What's up with 5.1 data?

[JimRutherford]

QC 5.1 and my workspace has no less than 21 different stocks that show a net change of 0.00 for today, the Daily chart agrees with this as per the open and close prices and the affected daily charts all have a Doji candle with long wicks and no body while the 233, 55 and 34 minute charts on the same affected stocks tell a much different story. The 233 and smaller charts reflect changes for the day, not 0.00 net change.

QC 6 does not have this issue on these stocks. The daily is also throwing off the weekly charts for the same stocks.

The affected stocks include CME, X, BTU, DE and more.

I have tried every available server with no relief. Closed and reopened the application and rebooted my PC.

My wife's QC 5.1 on another computer has the same issue on the same stocks.

QC 6 is unusable for me at this time. Now it appears that 5.1 data is untrustworthy and I have to spend additional time scrutinizing each chart against the others for a stock to see if they agree as well as keep QC 6 launched to double check those stocks that 5.1 will not display properly for me.

Am I missing something? Is no one else experiencing this issue?

Jim

[ckelly]

Jim,
I am seeing the same thing as you - with these and other stocks as well.

Here is a sample of the Hot Lists (Gainers & Losers) for today - note several with a Net of 0.00. These suspect symbols/Nets are in the right place - in sequence - so at some point, it would seem the right prices were considered. Weird, huh?

fyi,
Carol

[ckelly]

Jim -
Something you can do - self defense here - is switch your Daily chart to a 390 minute chart (or place a small one next to it) for quick comparison when you know the Daily charts have gone whack. Unfortunately, this doesn't take care of the Weekly chart - but, will give a more accurate picture of what the Daily chart should be.

fyi,
Carol

[JayF]

Just to verify, this was a pre-market data issue, and is no longer occurring... correct?

Was this the first day this occurred for everyone or had it been seen before?

If this just happened today for the first time, please post back if this occurs in the post-market and also tomorrow's pre-market. Server names would also help identify this.

[JimRutherford]

Thanks Carol, the 390 interval is a great trick for a workaround on the daily chart. I'm filing that away for future reference.

Jay, this occured yesterday 05/21 after market hours. I sent that post last night. I want to say that the quote sheet price on the CME was correct this morning before market hours but I'm really tired right now and would not want to swear on it. I do not see any 0.00 Net entries on my quote sheets tonight.

This is the first time that I have seen it, other people may have different experience.

Can we get the offending ticks on the daily charts corrected? The stocks that I wrote down last night were as follows. CME, NYX, LM, COH, X, BTU, NEM, DE, TEX, FDX, BUD, TAP, APA, MUR, APC, TSO, FLR, CAM, NOV, FLR, UNP, WFT, CAM

[JayF]

Based on the Time & Sales, it appears either the exchange or ticker plant sent a repeat after-market trade or two around 16:30 for a number of NYSE symbols. I've requested that the QA team clean the symbols you mentioned, and look through some further popular symbols.

If anyone sees any further symbols beyond those that Jim mentioned, please feel free to post here, and we'll get them scrubbed too.

[JimRutherford]

Thanks Jay

Jim

[billbled]

My Hotlist pulls are:
US Stocks Point Gainers
US Stocks Point Losers
US Stocks Volume
US Stocks Unusual Volume
US Stocks Most Volatile

FWIW, all of tonight's (5/22) quote sheets look good on my end. No zeros.

[ckelly]

Originally posted by JayF
Just to verify, this was a pre-market data issue, and is no longer occurring... correct?

Was this the first day this occurred for everyone or had it been seen before?

If this just happened today for the first time, please post back if this occurs in the post-market and also tomorrow's pre-market. Server names would also help identify this.

Jay,
Actually, the Daily Charts are NOT corrected - leastwise not here. See pic and note I give QC & the computer a complete reboot/relogin every morning. So, the cyber dust has been shaken out a couple of times. In the pic, I was on cc03-hwd; currently on cc01-hwd with same results. For clarification, it is not just CME that is not fixed - I went thru Jim's total list and none of them are correct.

To answer your question - NO. This is not the first time this has occurred and it is not just a pre-market condition. I've been using the 390-min chart defensively since I started using QCharts in 2000. The Daily charts painting a totally whack candle is something I see on occasion - probably once or twice a month. I just switch to 390 in defense. The only problem, as has been discussed, is that with QC5 dropping 70+ % of volume, the 390-min candle (see post pic below) can also be off by over $1.00 - and so that can also cause the candle to represent something that really isn't there. And, of course, there's always that funny thing it does with the Indicators.

Along the same lines, occasionally the Daily Chart will not paint all the Indicators. For instance, the ADX will go totally flat. So, again, I switch to a 390-min chart so I can see the Indicators.

fyi,
Carol

[JayF]

Thanks Carol for the follow-up. We are working on correcting the charts, and it seems many of the intraday charts have been purged of their erroneous ticks. Daily charts will be fixed as well.

I am all too aware of the errors that can appear in the 5.1 feed as I used to be the lead data integrity person at Quote.com back in '99-'02 and as we've seen in the DI thread, invalid trades have continued to be sent from the exchanges and / or data vendor.

My question back to the thread earlier in the week was more specific to the repeating of the closing tick from the day prior. I wanted to make sure that we weren't seeing this problem repeating over and over, because there's a much bigger issue to tackle if that is the case.

If you pull up Time & Sales, you'll see that indeed a repeat of the closing values did come across the wire. In fact, it looks like eSignal also received these bad ticks from NYSE, but because that network fully supports exchange corrections, when NYSE sent out the corrections, eSignal (and QCharts 6.0) automatically corrected the errors.