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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »historical ticks data is different

Author	Topic: historical ticks data is different (4 messages, Page 1 of 1)
wmillows -DTN Evangelist- Posts: 116 Joined: Jul 14, 2004	Posted: Dec 23, 2006 10:50 PM Msg. 1 of 4 I just noticed the historical ticks data is different when downloaded in different time or day. For instance, I downloaded two days of AAPL on Friday night, then, I downloaded three days of AAPL on Saturday morning. The data is different. Most of the time, either bid or ask columns is different. But at one occasion, the total volume is wrong. How could this happen??? Total Volume is different. (one of it is wrong) Downloaded on Friday: 2006-12-21 10:27:00,84.8300,200,4890372,84.8300,84.8400,0,0,0 2006-12-21 10:27:00,84.8399,750,4891122,84.8300,84.8400,0,0,0 (note: the total volume) 2006-12-21 10:27:00,84.8399,1000,4892122,84.8300,84.8400,0,0,0 Downloaded on Saturday: 2006-12-21 10:27:00,84.8300,200,4890372,84.8300,84.8400,0,0,0 2006-12-21 10:27:00,84.8399,750,5031165,84.8300,84.8400,0,0,0 (note: the total volume) 2006-12-21 10:27:00,84.8399,1000,5032165,84.8300,84.8400,0,0,0 ask value is different on Friday: (same time, but different ask value) 2006-12-21 09:34:00,85.2700,500,811959,85.2500,85.2800,0,0,0 2006-12-21 09:34:00,85.2600,100,812059,85.2500,85.2800,0,0,0 (note: ask) 2006-12-21 09:34:00,85.2900,100,812159,85.2500,85.2800,0,0,0 2006-12-21 09:34:00,85.2900,100,812259,85.2500,85.2800,0,0,0 on Saturday: 2006-12-21 09:34:00,85.2700,500,811959,85.2400,85.2600,0,0,0 2006-12-21 09:34:00,85.2600,100,812059,85.2400,85.2600,0,0,0(note: ask) 2006-12-21 09:34:00,85.2900,100,812159,85.2400,85.2600,0,0,0 2006-12-21 09:34:00,85.2900,100,812259,85.2400,85.2600,0,0,0
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Dec 26, 2006 02:58 PM Msg. 2 of 4 Hello, Is AAPL the olny place you are seeing this discrepency? Was this the only day this has happened on? I am going to download yesterday's data for AAPL and I will do so again tomorrow. I will then do a comparison of the data to look for changes to see if I can recreate your problem here in house. I will let you know the results and the resolutions as I get more info.
wmillows -DTN Evangelist- Posts: 116 Joined: Jul 14, 2004	Posted: Dec 26, 2006 07:57 PM Msg. 3 of 4 There are some other symbols have the same discrepancy as AAPL. I just compared them last weekend. I didn't know if it is a new thing, a one time shot or existing bug. I will keep an eye it as well.
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Dec 27, 2006 09:01 AM Msg. 4 of 4 I did a line by line comparison this morning of 10000 lines of tick data and there were no discrepencies. Unfortunately, I did not pull enough minute data to get a reasonable sample on the 26th. I will pull minute again tomorrow and do comparisons to today and let you know. Tim