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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Bad historical data on 2016-09-26

Author	Topic: Bad historical data on 2016-09-26 (3 messages, Page 1 of 1)
eporter -Interested User- Posts: 14 Joined: Jan 20, 2015	Posted: Sep 30, 2016 03:47 AM Msg. 1 of 3 I'm seeing problems with historical data for the day of 2016-09-26. Specifically, the volume and number of trades are both several times as large as they should be (though the price is little changed). The comparison data that I am using is what I collected on the day of 2016-09-26 through our subscription. It appears that a large number of extra ticks have simply been added to many stocks. Because the prices are reasonable, I'm wondering whether they are from a different source (such as dark pools). This isn't a huge problem for us right now. I'm simply ignoring historical data from 2016-09-26. However, it is obviously disconcerting, and my primary concern is avoiding future instances of this problem. Anyway, here's an example of the sort of difference that I'm seeing for CSBR on 2016-09-26. For what it's worth, Yahoo agrees with the volume of the existing ticks we originally received through our subscription on 2016-09-26. See https://ca.finance.yahoo.com/q/hp?s=CSBR We've seen hundreds of other, similar examples. ----------------------------------------------- Existing total: 2740 @ 1.6723 from 5 trades Received total: 19459 @ 1.6861 from 33 trades. Existing Trade ticks: 1: 40 @ 1.6900 at 2016-09-26 10:25:57.699 2: 500 @ 1.6840 at 2016-09-26 13:24:15.901 3: 2000 @ 1.6678 at 2016-09-26 15:34:40.633 4: 100 @ 1.6900 at 2016-09-26 15:51:23.654 5: 100 @ 1.6800 at 2016-09-26 15:58:31.004 Received Trade ticks: 1: 1500 @ 1.6900 at 2016-09-26 10:24:16.996 2: 360 @ 1.6900 at 2016-09-26 10:24:42.978 3: 4200 @ 1.6900 at 2016-09-26 10:25:57.697 4: 40 @ 1.6900 at 2016-09-26 10:25:57.699 5: 100 @ 1.6800 at 2016-09-26 10:31:28.776 6: 500 @ 1.6900 at 2016-09-26 10:31:59.256 7: 100 @ 1.6900 at 2016-09-26 10:37:40.586 8: 100 @ 1.6900 at 2016-09-26 10:49:56.054 9: 300 @ 1.6900 at 2016-09-26 10:53:41.505 10: 100 @ 1.7000 at 2016-09-26 11:07:56.745 11: 150 @ 1.6993 at 2016-09-26 11:14:53.401 12: 105 @ 1.6993 at 2016-09-26 11:15:44.908 13: 2000 @ 1.6990 at 2016-09-26 11:34:55.999 14: 100 @ 1.7000 at 2016-09-26 11:34:57.709 15: 1000 @ 1.6990 at 2016-09-26 11:37:29.280 16: 400 @ 1.6990 at 2016-09-26 11:37:29.283 17: 600 @ 1.6990 at 2016-09-26 11:37:29.298 18: 100 @ 1.7000 at 2016-09-26 11:50:43.276 19: 1400 @ 1.6900 at 2016-09-26 12:15:50.407 20: 600 @ 1.6900 at 2016-09-26 12:15:51.046 21: 100 @ 1.6800 at 2016-09-26 12:15:57.510 22: 300 @ 1.6691 at 2016-09-26 12:21:16.732 23: 104 @ 1.6800 at 2016-09-26 12:44:07.688 24: 100 @ 1.6900 at 2016-09-26 12:49:00.555 25: 100 @ 1.6900 at 2016-09-26 13:08:46.527 26: 500 @ 1.6840 at 2016-09-26 13:24:15.901 27: 2000 @ 1.6600 at 2016-09-26 15:31:00.252 28: 2000 @ 1.6678 at 2016-09-26 15:34:40.633 29: 100 @ 1.6900 at 2016-09-26 15:36:08.053 30: 100 @ 1.6900 at 2016-09-26 15:41:23.592 31: 100 @ 1.6900 at 2016-09-26 15:48:23.529 32: 100 @ 1.6900 at 2016-09-26 15:51:23.654 33: 100 @ 1.6800 at 2016-09-26 15:58:31.004
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Oct 3, 2016 08:46 AM Msg. 2 of 3 Hello, I was just going over this, sorry for the delay in reply, the tick data for the 26th on CSBR appears to total up to 19459, which is what I show on the daily volume as well, and that appears to match what Yahoo is showing as well. Is this something that has already fixed itself? Tim
eporter -Interested User- Posts: 14 Joined: Jan 20, 2015	Posted: Oct 3, 2016 10:21 AM Msg. 3 of 3 Possibly. For us, it appeared on the 27th, then went away on the 28th, and then came back.