Data Integrity - Splits, gaps, spikes, whatnot.

[bpschultz]

Hi Larry. Thanks for the market hours snip. I kind of figured someone forgot to flip the server on, but I thought I ought to mention the issue anyway just in case.

Brian

[Larry Marchman]

Hey Brian,

I was in a hurry-up when I posted. Didn't read close 'nuff your post to realize you were just reporting this issue and saying fill it or snip it. I know you know yer stuff when it comes to MktHours and the feed. Apologies.

LAM

Originally posted by bpschultz
Hi Larry. Thanks for the market hours snip. I kind of figured someone forgot to flip the server on, but I thought I ought to mention the issue anyway just in case.

Brian

[JimRutherford]

Index $OIX shows a close of $543.91 on the daily and weekly charts as well as on the quote sheet for today 1/22/2009. The intraday charts show a closing price of $568.72, this is with QC6 releases 1445 and 1379.

QC5 as well as Yahoo and my brokers show a close of $569.04

That's a very significant difference, about $25 or 4.3% and it makes a very significant difference on the daily chart as regards proximity to the 50 PD MA as well as throwing off the studies such as MACD and RSI.

Can someone check and correct this on the QC6 daily and weekly data servers? Or alternatively show me why it should be this way?

Thanks

Jim

[ckelly]

6.0.3.1459 has a spike on the 55-minute ES #F chart that really messes up the indicators.

Please correct.

Thanks,
Carol

[carbuff]

Spikes to 0

Is anyone else seeing spikes to 0 on a lot of weekly and daily charts tonight? I would guess that about 1/2 of the charts that I'm looking at are having this problem. Currently I'm looking at QQQQ with both W and D at 0. Earlier it was ES futures, and several others.

Sometimes, reloading a workspace will clear it up, but just now, it didn't work for the QQQQ...

This is with 6.0.3.1459...

EDIT:

Stopping and restarting 1459 didn't help. Quitting and pulling up 6.0.2 with the same workspace, all is well with QQQQ.

I now have both 1459 and 6.0.2 open. QQQQ displaying in both. 6.0.2 is fine, 1459 still has the spikes. Not sure if that helps...

[Larry Marchman]

Re: Spikes to 0

It's not just you, or just tonight.
It's not the feed. Not a data integrity issue.
Version 6.0.3.1459 has software regression issues with charting after hours.
Especially if one starts QCharts later in the evening.
I had 1459 running just now from a start this morning.
No spikes to 0, but there is a subtle thingy I won't go into here regarding the mix of charts one has. Let's just discuss spikes to 0.

Just did an exit/restart of 1459. Am now getting spikes to 0 on almost every NASDAQ stock after this fresh start here later in the evening. This restart later in the evening thingy is consistent day after day.

1459 seems to work OK during the trading day.
After hours...not so much.

I tend to use 1445 if I'm restarting later in the evening.

LAM

Originally posted by carbuff
Is anyone else seeing spikes to 0 on a lot of weekly and daily charts tonight? I would guess that about 1/2 of the charts that I'm looking at are having this problem. Currently I'm looking at QQQQ with both W and D at 0. Earlier it was ES futures, and several others.

Sometimes, reloading a workspace will clear it up, but just now, it didn't work for the QQQQ...

This is with 6.0.3.1459...

EDIT:

Stopping and restarting 1459 didn't help. Quitting and pulling up 6.0.2 with the same workspace, all is well with QQQQ.

I now have both 1459 and 6.0.2 open. QQQQ displaying in both. 6.0.2 is fine, 1459 still has the spikes. Not sure if that helps...

[gil92604]

Daily and above charts are blank

The daily and above charts are blank. Minute charts seems to be OK.

6.0.3.1445

[ckelly]

6.0.3.1459 has low spike on ES #F 55' All Sessions Chart that really messes up the indicators.

Please correct.
Thanks,
Carol

[ckelly]

6.0.3

INDU reporting incorrect NET in Quote Sheets. Please correct. Thanks.
ck

[ckelly]

6.0.3


The Daily chart for SPY reflects a low today of 77.73 (confirmed with outside sources). This is reflected in the Data Window, on the Daily chart, but not in the Snapshot Bar. However, during RTH today, it did reflect the low of 77.73 on the Snapshot Bar.

The Intraday charts do not indicate the low of 77.73.

Since the Daily charts usually either spike to zero or duplicate a candle after the close, they are typically useless for research after hours. Therefore, I use the 390-minute chart after hours. With this tick missing, it really changes the indicators.

Please correct the Intraday charts for SPY today.

Thanks.
Carol

[ckelly]

6.0.3

Reference the low spike in SPY yesterday, 2/5/09: Thanks, Larry, for the heads up. Looks like the intradays actually are correct and it's the Daily chart that is not.

Please correct the low spike for SPY on the Daily/Weekly charts for 2/5/09.

Thanks,
Carol

[ckelly]

6.0.3

For 2/5/09, the Snapshot Bar and the Data Window reflect very different prices for the Low and the Close of the day for many, many stocks.

Here's another one: ESI. Please confirm correct prices.
Thanks.
Carol

[ckelly]

6.0.3.1459

The Intraday chart for UNP looks suspect. Please correct. See pic.

Thanks.
Carol

[lugnutz]

6.0.2 - looks like the e-mini NAS and ES futures are wacky today on the daily and bigger charts... likely due to short day today? Intraday all-sessions charts are OK. I've restarted QC a few times, but maybe not enough times?

lugz

[lugnutz]

6.0.2 - Still not seeing a daily candle for 2/16/09 for ES and NQ eMinis... tried both ES H9, NQ H9 as well as the ES #F and NQ #F. Is there not going to be a daily candle just because it was a shortened trading day?!? Again, intraday charts look fine.

lugz