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20 Most recent posts:
Data and Content Support » Missing intraday data for TLT on 2011-08-10 Nov 10, 2016 12:46 AM (Total replies: 2)

Hi,

It seems there are missing intraday data for symbol TLT for the entire day of 2011-08-10.

When I send:
HIT,TLT,3600,20110809 000000,20110812 000000

I get (no data for 08/10):
...
2011-08-11 10:00:00,107.9000,107.0500,107.4000,107.4400,5859231,5766342,0,
2011-08-11 09:00:00,108.3900,107.4000,108.0600,107.5600,54659,46959,0,
2011-08-11 08:00:00,108.8500,107.1100,107.1100,108.0600,7700,7700,0,
2011-08-09 20:00:00,106.1700,106.1700,106.1700,106.1700,39881728,100,0,
2011-08-09 19:00:00,105.7400,105.5000,105.7400,105.6700,39881628,902,0,
2011-08-09 17:00:00,106.3300,105.8000,105.8500,106.2300,39880726,610139,0,
...

But there is trading data on 2011-08-10, because when I ask for the daily bars:
HDT,TLT,20110809,20110811

I get:
2011-08-11,107.81,103.20,107.34,103.52,37790247,0,
2011-08-10,109.07,106.94,107.63,109.02,46221042,0,
2011-08-09,109.37,103.00,105.01,105.87,39882328,0,

Can you guys fill the missing intraday data for TLT for 2011-08-10?
Thanks
Edited by chanlenger on Nov 10, 2016 at 12:47 AM

Data and Content Support » INDU.X bad intraday volume data? Sep 21, 2016 10:22 PM (Total replies: 7)

Is there a symbol that would give the volume data of INDU.X?

I looked at several symbols such as VI1T.Z or DI1T.Z, but they didn't come close to the "total volume" field of INDU.X.
The "total volume" field of INDU.X is very close to the reported volume by Google (they are identical for the daily volumes). Shouldn't VI1T.Z report the same volume?

Data and Content Support » INDU.X bad intraday volume data? Sep 21, 2016 08:59 PM (Total replies: 7)

Thanks for looking into this!

The volume in the second-to-last column has been erased.
But is there a way to correct the third-to-last columns with 0 volume?

INDU.X
2013-10-29 13:02:00,15664.330,15662.340,15662.470,15662.470,37778070,0,0,
2013-10-29 13:01:00,15663.990,15660.150,15660.150,15662.530,37732796,0,0,
2013-10-29 13:00:00,15662.340,15659.990,15662.210,15660.090,37640928,0,0,
2013-10-29 12:59:00,15663.550,15661.980,15662.910,15662.210,37556502,0,0,
2013-10-29 12:58:00,15664.620,15660.800,15664.620,15662.320,37481911,0,0,
2013-10-29 12:57:00,15666.590,15664.490,15666.020,15664.490,37410878,0,0,
2013-10-29 12:56:00,15666.340,15665.130,15665.990,15666.210,37306576,0,0,
2013-10-29 12:55:00,15667.510,15665.100,15666.030,15666.090,37192436,0,0,
2013-10-29 12:54:00,15667.150,15665.190,15665.610,15665.710,0,0,0,
2013-10-29 12:53:00,15666.380,15665.130,15666.220,15665.420,0,0,0,
2013-10-29 12:52:00,15666.220,15662.880,15662.880,15666.160,0,0,0,
2013-10-29 12:51:00,15662.680,15660.280,15660.280,15662.680,0,0,0,
2013-10-29 12:50:00,15661.370,15660.030,15661.370,15660.280,0,0,0,
2013-10-29 12:49:00,15661.530,15660.760,15661.120,15661.500,0,0,0,
2013-10-29 12:48:00,15661.120,15658.900,15659.090,15661.120,36693484,0,0,
2013-10-29 12:47:00,15660.510,15658.420,15658.420,15659.290,36626386,0,0,
2013-10-29 12:46:00,15659.160,15657.970,15658.880,15658.390,36492739,0,0,
2013-10-29 12:45:00,15658.930,15655.510,15655.510,15658.750,36409822,0,0,


TRAN.X
2013-10-29 13:01:00,7047.880,7046.870,7046.870,7047.880,5235498,0,0,
2013-10-29 13:00:00,7047.410,7046.450,7047.410,7046.920,5228488,0,0,
2013-10-29 12:59:00,7048.830,7047.410,7048.610,7047.410,5210401,0,0,
2013-10-29 12:58:00,7049.380,7048.390,7049.380,7048.670,5196984,0,0,
2013-10-29 12:57:00,7050.300,7049.430,7050.030,7049.430,5183189,0,0,
2013-10-29 12:56:00,7050.190,7047.580,7047.580,7050.030,5170590,0,0,
2013-10-29 12:55:00,7047.790,7046.380,7046.590,7047.790,5146656,0,0,
2013-10-29 12:54:00,7046.750,7046.180,7046.430,7046.690,0,0,0,
2013-10-29 12:53:00,7046.760,7046.270,7046.760,7046.270,0,0,0,
2013-10-29 12:52:00,7047.140,7046.480,7046.700,7046.540,0,0,0,
2013-10-29 12:51:00,7047.220,7046.700,7047.220,7046.810,0,0,0,
2013-10-29 12:50:00,7047.110,7045.860,7045.860,7047.110,0,0,0,
2013-10-29 12:49:00,7045.910,7045.260,7045.750,7045.910,0,0,0,
2013-10-29 12:48:00,7045.910,7042.910,7042.910,7045.910,5073784,0,0,
2013-10-29 12:47:00,7043.190,7042.340,7042.340,7042.750,5058135,0,0,
2013-10-29 12:46:00,7042.390,7041.790,7041.790,7042.290,5019769,0,0,
Edited by chanlenger on Sep 21, 2016 at 09:01 PM

Data and Content Support » INDU.X bad intraday volume data? Sep 21, 2016 12:45 AM (Total replies: 7)

I see a similar behavior with TRAN.X for exactly the same timestamps.

Command:
HIT,TRAN.X,60,20131029 124000,20131029 131000

Results:
2013-10-29 13:03:00,7048.610,7046.860,7047.360,7048.340,5249098,0,0,
2013-10-29 13:02:00,7048.370,7047.360,7048.090,7047.360,5243848,0,0,
2013-10-29 13:01:00,7047.880,7046.870,7046.870,7047.880,5235498,0,0,
2013-10-29 13:00:00,7047.410,7046.450,7047.410,7046.920,5228488,41708907,0,
2013-10-29 12:59:00,7048.830,7047.410,7048.610,7047.410,5210401,62451738,0,
2013-10-29 12:58:00,7049.380,7048.390,7049.380,7048.670,5196984,62275431,0,
2013-10-29 12:57:00,7050.300,7049.430,7050.030,7049.430,5183189,62125463,0,
2013-10-29 12:56:00,7050.190,7047.580,7047.580,7050.030,5170590,61919509,0,
2013-10-29 12:55:00,7047.790,7046.380,7046.590,7047.790,5146656,61648924,0,
2013-10-29 12:54:00,7046.750,7046.180,7046.430,7046.690,0,61549702,0,
2013-10-29 12:53:00,7046.760,7046.270,7046.760,7046.270,0,61429991,0,
2013-10-29 12:52:00,7047.140,7046.480,7046.700,7046.540,0,61204103,0,
2013-10-29 12:51:00,7047.220,7046.700,7047.220,7046.810,0,45829450,0,
2013-10-29 12:50:00,7047.110,7045.860,7045.860,7047.110,0,50858996,0,
2013-10-29 12:49:00,7045.910,7045.260,7045.750,7045.910,0,40623039,0,
2013-10-29 12:48:00,7045.910,7042.910,7042.910,7045.910,5073784,0,0,
2013-10-29 12:47:00,7043.190,7042.340,7042.340,7042.750,5058135,0,0,
2013-10-29 12:46:00,7042.390,7041.790,7041.790,7042.290,5019769,0,0,
2013-10-29 12:45:00,7042.010,7041.200,7041.790,7041.790,5005272,0,0,

thanks!

Data and Content Support » INDU.X bad intraday volume data? Sep 21, 2016 12:25 AM (Total replies: 7)

Hi,

There seems to be some bad volumes on intraday data of INDU.X around 2013/10/29 from 12:49:00 to 13:00:00.

Here's a command I send over TCP:
HIT,INDU.X,60,20131029 124000,20131029 130500

Results:
2013-10-29 13:06:00,15667.160,15665.170,15666.200,15665.300,38058668,0,0,
2013-10-29 13:05:00,15666.450,15664.910,15664.910,15666.200,37996252,0,0,
2013-10-29 13:04:00,15665.160,15663.430,15663.620,15664.980,37927739,0,0,
2013-10-29 13:03:00,15664.520,15662.020,15662.530,15663.550,37868722,0,0,
2013-10-29 13:02:00,15664.330,15662.340,15662.470,15662.470,37778070,0,0,
2013-10-29 13:01:00,15663.990,15660.150,15660.150,15662.530,37732796,0,0,
2013-10-29 13:00:00,15662.340,15659.990,15662.210,15660.090,37640928,901918556,0,
2013-10-29 12:59:00,15663.550,15661.980,15662.910,15662.210,37556502,1125756896,0,
2013-10-29 12:58:00,15664.620,15660.800,15664.620,15662.320,37481911,1123678367,0,
2013-10-29 12:57:00,15666.590,15664.490,15666.020,15664.490,37410878,1120757675,0,
2013-10-29 12:56:00,15666.340,15665.130,15665.990,15666.210,37306576,1117209936,0,
2013-10-29 12:55:00,15667.510,15665.100,15666.030,15666.090,37192436,1114260616,0,
2013-10-29 12:54:00,15667.150,15665.190,15665.610,15665.710,0,1112649393,0,
2013-10-29 12:53:00,15666.380,15665.130,15666.220,15665.420,0,1109907647,0,
2013-10-29 12:52:00,15666.220,15662.880,15662.880,15666.160,0,1107779326,0,
2013-10-29 12:51:00,15662.680,15660.280,15660.280,15662.680,0,957674083,0,
2013-10-29 12:50:00,15661.370,15660.030,15661.370,15660.280,0,698750639,0,
2013-10-29 12:49:00,15661.530,15660.760,15661.120,15661.500,0,844870729,0,
2013-10-29 12:48:00,15661.120,15658.900,15659.090,15661.120,36693484,0,0,
2013-10-29 12:47:00,15660.510,15658.420,15658.420,15659.290,36626386,0,0,
2013-10-29 12:46:00,15659.160,15657.970,15658.880,15658.390,36492739,0,0,
2013-10-29 12:45:00,15658.930,15655.510,15655.510,15658.750,36409822,0,0,
2013-10-29 12:44:00,15657.490,15655.570,15657.490,15655.570,36264309,0,0,
2013-10-29 12:43:00,15659.250,15657.300,15658.530,15657.430,36178989,0,0,

Generally, the last 2 values are 0 for indexes.
Are there some bad volume data here in the bold parts?


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