Data Integrity - Splits, gaps, spikes, whatnot.

[grunewaj]

Re: QFAI and Splits

Hi Bob and Jay,

Larry got me squared away so you can ignore my last post.

Jim

[tradertom]

OIH not posting any data in 5.1.0.21 Miami 01 server.

Thanks,
T

[ckelly]

I gave a run thru mia1, mia3, cc2-SC8 & cc3-SC8 and none are painting anything for OIH this morning.

fyi,
Carol

[Larry Marchman]

OIH exchange change

[Edit 10/09/2007. Ignore this post regarding the merge statement. This issue covered in later post]

Regarding OIH, that sucka is now being distributed with Exchange of NYSE.

Below is the merge statement one could add to one's local CompSyms.ZNF. However, and I can't explain why, while it will give a merged intraday chart OK (both RTH and All Sessions), the Daily chart is whack.

As a quick test to see what I'm talking about, type this into your Symbol box...
NYSE:OIH | AMEX:OIH
[note: the | is the character above the \, ie <shift>\ ]

Or this for your local CompSyms.ZNF
OIH ; NYSE:OIH ; Oil Services Holdrs ETF ; NYSE:OIH ; NYSE:OIH AMEX:OIH

Hello Support.
Why is the Daily chart showing an invalid value of 74.XX for today, 10/08/2007? T&S and intraday charts are updating with the proper values with above merge statement.

LAM

[finpress2000]

Is there -any- server with a good TICK today (QCharts 5.1, 10/8/07)?

Thanks,
alan

[Larry Marchman]

Try QC:TICK rather than INDEX:TICK

LAM

Originally posted by finpress2000
Is there -any- server with a good TICK today (QCharts 5.1, 10/8/07)?

Thanks,
alan

[finpress2000]

Thanks, Larry. Is it just a different name for the official NYSE TICK?

[Larry Marchman]

Alan,

The "QC:" stuff is calculated on the QCharts servers.
Actually I should have said...

QC:TICK All US stocks
QC:TICK.NY NYSE tick
QC:TICK.NQ NASDAQ tick
QC:TICK.AM AMEX tick

If I recall correctly, the NYSE Exchange distributes INDEX:TICK

LAM

Originally posted by finpress2000
Thanks, Larry. Is it just a different name for the official NYSE TICK?

[Larry Marchman]

More on OIH 10/08/2007

[Edit 10/09/2007. Ignore this post regarding the merge statement. This issue covered in later post]

Regarding OIH...again. oh boy, this is fun...NOT.
At 12:12 the feed flopped from NYSE:OIH distribution back to AMEX:OIH distribution. A plain OIH will now chart OK, with intraday gap up to 12:12ish.

This merge statement, with primary front data as AMEX and secondary as NYSE (i.e. reversed from previously posted merge statement), will fill the gap with today's NYSE data.

OIH ; AMEX:OIH ; Oil Services Holdrs ETF ; AMEX:OIH ; AMEX:OIH NYSE:OIH

Of course, all this assumes that the sucka won't flip-flop again regarding distribution exchange.
Good Luck,

LAM

[Larry Marchman]

Gaps in certain SPDR and Holdrs charts

Yesterday 10/8/2007 certain syms from AMEX came in with EXCH: as NYSE until 12:13pm ET. If you want to fill the data gap that you're now seeing in yesterday's intraday charts, see below on updating your local merge file.

I don't know if this list is complete, or if the issue was limited to SPDR's and Holdrs. If you know of other syms that were affected and have chart gaps, please share. I also do not know if Support will be adding these to the system supplied merge file, namely "CompSyms2.INF".

Hello Support, any comment on updating the system file?

LAM
Select/Copy the statements below and then Paste into your local merge file CompSyms.ZNF.
Include the //Comment lines if you wish.

//To compensate for blank charts from Open to 12:13 10/08/2007
//when these syms were coming in as NYSE rather than AMEX
BDH ; AMEX:BDH ; Broadband Holdrs (ZNF) ; AMEX:BDH ; AMEX:BDH NYSE:BDH
OIH ; AMEX:OIH ; Oil Services Holdrs (ZNF) ; AMEX:OIH ; AMEX:OIH NYSE:OIH
MDY ; AMEX:MDY ; MidCap SPDR (ZNF) ; AMEX:MDY ; AMEX:MDY NYSE:MDY
SWH ; AMEX:SWH ; Software Holdrs (ZNF) ; AMEX:SWH ; AMEX:SWH NYSE:SWH
XLB ; AMEX:XLB ; Materials SPDR (ZNF) ; AMEX:XLB ; AMEX:XLB NYSE:XLB
XLE ; AMEX:XLE ; Energy SPDR (ZNF) ; AMEX:XLE ; AMEX:XLE NYSE:XLE
XLF ; AMEX:XLF ; Financial SPDR (ZNF) ; AMEX:XLF ; AMEX:XLF NYSE:XLF
XLI ; AMEX:XLI ; Industrial SPDR (ZNF) ; AMEX:XLI ; AMEX:XLI NYSE:XLI
XLK ; AMEX:XLK ; Technology SPDR (ZNF) ; AMEX:XLK ; AMEX:XLK NYSE:XLK
XLP ; AMEX:XLP ; Consumer Staples SPDR (ZNF) ; AMEX:XLP ; AMEX:XLP NYSE:XLP
XLU ; AMEX:XLU ; Utilities SPDR (ZNF) ; AMEX:XLU ; AMEX:XLU NYSE:XLU
XLV ; AMEX:XLV ; Health Care SPDR (ZNF) ; AMEX:XLV ; AMEX:XLV NYSE:XLV
XLY ; AMEX:XLY ; Consumer Discretionary SPDR (ZNF) ; AMEX:XLY ; AMEX:XLY NYSE:XLY

[JayF]

The issue that occurred yesterday on various HOLDRS and SPDRS was caused by a feed related problem. We are working on getting an updated CompSyms file released to correct this problem.

[Larry Marchman]

Originally posted by JayF
The issue that occurred yesterday on various HOLDRS and SPDRS was caused by a feed related problem. We are working on getting an updated CompSyms file released to correct this problem.

Hey Jay, and Y'all,

An updated CompSyms2.INF just hit the servers. They incorporated the list that I posted earlier for folks to use as a local ZNF update.

So, anyone that updated their ZNF can remove them now.

LAM

[ckelly]

6.0 is displaying two different Open prices for ISRG today - differs between Daily and Intradays and on the Daily chart, the Snapshot Bar differs from the Data Window. Other sources (including 5.1) show the Open today to be 258.36 - which paints a doji, not the high wave candle currently shown on the Daily Chart.

Please check your CID's and correct which ever is off.

Thanks,
Carol

[WhoLovesYa]

STV

I noticed a when NYSE:STV IPO'd that it was showing up as both a AMEX stock and NYSE stock being represented twice in the % gainers list. Figured it was just a clitch and would be fixed. I currently have both 5.1 and 6.0.0.25 running. In 5.1 it shows up twice once as amex with a quote $15 lower then the NYSE price. On 6.0 it shows up twice both as NYSE with the same quote.

Thanks

[daxtrader]

gaps

I just downloaded 6.0 and noticed there are gaps in the Dax and the DJ Stoxx 50 between sessions. In particular, there is a gap between 3pm and 2am eastern time. Is there anyway to close this gap from session to session. Thanks so much.