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Data Integrity - Splits, gaps, spikes, whatnot.

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  • Bill,

    You and I both know that after the server is selected QFAI is out of the picture but the mere mention of QFAI in situations like this may give the less informed the idea that QFAI might be a problem here.

    ~Bob

    Comment


    • Yeah - valid point.
      Did not mean to imply fault was with QFAI.
      Just specifying launch sequence (habit).

      (FWIW, I'm still trying to get everyone to run from QFAI)

      So for everyone that reads this: GO GET QFAI - IT'S FREE - IT'LL HELP.
      Look here:

      Comment


      • emini futures went to 0!

        The emini S&P and NAZ (ES U8 and NQ U8) futures all session charts show it went to 0 a little while ago (thankfully, it bounced back ).

        Is there something you can do to fix it?

        Thanks,

        Jim
        Last edited by grunewaj; 07-15-2008, 07:00 AM.
        When buying and selling are controlled by legislation, the first things to be bought and sold are legislators.
        -- P.J. O'Rourke

        Comment


        • Regarding Daily chart for CME.

          Here's a screenshot of my daily chart for CME, I don't seem to be displaying the same bar for 7/14 displayed below.

          I logged into CC09-HWD.

          If the chart is still not displaying the merge properly, perhaps try closing out and deleting the TEMP folder and the compsyms2.inf file.
          Attached Files

          Comment


          • Thanks Todd. The CME daily chart corrected itself over night

            Jim

            Comment


            • Originally posted by JimRutherford
              Thanks Todd. The CME daily chart corrected itself over night

              Jim
              On 5.x I'm not getting any CME data as of July 17 @9:05am pacific. I've tried a few different servers.

              Comment


              • If you have the symbol CME in a quote window, you may need to re-enter the symbol as Nasdaq:CME as it's no longer coming from the NYSE.

                Comment


                • Originally posted by ToddI
                  If you have the symbol CME in a quote window, you may need to re-enter the symbol as Nasdaq:CME as it's no longer coming from the NYSE.
                  Thanks. I had missed that. Working as expected now.

                  Comment


                  • Ticker: RIG. Huge intraday spike shows in qcharts but seems to be filtered in Ninjatrader using esignal feed.
                    1. How do I get the spike fixed

                    2. I'm using qcharts 6.0.1.2 which uses esignal feed? Why dont I see the spike in Ninjatrader? Ninjatrader does have a spike filter but its turned off.

                    Comment


                    • Merge upcomming split

                      Noticed that NASDAQ:ATVID is the new temporary symbol for ATVI starting 7/10. Is it possible to merge these two symbols so that I can see the ATVI history on ATVID as it splits.

                      Is this the best place for a request like this?

                      Thanks,
                      Jim

                      Comment


                      • Re: Merge upcomming split

                        Originally posted by nctank
                        Noticed that NASDAQ:ATVID is the new temporary symbol for ATVI starting 7/10. Is it possible to merge these two symbols so that I can see the ATVI history on ATVID as it splits.
                        Is this the best place for a request like this?
                        Thanks,
                        Jim
                        Hi Jim,

                        1.
                        For QCharts 5.1, I just sent a note to the PTB to fix this. And 5.1 feed data integrity issues posted here normally receive attention from Support.

                        In the meantime, until they update the 5.1 'merge' file, namely the CompSyms2.INF file in your 5.1 directory, here's the fix and it can be applied locally right now. Select from this post the following three statements, r-click>copy, then paste them into the file CompSyms.ZNF that's in your QCharts directory. Use Notepad (and Notepad only) for the copy/pasting. One statement here is for using ATVID currently, and the other is for when the symbol flips back to ATVI Aug 7, 2008. The // line is a comment in the ZNF.

                        ATVID ; NASDAQ:ATVID ; Activision Blizzard Inc ZNF ; NASDAQ:ATVID ; NASDAQ:ATVID NASDAQ:ATVI
                        ATVI ; NASDAQ:ATVI ; Activision Blizzard Inc ZNF ; NASDAQ:ATVI ; NASDAQ:ATVI NASDAQ:ATVID
                        //ATVID returns to ATVI Aug 7, 2008. The "DT" form of merge cannot be used in advance of a future date.

                        2.
                        For QCharts 6.0, the merge process is different. Stuff is stitched together on the eSignal servers. I'm not sure whether or not the eSignal feed data integrity folks monitor this forum.
                        This eSignal form can be used for any data integrity issue, is not limited to bad ticks as the title suggests.
                        http://tickreporter.esignal.com/ .
                        I just submitted the ATVID issue using said form.

                        LAM

                        Comment


                        • Please check BVN in QC 5.1

                          It looks like the split was adjusted but there appear to be 2 incorrect days that are not adjusted for the split, 7/21 and 7/22

                          Thanks

                          Jim

                          Comment


                          • QFAI has been corrected.

                            Comment


                            • Originally posted by bobscott
                              QFAI has been corrected.
                              Thanks Bob

                              Jim

                              Comment


                              • QC5 All Sessions

                                The ALL SESSIONS of QCharts 5 is not working this morning. The all sessions in QC6 appears to be working just fine.

                                Can we get All Sessions going again in QC 6


                                Thanks,

                                Comment

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