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»Forums Index »Product Support »Data and Content Support »Historical data issues - GLTR
Author Topic: Historical data issues - GLTR (5 messages, Page 1 of 1)

-Interested User-
Posts: 6
Joined: Nov 22, 2016

Posted: Feb 23, 2017 11:23 AM          Msg. 1 of 5

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,"

DTN_Tim Walter
-DTN Guru-
Posts: 1036
Joined: Apr 25, 2006

Posted: Feb 23, 2017 11:38 AM          Msg. 2 of 5
Well that does not appear ideal....

I'll get that over to our data team for their review.


DTN_Tim Walter
-DTN Guru-
Posts: 1036
Joined: Apr 25, 2006

Posted: Feb 23, 2017 01:48 PM          Msg. 3 of 5
My apologies, it looks like we have gotten that corrected now across our servers so please, let me know if anything still seems amiss on your end.


-Interested User-
Posts: 6
Joined: Nov 22, 2016

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.

DTN_Tim Walter
-DTN Guru-
Posts: 1036
Joined: Apr 25, 2006

Posted: Feb 23, 2017 02:12 PM          Msg. 5 of 5
Great, thanks for the assist. We'll get them taken care of asap.



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