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Announcement: Extended Intraday Data Change

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  • Announcement: Extended Intraday Data Change

    The Extended Intraday Data service was announced to QCharts users that it was to come with 10+ years of minute-based bar data and 1 year of tick data. Now that this service has been out for a number of months, we've had time to look at how users are utilizing this data and we've come to the decision that a change needs to be made in order to guarantee a continued high-level of service.

    Here's some key points on the subject:

    - Extended minute-based bar data will remain unchanged. To make it clear, I'll write it again... Extended minute-based bar data will remain unchanged. U.S. stocks will continue to provide 11+ years of historical data; other symbol types that are supported by extended data will also not have a reduction in minute-based charts.
    - Extended tick data will be reduced down to 60 days within the next week or two. This is primarily due to the low usage of this data (less than 1% of users were using this,) and the high costs associated with maintaining this data. This means that only 60 days of historical Time & Sales will be available. - Tick charts will be limited to 10 days of data.

    The key word in the second point is temporary. We are working on a "Phase 2" of the Extended Data service that will allow us to bring the full 1 year of tick data back as well as providing many other speed enhancements to charts. At this time, we don't have an accurate ETA for when this will return, but we will bring this back when the servers can efficiently support this data.

    For further clarification, this change only impacts the amount of tick data on the extended historical servers. Historical Tick data is defined as tick-by-tick data from the past. In terms of QCharts, tick data appears in Time & Sales and charts that use the interval "Tick". Thus it does not impact intraday charts that are minute-based.
    Regards,
    Jay F.
    Product Manager
    _____________________________________
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