Data Integrity - Splits, gaps, spikes, whatnot.

[lugnutz]

Many (maybe all?) amex ETFs are missing daily candles on 10/27... QID, SDS, DDM, EEV and SRS to just name a handful. I assume there are many more... (let me put it this way, I haven't found one yet that actually HAS the candle.)

This is with 6.0.2, btw. The intraday candles appear OK.

lugz

[Larry Marchman]

Originally posted by lugnutz
Many (maybe all?) amex ETFs are missing daily candles on 10/27... QID, SDS, DDM, EEV and SRS to just name a handful. I assume there are many more... (let me put it this way, I haven't found one yet that actually HAS the candle.)
This is with 6.0.2, btw. The intraday candles appear OK.
lugz

Hey lugz,

Hmmm...I'm seeing the candles OK. Maybe this is a "exit/restart hoping to get another server" situation?

LAM

[lugnutz]

Heck LAM, you know that's the 1st, 2nd and 3rd thing I tried.

To humor you, I restarted QC *again*... and now it's working.

... sigh ...

Lol... thanks LAM.
lugz

[Larry Marchman]

Originally posted by lugnutz
Heck LAM, you know that's the 1st, 2nd and 3rd thing I tried.
To humor you, I restarted QC *again*... and now it's working.
... sigh ...
Lol... thanks LAM.
lugz

Yeah, I figgered you had initially. This frustrating thing is that often an exit/restart will throw you right back on the same server. That's what I meant by "...hoping...to get another server". I know it's a PITA, but sometimes it helps to give it some time after exit before restart. I wish 6.0 had ctrl-alt-N <grin>.

LAM

[Larry Marchman]

Originally posted by ToddI
Comstock has switched to a different ticker feed, which looks to have improved the amount of data that's being received.

Todd,

The issue is upon us again. Please get Comstock to switch feeds. It not only super light ticks, but wrong timestamps as well.

LAM

[eSignal_ToddI]

Operations is getting in touch with Comstock.

[Larry Marchman]

Originally posted by ToddI
Operations is getting in touch with Comstock.
Posted: 10-30-2008 09:47 AM

No joy yet.

LAM

[jmglkg]

E-mini volume

Looking at the major e-minis today, December contracts, they're trading as though it's a rollover (ES08Z, NQ08Z). The price bars are very "jumpy" and volume is almost non-existent. They do not match Bloomberg.

I have tried almost every server I can and get the same result.

Any idea what the issue is?

Thanks.

[Larry Marchman]

Re: E-mini volume

Originally posted by jmglkg
Looking at the major e-minis today, December contracts, they're trading as though it's a rollover (ES08Z, NQ08Z). The price bars are very "jumpy" and volume is almost non-existent. They do not match Bloomberg.
I have tried almost every server I can and get the same result.
Any idea what the issue is?
Thanks.

jmglkg,

Comstock has the wrong feed plugged into the 5.1 Continuum servers. See the three posts preceding your post.

LAM

[eSignal_ToddI]

Word so far from Comstock is that switching ticker feeds would not result in a benefit with the data volumes.


It's still being investigated by Comstock.

[Larry Marchman]

Originally posted by ToddI
Word so far from Comstock is that switching ticker feeds would not result in a benefit with the data volumes.
It's still being investigated by Comstock.

Todd,

They are blowing smoke. Last Thursday they gave the same BS initially, blaming light ticks on overall market volumes. which was not the case. Then they finally saw the light and changed to the proper IP2C feed. They switched from this bogus feed last Thursday, Friday and Monday to correct the problem.

So, please tell the dufus(dufii) at Comstock to wake up and stop with the BS please.

LAM

[Larry Marchman]

Still no joy.

LAM

[Larry Marchman]

.

[lugnutz]

It looks like the intraday $VIX data is wacky for 10/24/08... daily data looks OK per other sources.

6.0.2. (and I've restarted QC a few times to make sure it wasn't an ephemeral software feature.)

lugz

[lugnutz]

I've restarted QC 6.0.2 a few times, but CAVM is still missing two daily candles for 10/24 and 10/27. Intraday data is OK.

Is it eSignal policy to not bother with fixing intraday data? $VIX was never fixed from what I can tell. (see previous post.)

lugz