Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"Excellent datafeed !!!" - Comment from Arely
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Historical data issues - GLTR
Author Topic: Historical data issues - GLTR (5 messages, Page 1 of 1)

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


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,"

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.

Thanks,
Tim

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.

Tim

somebody
-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.

Tim
 

 

Time: Fri September 22, 2017 4:55 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003