Problems with Weekly Data

[FibboRules]

Hi - I have found that there is an error in downloading weekly historical data. In that week 50 and every 49 weeks thereafter returns a wrong value and data. Could you please log and review please.

The data below is for AUD A0-FX (same thing happens on all currencies):



Date Open High Low Close Week No

16/04/2010 0.9330 0.9389 0.9222 0.9233 45
09/04/2010 0.9192 0.9348 0.9166 0.9329 46
02/04/2010 0.9039 0.9217 0.9033 0.9197 47
26/03/2010 0.9158 0.9199 0.9002 0.9039 48
19/03/2010 0.9150 0.9252 0.9096 0.9154 49
18/03/2010 0.9150 0.9252 0.9096 0.9197 50
05/03/2010 0.8951 0.9093 0.8936 0.9075 51
26/02/2010 0.8987 0.9072 0.8801 0.8955 52
19/02/2010 0.8880 0.9036 0.8848 0.8983 53
12/02/2010 0.8684 0.8921 0.8614 0.8889 54

08/05/2009 0.7301 0.7708 0.7299 0.7684 94
01/05/2009 0.7238 0.7384 0.6990 0.7303 95
24/04/2009 0.7207 0.7250 0.6954 0.7236 96
17/04/2009 0.7199 0.7327 0.7139 0.7218 97
10/04/2009 0.7153 0.7210 0.7034 0.7199 98
08/04/2009 0.7153 0.7209 0.7034 0.7095 99
27/03/2009 0.6870 0.7094 0.6865 0.6938 100
20/03/2009 0.6575 0.6944 0.6530 0.6870 101
13/03/2009 0.6404 0.6606 0.6306 0.6582 102
06/03/2009 0.6389 0.6528 0.6281 0.6403 103

30/05/2008 0.9598 0.9639 0.9513 0.9562 143
23/05/2008 0.9557 0.9655 0.9511 0.9598 144
16/05/2008 0.9429 0.9560 0.9291 0.9555 145
09/05/2008 0.9363 0.9510 0.9342 0.9429 146
02/05/2008 0.9340 0.9473 0.9276 0.9363 147
29/04/2008 0.9340 0.9405 0.9294 0.9326 148
18/04/2008 0.9280 0.9403 0.9206 0.9339 149
11/04/2008 0.9226 0.9348 0.9177 0.9280 150
04/04/2008 0.9181 0.9234 0.9032 0.9226 151
28/03/2008 0.9018 0.9254 0.8979 0.9181 152

22/06/2007 0.8428 0.8496 0.8398 0.8481 192
15/06/2007 0.8456 0.8456 0.8333 0.8428 193
08/06/2007 0.8331 0.8477 0.8310 0.8433 194
01/06/2007 0.8192 0.8334 0.8163 0.8331 195
25/05/2007 0.8230 0.8271 0.8176 0.8192 196
21/05/2007 0.8230 0.8252 0.8180 0.8209 197
11/05/2007 0.8232 0.8337 0.8206 0.8317 198
04/05/2007 0.8305 0.8333 0.8170 0.8221 199
27/04/2007 0.8379 0.8385 0.8235 0.8300 200
20/04/2007 0.8328 0.8395 0.8281 0.8379 201

Thank you.

[FibboRules]

Any help to resolve the issue below would be appreciated.

Also when will the updated version of Qlink3 be released (promised a few weeks back)?

[JayF]

The new version of QLink 3 is available on the download page. I'm not aware of this issue in that version (build 62); if you are still seeing it there, please let me know.

[FibboRules]

Hi Jay

Thank you for a quick response and download link.

Even with the new version of Qlink3 (build 62) - the data download on the weekly bars is incorrect for week 50, 99, 148, 197, 206, 255, 304 etc. If you compare the weekly date for the previous weeks and subsequent weeks to the one that is wrong you will notice that the dates are not one week apart (and therefore the data download is also incorrect).

Any solution to this would be greatly appreciated.

I look forward to hearing from you soon.

[FibboRules]

Hi Jay

Could you please advise if this issue is being looked at or if there is a workaround solution that I can use.

I still don't understand why the data being downloaded is materially different to the charts?

Is there a problem with the data manager (I'm using v10.6)?

[JayF]

FB,

Thanks for checking back in. We have logged this bug (TTP#15418), but have not found a workaround at this time. The Data Manager actually doesn't handle the historical data, that flows through the QLink application, an RTD publisher and a data DLL. Most likely the issue exists at the publisher level, but we'll have the engineers take a look.

[FibboRules]

Hi Jay

Thank you for looking at this and logging the bug. I'll wait for you to update us on this or will chase in due course

[FibboRules]

Hi Jay

Any progress on this issue please? In the new version of QL the problem still exists at week 50/51 and every 50 weeks thereafter.

Thank you for looking at this.

[JayF]

Thanks for checking back in. We are continuing to work on solving this issue, and I can verify that I can still duplicate the issue on the latest release.

[FibboRules]

Hi Jay

The Weekly data seems to be sorted out in the new release - thank you for that.

I have noticed that there is a similar error on the Monthly data.

For example:

AUD A0-FX

Month Bar Time Open High Low Close
01/02/2012 12:00:00 1.0619 1.0845 1.0570 1.0678
01/01/2012 12:00:00 1.0200 1.0688 1.0145 1.0617
01/12/2011 12:00:00 1.0277 1.0325 1.0152 1.0213
01/11/2011 12:00:00 1.0541 1.0566 0.9664 1.0277
01/10/2011 13:00:00 0.9663 1.0753 0.9388 1.0541
01/09/2011 13:00:00 1.0686 1.0765 0.9620 0.9660
01/08/2011 13:00:00 1.0984 1.1066 0.9928 1.0686
01/07/2011 13:00:00 1.0707 1.1080 1.0526 1.1005

01/06/2011 13:00:00 1.0657 1.0753 1.0588 1.0672 - This is wrong data

01/05/2011 13:00:00 1.0970 1.1012 1.0441 1.0657
01/04/2011 13:00:00 1.0330 1.0980 1.0289 1.0970
01/03/2011 12:00:00 1.0181 1.0374 0.9707 1.0330
01/02/2011 12:00:00 0.9972 1.0200 0.9944 1.0183
01/01/2011 12:00:00 1.0227 1.0250 0.9805 0.9972
01/12/2010 12:00:00 0.9585 1.0257 0.9537 1.0227

01/11/2010 12:00:00 0.9839 1.0023 0.9815 0.9987 - This is wrong data

01/10/2010 13:00:00 0.9653 1.0003 0.9542 0.9835
01/09/2010 13:00:00 0.8924 0.9734 0.8911 0.9653
01/08/2010 13:00:00 0.9040 0.9221 0.8771 0.8924
01/07/2010 13:00:00 0.8406 0.9069 0.8317 0.9042
01/06/2010 13:00:00 0.8469 0.8859 0.8082 0.8406
01/05/2010 13:00:00 0.9244 0.9275 0.8067 0.8469

01/04/2010 13:00:00 0.9164 0.9389 0.9135 0.9241 - This is wrong data

01/03/2010 12:00:00 0.8951 0.9252 0.8936 0.9166
01/02/2010 12:00:00 0.8841 0.9072 0.8579 0.8955
01/01/2010 12:00:00 0.8976 0.9329 0.8834 0.8838
01/12/2009 12:00:00 0.9160 0.9324 0.8733 0.8974

01/11/2009 12:00:00 0.8996 0.9122 0.8908 0.9040 - This is wrong data

01/10/2009 13:00:00 0.8837 0.9329 0.8570 0.8996
01/09/2009 13:00:00 0.8434 0.8847 0.8241 0.8839
01/08/2009 13:00:00 0.8356 0.8478 0.8155 0.8435
01/07/2009 13:00:00 0.8052 0.8368 0.7702 0.8359
01/06/2009 13:00:00 0.8015 0.8264 0.7790 0.8057
01/05/2009 13:00:00 0.7250 0.8018 0.7242 0.8015

Please let me know if you need any further information.