Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »historical data files containing large gaps
Author Topic: historical data files containing large gaps (5 messages, Page 1 of 1)

Lav2018
-Interested User-
Posts: 10
Joined: Mar 15, 2018


Posted: Sep 29, 2018 12:11 PM          Msg. 1 of 5
I am very happy with the live data that IQfeed provides, but the historical data appears to have major issues.

How are historical files maintained and checked for accuracy? I tried downloading 25 symbols (minute bars from September 3 to September 28), and 14 out of 25 files were missing the entire trading day of September 20. I can't say all other bars were present, but missing an entire day was obvious.

The symbols missing data were:
SMM#
STG#
STM#
STN#
STO#
@XAB#
@XAE#
@XAF#
@XAI#
@XAK#
@XAP#
@XAU#
@XAV#
@XAY#

I brought up the missing data for @XAE# to support staff, and they have since fixed it. However, the symbols SMM, STG, STM, STN, STO all remain incomplete.

Is there an easy explanation for the errors? I would like to think that I can rely on the data, but right now I feel responsible for finding gaps and reporting them to you. I am not in the best position to find gaps, and therefore worry that many others may exist in the data.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 1, 2018 04:56 AM          Msg. 2 of 5
Good morning,

All of the underlying data does appear to be here on our servers, but there appears to be some issues with the roll dates for these continuous contracts. You can see this on SMMU18 and SMMZ18. We will try and get those things addressed for you so the data will show on the # and #C contracts later today.

Tim

Lav2018
-Interested User-
Posts: 10
Joined: Mar 15, 2018


Posted: Oct 1, 2018 09:13 AM          Msg. 3 of 5
Thanks.

Will it be possible for your team to identify other days and other contracts that have this same problem? I was only checking 25 symbols for 1 month. I think it is likely that this happens with other contracts and on other roll dates.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 1, 2018 09:48 AM          Msg. 4 of 5
The issue with these is that the expiration date was sent by the exchange and was correctly being used, but Eurex has contracts that will settle, but not have intra-day activity on the date of expiration (daily charts had no gap).

In some cases, especially on very thinly traded contracts, we would not want to change this default behavior so we have to look at each individually when someone asks. We are more than happy to discuss though and will evaluate these if you see any others that you feel are configured incorrectly.

Tim

Lav2018
-Interested User-
Posts: 10
Joined: Mar 15, 2018


Posted: Oct 1, 2018 08:35 PM          Msg. 5 of 5
Sounds reasonable. I will let you know if I find others. Thanks.
 

 

Time: Mon March 18, 2019 8:36 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003