split data missing from CorpActs.unf

I use QFAI and it looks like the latest update is missing split information for HCSG and FFIV. Both are in CorpActs.inf but not in CorpActs.unf

20070813
NASDAQ:HCSG,3/2

20070821
NASDAQ:FFIV,2/1

[bobscott]

For the first time in several years, I'm having some "hiccups" with the QFAI file. Please switch over to the Corports.INF file until I determine and fix the QFAI problem.

~Bob

[bobscott]

Thw QFAI data file is up and running again.

I had been using a USB2 drive as backup but the OS system crashed so badly thst the USB would not work. Luclklly I had a primary drive backup that was less than two months old. The lesson here is to only use primary drives as primary operating system backups and use USB drives for secondary backups.

~Bob

[ckelly]

For everyone having a problem with the symbol INDU not updating at the open - typically not until about 11am - try this symbol and see if it gives better service: DJI.

fyi,
Carol

[Johana Huff]

Splits

Yesterday when I started QFAI I updated my UNF file.
When I started viewing charts I noticed that there was an issue with some stocks that had split recently, FTK, CROX and HCSG. Switched to using INF and the splits were as they should be. Hope this information is helpful.

[grunewaj]

MDR split on

Hi Jay,

I noticed that Qcharts 5.1 doesn't show the MDR split payable on Sept. 10.

Thanks,

Jim

[ckelly]

Jim,
FYI - my 5.1 does show MDR split adjusted on Sept 11; however, the Beta intraday's show an huge gap (ie, not split adjusted).

Carol

[grunewaj]

RE: MDR split

Hi Carol,

That's interesting. I'm on Miami 5 and my CorpActs.inf file is dated today...

Maybe I ought to try another server...

Jim

I just tried my 6.0.0.16 and only the intraday charts are screwed up! The Daily and Weekly look fine...

[ckelly]

Hi, Jim -
I'm on continuum 3.

Hope it works for you.

Carol