kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004
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Posted: Jun 11, 2005 11:20 PM
Msg. 1 of 3
I'm pulling minutebar history data. Some "E" symbols have data (e.g., RCOME, SIMGE) but others do not (e.g., EMBTE, UTSIE, VOXXE). The gaps I'm trying to backfill are in March, well within 120 days.
Can someone explain why this is happening?
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skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Jun 12, 2005 09:31 AM
Msg. 2 of 3
I believe the E character is temporary. Whenever a Nasdaq stock has been delinquent in required filings with the SEC, it gets the 'E' until the paperwork is up to date.
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kdresser
-Interested User-
Posts: 71
Joined: Nov 25, 2004
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Posted: Jun 12, 2005 01:02 PM
Msg. 3 of 3
Yes, skunk, that's what the e-suffix shuffle is all about. What it ends up creating is an interrupted pair of data series for some symbols.
For example, RCOM is currently without an E suffix, but since April 1, it has been changed to RCOME for two separte runs of a few weeks each. When I ask for RCOME history, I get those two separate series just fine. When I ask for RCOM history, I get the main series with the two recent gaps missing. Combining the two gets a complete series.
But this is not working for all affected symbols and I cannot see if it something I'm doing wrong or if there's something wonky in the history database.
It works for SIMG/SIMGE and RCOM/RCOME but not for EMBT/EMBTE, UTSI/UTSIE, VOXX/VOXXE.
Thanks.
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