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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Wrong price in Times & Sales
Author Topic: Wrong price in Times & Sales (2 messages, Page 1 of 1)

arturo didonna
-Interested User-
Posts: 22
Joined: Oct 10, 2008


Posted: Apr 17, 2019 03:26 AM          Msg. 1 of 2
I have found several instances of wrong price at which a stock was exchanged in Times&Sales from iqfeed. For istance this is CSX on April 3, 2019:

28467 2019-04-03 13:24:55 75.595 350000 4002311 75.59 75.6 4462 O 19 8944 48295

It is impossible that the reported price, 75.595, is correct because such a tick increment is not allowed (minimum is 0.01)

Another example of wrong report is OC on April 16, 2019. For the same above reason, it is impossible that the price was 53.445

8644 2019-04-16 15:57:17 53.445 7000 922919 53.44 53.45 1278558796 C 19 01 57437


The Time&Sales from Interactive Brokers instead shows a correct price for these trades, i.e., 75.59 and 53.45.

Could you please double check?

Arturo

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Apr 17, 2019 10:18 AM          Msg. 2 of 2
We have verified CSX precision reporting with the NYSE official website where they are reporting the high value for the day as 50.6975. We also verified the data against a different 3rd party data source and their data matches ours.

We are faithfully displaying the prices that is sent by the exchange.


http://blogs.reuters.com/ben-walsh/2013/11/18/do-stocks-really-trade-for-fractions-of-a-penny-sort-of/

Stephen Shockey
Customer Support Representative

DTN
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stephen.shockey@dtn.com

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