Data Integrity - Splits, gaps, spikes, whatnot.

[ndf424]

$SCZ,IV

Hi, $SCZ.IV still shows a spike on 5/22/09.

[grunewaj]

Inconsistent prices

I'm using 6.0.3.1613 and I've noticed that some of the prices are not consistent on different charts. For example The prices listed below are from the Datawindow and the chart. The Snapshot bar is consistent on all charts and Quote sheet
MS closing price
W: 25.88
233: 25.87
55: 25.76
34: 26.08
Qsheet: 25.88

GS closing price
W: 143.21
233: 143.65
55: 143.64
34: 143.61
Qsheet: 143.21

DRYS closing price
W: 5.26
233: 5.08
55: 5.15
34: 5.09
Qsheet: 5:26

Has anybody noticed this?

Jim

[Larry Marchman]

Re: Inconsistent prices

Originally posted by grunewaj
I'm using 6.0.3.1613 and I've noticed that some of the prices are not consistent on different charts.
<snip>
Has anybody noticed this?
Jim

Jim,

What you're seeing is the old saw about the multi-minute bar setting.
Fast vs Accurate charts.
For intervals that don't divide into the RTH timemap (9:30-16:00 ET for stocks...390minutes) as an integer with no fraction, and the Fast setting is set in Prefs, one will see disparate RTH intraday close prices.

Further info at...

http://forum.esignalcentral.com/showthread.php?s=&postid=122259#post122259

LAM

[dcash]

Missing Weekly Chart Data

I am seeing missing data and incompletely drawn 200 period MA on weekly charts for seemingly random symbols. Two that are the worst are GOOG and BIDU. The behavior exhibited is exactly the same on 6.0.3.1613, 6.0.3.1550 and 5.0.1.22. I have not researched other time period charts yet, but something definitely seems wrong with the data feed.

[dcash]

Missing Working Brain Cells

OOPS! Of course a chart cannot show data before a company went public and started trading!

Must remember to think more clearly before posting.

[ckelly]

The Daily chart for PG painted a long lower wick about 3:45pm today. The same wick does not appear on any of the Intraday charts - this with MMBars set to "accurate."

Please confirm the low price for PG for today. If it really is 52.00, can it be inserted in the proper place on the Intraday charts, please.


See pic.

Please advise.
Thanks,
Carol

[ACM]

Carol
FYI on its web page the NYSE is showing a Low of 52.00 for today (see enclosed screenshot).
That said I checked a number of services and all are showing an intraday Low of 54.95 set at 13:10 ET and a daily range of 52.00-56.18 [ie the same as eSignal/QCharts] so it would seem that the issue originates at the NYSE
Alex

Originally posted by ckelly
The Daily chart for PG painted a long lower wick about 3:45pm today. The same wick does not appear on any of the Intraday charts - this with MMBars set to "accurate."

Please confirm the low price for PG for today. If it really is 52.00, can it be inserted in the proper place on the Intraday charts, please.


See pic.

Please advise.
Thanks,
Carol

[ndf424]

LMT 7/21/09

LMT daily and intraday data doesn't match on the open of 7/21/09. See picture. APpears in 5.1 and 6.0.3.

[btrluckythngood]

data for QQQQ

Appears that net since open/net change for QQQQ is inaccurate for me in both 6.0.3.2 and 6.0.3.1445.

Data from multiple brokers match each other but not Qcharts.

Perhaps the previous day's close is off?

Multi-minute settings on higher bandwidth, more accurate bars.

[ndf424]

$XCI spike

spike down on $XCI on morning of 7/27/09.

[btrluckythngood]

Re: data for QQQQ

Originally posted by btrluckythngood
Appears that net since open/net change for QQQQ is inaccurate for me in both 6.0.3.2 and 6.0.3.1445.

Data from multiple brokers match each other but not Qcharts.

Perhaps the previous day's close is off?

Multi-minute settings on higher bandwidth, more accurate bars.

Second day this week that net for QQQQ is not agreeing with multiple broker data. Net since open seems okay.

Broker data has at close for QQQQ 39.34 for net of +0.26. Qcharts net is -0.12

I am not having this issue with other tickers. I'm assuming this affects candles/studies. Is anyone else seeing this issue with QQQQ this week?

[Larry Marchman]

Re: Re: data for QQQQ

Originally posted by btrluckythngood
Second day this week that net for QQQQ is not agreeing with multiple broker data. Net since open seems okay.
Broker data has at close for QQQQ 39.34 for net of +0.26. Qcharts net is -0.12
I am not having this issue with other tickers. I'm assuming this affects candles/studies. Is anyone else seeing this issue with QQQQ this week?

Hey Lucky,

Yeah, I noticed that QQQQ has issues lately.
The day before yesterday it was, as you surmised, a bad YEST in eSignal.
This is now moot, not a problem.

But yesterday there was an exchange tick after the bell not marked as extended hours that got posted as the close. The exchange was in error, and that was reflected in Yahoo, Nasdaq.com, etc along with eSignal.

Here's the thingy today....
eSignal corrected the bad close of 39.08 from yesterday.
Yahoo and Nasdaq didn't.
So today eSignal is right, having a YEST of 39.46, and Yahoo and Nasdaq are wrong having a YEST of 39.08. Hence the eSignal Net for today is correct, and Yahoo/NAZ Net is wrong.

And the eSignal bar for yesterday has been fixed sometime twix last nite when I looked, and now as I type.

bottom line...eSignal is OK...at least for now.

HTH and isn't too confusing.

LAM

[btrluckythngood]

Re: Re: Re: data for QQQQ

Originally posted by Larry Marchman
Hey Lucky,

Yeah, I noticed that QQQQ has issues lately.
The day before yesterday it was, as you surmised, a bad YEST in eSignal.
This is now moot, not a problem.

But yesterday there was an exchange tick after the bell not marked as extended hours that got posted as the close. The exchange was in error, and that was reflected in Yahoo, Nasdaq.com, etc along with eSignal.

Here's the thingy today....
eSignal corrected the bad close of 39.08 from yesterday.
Yahoo and Nasdaq didn't.
So today eSignal is right, having a YEST of 39.46, and Yahoo and Nasdaq are wrong having a YEST of 39.08. Hence the eSignal Net for today is correct, and Yahoo/NAZ Net is wrong.

And the eSignal bar for yesterday has been fixed sometime twix last nite when I looked, and now as I type.

bottom line...eSignal is OK...at least for now.

HTH and isn't too confusing.

LAM

Thanks Larry for the info. I've said it before and I'll say it again, you're the man. If I ever run into you I'll buy you a beer or three.

[Larry Marchman]

Re: Re: Re: Re: data for QQQQ

Thanks Lucky. Appreciate.

As I'm sure you've noticed, the QQQQ is OK today, at least as I type at 16:15 ET.
Let's hope another rogue misclassified exchange tick doesn't come thru twix now and when T&S quits this evening.

LAM

Originally posted by btrluckythngood
Thanks Larry for the info. I've said it before and I'll say it again, you're the man. If I ever run into you I'll buy you a beer or three.

[nall]

GMCR drawing intraday bars at wrong time

Example 5 minute chart:

http://skitch.com/nall/b5u5b/gmcr-5-minute