Is there a specific contact where we can report data corruption issues? AMZN daily shows a low of 39.80 yesterday, but if you look at the 5 minute data, the low never exceeded 42.74. Tradestation has the same error, so it was probably from the original feed.

AMZN announced their 4th quarter earnings last night after the Close of trading yesterday. The low was reached in post market trading which is not available on Time and Sales or Intraday chart unless the client is open to receive the data. We don't store that information on our servers.

Side note: For the high/low/close values of a day, we take the Summary message from the Exchange.

If you have any questions, please let us know.

If the low of 39.80 was reached after the close of the day, why would it appear as the low of yesterday?

In other words, during the normal trading session, the low of AMZN yesterday was 42.74. However, the daily data reports AMZN's low yesterday at 39.80. This would seem to be a data error.

Unless the low you're reporting now includes after hours session... In which case, yesterday's low was 37.35.

So, either yesterday's low for AMZN is $2 too high, or $3 too low.

I'm sorry, you are absolutely right. Nasdaq does not take into account after hours trading with regard to the High/lows values. I have a call into Nasdaq for an explaination why they have the low of the day so low. I will get back to you as soon as I have an answer from them.

I just heard back from Nasdaq and their explaination is less than useful. Basically, the low was set by a Prior Reference Price of 39.80. A Prior Reference Price can set a High or Low but can not set a Last price. Nasdaq agreed with me that the last price never hit 39.80 or for that matter anything lower than 42.74 but according to their rules, this type of trade condition can set the low. They have referred this up to their Market Watch department to review the low for yesterday and to see if a correction should be sent out to Vendors to correct this low. I hope this helps and if you have any questions, let me know.

Thanks,

Mike O.

Thanks for the investigation, Mike!

Is there an email address any future data errors should be sent to rather then posted on the forum?

This forum is fine, our Market Data department is notified whenever a post is made to this forum and we respond whenever a data issue is in question.

Another data problem: SPY daily (today) shows a low of 123.64, but the 5 minute (and common sense) disagree. :-)

Thanks!

You are correct the low of the day was wrong at 123.64. It appears AMEX sent out an incorrect low because, most other data vendors are showing the low as 123.64. I contacted AMEX to report the problem and to confirm the correct low. I've also updated our quote to show the low as 126.14. If you have any further questions, please contact us.

Thanks,

Mike O.