I've noticed that sometimes, when I download the HISTORY for an OPTION symbol on a recent day (lets say for GOOG and BAC data). If I download the same history 2 or 3 days later, the data may be different.

I download this data for: GOOG1626N695

This data was downloaded on FEB27.2016
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:31:28.668,11.23,1,1,10.0,11.8,308412,C,17,45,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:33:11.166,11.3,1,2,10.1,11.3,680519,C,26,20,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:33:58.401,11.5,1,3,10.2,11.5,816964,C,13,01,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:39:10.158,9.5,1,4,9.2,9.5,1740837,C,5,20,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:41:42.637,10.0,1,5,9.2,10.0,2105406,C,13,01,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:46:12.441,12.6,1,6,11.7,12.6,3144102,C,9,20,
>>>GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:50:04.736,12.5,2,8,11.7,12.2,3774041,C,9,20,
*** Note bid/offer is: 11.7/12.2

This data was downloaded on: MAR1.2016
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:31:28.668,11.23,1,1,10.0,11.8,308412,C,17,45,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:33:11.166,11.3,1,2,10.1,11.3,680519,C,26,20,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:33:58.401,11.5,1,3,10.2,11.5,816964,C,13,01,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:39:10.158,9.5,1,4,9.2,9.5,1740837,C,5,20,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:41:42.637,10.0,1,5,9.2,10.0,2105406,C,13,01,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:46:12.441,12.6,1,6,11.7,12.6,3144102,C,9,20,
>>>GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:50:04.736,12.5,2,8,11.7,12.5,3774041,C,9,20, <<<
*** Note bid/offer is now 11.7/12.5 (offer is different).

-------------------------------------------------------------------------------------
In another situation, I have seen extra trades added for BAC1620Q15:

data downloaded FEB27.
** NOTE that first trade size is 10 and next is 4 (for total 14)
>>BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.607,2.93,10,10,2.93,2.95,2707709,C,13,01,
>>BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.624,2.93,4,14,2.93,2.95,2708377,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.646,2.93,2,16,2.93,2.95,2709111,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.916,2.93,2,18,2.93,2.94,2715320,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.968,2.93,3,21,2.93,2.94,2716355,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.986,2.93,4,25,2.93,2.94,2717013,C,108,20,

data downloaded Mar1.
** 1st trade is now size 3, and 2nd is size 10.
** it appears a new extra trade was added a few days later.
>>>BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.600,2.93,3,3,2.93,2.95,2707408,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.607,2.93,10,13,2.93,2.95,2707709,C,13,01,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.624,2.93,4,17,2.93,2.95,2708377,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.646,2.93,2,19,2.93,2.95,2709111,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.916,2.93,2,21,2.93,2.94,2715320,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.968,2.93,3,24,2.93,2.94,2716355,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.986,2.93,4,28,2.93,2.94,2717013,C,108,20,

I completely understand there may be changes, but my real question is, when can I consider the HISTORICAL options data "final" and not expected to change? Is there a hard and fast rule to use? X days later?

Hello Larry jag, our Developers are investigating this and will get back with a response shortly.

---

Curtis Thompson
support@iqfeed.net
support@dtniq.com
support@prophetx.com
Trading Markets Customer Service
1-800-397-7000

Hi Larry,

It is likely that this is related to the difference in feeds between our data centers. Bid and ask data is not sent to us in line with the trades for equity data, so there will be differences in our historical records just due to the varying latency at different locations.

Tim

Edited by DTN_Tim Walter on Mar 1, 2016 at 04:59 PM

Thanks for the quick reply Tim.

The BID/ASK was the first example I used, but the more important one is the updated trade (see second example). The volume ends up being different, and a trade was added. To me, it seems like this happens often. I can show you a hundred or so examples. Here is another: IWM1626N99:

FEB27
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:48:25.836,0.76,1,240,0.76,0.78,10427304,O,17,45,
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:52:22.354,0.81,1,241,0.8,0.81,12788913,C,88,01,
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:52:25.567,0.81,3,244,0.8,0.82,12812730,O,13,45,

Mar1
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:48:25.836,0.76,1,240,0.76,0.78,10427304,O,17,45,
** IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:50:04.723,0.84,54,294,0.83,0.84,11425202,C,88,01,
*** this trade above was added on Mar1
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:52:22.354,0.81,1,295,0.8,0.81,12788913,C,88,01,
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:52:25.567,0.81,3,298,0.8,0.82,12812730,O,13,45,
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:55:04.626,0.82,1,299,0.82,0.84,13992041,O,17,45,

So I am wondering when I can trust the data is complete and won't change.

Larry, this particular instance would also be explained by multiple server farms having different data. Each of our server farms operate independently from one another. This means that each has its own feed from the exchanges and separate processing.

While normally the feeds from the exchange match, problems do occur and there might be slight discrepancies in the data as processing recovers and switches from primary to backup. As a result, on the weekends we have a process that runs to consolidate historical data across all our server farms so it matches.

As a result, the following monday would be safe as far as this type of discrepancy is concerned however, the exchange can send corrections for any day at any time (we even receive corrections for data beyond our 180 day storage limit on occasion). Additionally, if our market data team determines that data is wrong, they will make corrections as needed. Unfortunately, this means that there never really is a "complete and won't change" date that I can give you.