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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Accuracy of Historical data on stocks

Author	Topic: Accuracy of Historical data on stocks (4 messages, Page 1 of 1)
Kares -Interested User- Posts: 26 Joined: Aug 18, 2004	Posted: Jan 29, 2005 08:32 PM Msg. 1 of 4 I am successfully downloading 15 minute historical data for stocks. The problem is that I don't believe the data I am downloading. I get highs and lows that exceed the day's high and low prices for the stock. It happens several times per day within the 15 minute periods. Is there any explanation for this behavior? I assume that the high and low are for the 15 minute period for which I download data. Specifically, I am seeing problems with INTC. Here are some data values: 1/18/2005 4:15:00 PM,22.94,22.95,22.93,22.94,653363 1/19/2005 9:45:00 AM,22.96,22.97,20.96,22.81,5255214 1/19/2005 10:00:00 AM,22.8021,22.81,22.74,22.77,3088427 The data displayed is: time, open, high, low, close. Notice the value of 20.96 for the low for the 15 minute period. This is only one of many examples of bad data in this data download. I am comparing what I see with quotes posted in the Wall Street Journal. Kary Ball
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Jan 30, 2005 03:24 PM Msg. 2 of 4 looks like bad ticks from the exchange to me. This is one of the things that will be reduced when we have the tick correction implementation live in the servers. Jay Froscheiser DTN Market Access, LLC.
Kares -Interested User- Posts: 26 Joined: Aug 18, 2004	Posted: Jan 30, 2005 08:16 PM Msg. 3 of 4 When will the tick correction implementation be live? If not a scheduled date, would it be hours, days, weeks, or months? How do other quote services handle this - or is inaccuracy accepted? Kary Ball
LonnieS -King of IQ Development- Posts: 127 Joined: Jun 2, 2004	Posted: Feb 4, 2005 12:34 PM Msg. 4 of 4 We are currently in the development phase of tick correction. We expect it to be released by end of first quarter. Other Quote services have varying degrees and approaches to Tick correction, but most do have it. Lonnie Shumate Development Manager, IQ Systems DTN Market ACCESS