somebody
-Interested User-
Posts: 7
Joined: Nov 22, 2016
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Posted: Feb 23, 2017 11:23 AM
Msg. 1 of 5
Hello,
I would like to report the following data issues: GLTR: 2016-09-27 - 2016-09-30 Each day within that period has mixed prices ~$4.70 and $67.00 Raw data from 60-second feed: "GLTR,2016-09-30 09:25:00,4.7800,4.7800,4.7800,4.7800,73165,50000,0," "GLTR,2016-09-30 09:30:00,67.4800,67.4800,67.4800,67.4800,73356,165,0," "GLTR,2016-09-30 09:34:00,67.4800,67.4572,67.4800,67.4572,76146,840,0," "GLTR,2016-09-30 09:37:00,4.7950,4.7950,4.7950,4.7950,76516,370,0,"
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somebody
-Interested User-
Posts: 7
Joined: Nov 22, 2016
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Posted: Feb 23, 2017 02:08 PM
Msg. 4 of 5
Great, thanks, for quick response and resolution. Just wanted to help you deliver cleanest data possible and always happy with your service and support :-)
I'm now running consistency checks on other data and finding more potential issues with other symbols, so will email you full report. Some issues could be justified by large pricing fluctuations, but other seem to be data errors. One especially re-occurring issue is with $0 pricing for some record in 2008. For example Adobe: "ADBE,2008-12-22 16:23:00,21.1100,21.1100,21.1100,21.1100,5266890,33514,0," "ADBE,2008-12-22 16:37:00,0.0000,0.0000,0.0000,0.0000,5268053,0,0," "ADBE,2008-12-22 16:43:00,21.1100,21.1100,21.1100,21.1100,5272436,4383,0,"
$0 pricing should be easy to skip by users, but probably shouldn't be there anyway.
Other issues could be due to lack of trading volume, but I see more data and better consistency from other providers (just looking at Interactive Brokers chart), therefore such issues could also be worth taking a look. For example CBX on 2016-04-15: "CBX,2016-04-01 10:12:00,0.8600,0.8600,0.8600,0.8600,2000,2000,0," "CBX,2016-04-01 10:25:00,0.9000,0.9000,0.9000,0.9000,2500,500,0," "CBX,2016-04-15 12:19:00,9.0000,9.0000,9.0000,9.0000,100,100,0," "CBX,2016-04-15 12:38:00,11.7000,11.7000,11.7000,11.7000,200,100,0," "CBX,2016-04-15 15:17:00,117.0000,117.0000,117.0000,117.0000,300,100,0," "CBX,2016-04-20 10:14:00,0.9100,0.9100,0.9100,0.9100,500,500,0," "CBX,2016-04-20 11:09:00,0.9100,0.9100,0.9100,0.9100,18500,18000,0," "CBX,2016-04-20 11:10:00,0.9000,0.9000,0.9000,0.9000,36500,18000,0," (this is 1-minute data, with weird pricing $9-$117 on 4/15/2016, while other data for prior and later days missing, but generally the pricing being ~$0.90)
In any case, I'll email you full report tonight, after it finishes running.
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