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» History data error in "EXE"
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| Author | Topic: History data error in "EXE" (6 messages, Page 1 of 1) |
 David -DTN Evangelist- Posts: 113 Joined: May 7, 2004 
I'd rather be... |
Posted: May 28, 2004 04:18 PM
Msg. 1 of 6
FYI:
Symbol EXE has a data error on 5/5/2004 on daily, weekly, and monthly data. The interday chart shows that there was a stock split on that day. (I did not confirm it from other references) Three Issues: 1.0 There appears to be an error in your algorithim for split correction. Not repaired it will occur again. 2.0 History errors that are gross should not hang around for weeks. Data feed errors direct from the exchanges while not desirable are hard to filter as they are small in percentage - however these gross type of errors as in "EXE" should be caught server side. (IMHO) 3.0 I would expect that the interday data would reflect a back split correction too as it causes gross discontinuities. I would like to see some server side data grooming added to the 'wish list'. When spikes / discontinuities occur I get calls. I have been remiss in not doing some basic client side filtering in my application - it is now on my 'to-do-list'. Thanks, David LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 IQXP Software http://www.iqxp.com |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: May 29, 2004 07:39 PM
Msg. 2 of 6
David,
We are aware of a problem with split adjustments and our quote team is working on correcting the issue. For exchange sent tick errors, we do plan to put a "questionable tick indicator" in our feed, which will allow clients to choose what to do with this data (we don't want to arbitrarily filter data). In the mean time, if you have bad data, all you need to do is email customer support who will get the info to our MDI (Market Data Integrity) group who can get the data fixed. Split adjustments in intraday data is also in the works. Jay Froscheiser DTN Market Access, LLC. Edited by DTN_Jay_Froscheiser on Jun 1, 2004 at 10:35 AM |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jun 1, 2004 12:09 PM
Msg. 3 of 6
David,
Having trouble with Symbol "EXE". Can you double check the symbol so we can look at the data and manually adjust it for splits. Thanks Jay Froscheiser DTN Market Access, LLC. |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004
I'd rather be... |
Posted: Jun 1, 2004 03:37 PM
Msg. 4 of 6
My mistake... the symbol is:
EXC Split date is 5/5/04 on daily data. David PS: There are some others, I'll post them as I find and record... LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 IQXP Software http://www.iqxp.com |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jun 1, 2004 03:48 PM
Msg. 5 of 6
We will get that one fixed. We have software in test to fix this going forward. It is scheduled for release on 6/19 if all goes well with testing. In the mean time, our MDS group will be fixing anything that is reported and going back to fix issues they can find.
Thanks Jay Froscheiser DTN Market Access, LLC. |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004
I'd rather be... |
Posted: Jun 2, 2004 04:48 PM
Msg. 6 of 6
Here are a few more symbols that have spike errors:
TXN on 3/1/04 RSTN on 3/1/04 C.RIM on 5/25/04 (looks like a fractional split that has not been corrected) BUD on 8/24/01 (weekly) David LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 IQXP Software http://www.iqxp.com |
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