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» Wrong price in Times & Sales
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| 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 |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014 
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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 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com |
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