Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Historical data issues - GLTR
Author Topic: Historical data issues - GLTR (5 messages, Page 1 of 1)

somebody
-Interested User-
Posts: 7
Joined: Nov 22, 2016


Posted: Feb 23, 2017 11:23 AM          Msg. 1 of 5
Hello,

I would like to report the following data issues:
GLTR: 2016-09-27 - 2016-09-30
Each day within that period has mixed prices ~$4.70 and $67.00
Raw data from 60-second feed:
"GLTR,2016-09-30 09:25:00,4.7800,4.7800,4.7800,4.7800,73165,50000,0,"
"GLTR,2016-09-30 09:30:00,67.4800,67.4800,67.4800,67.4800,73356,165,0,"
"GLTR,2016-09-30 09:34:00,67.4800,67.4572,67.4800,67.4572,76146,840,0,"
"GLTR,2016-09-30 09:37:00,4.7950,4.7950,4.7950,4.7950,76516,370,0,"

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Feb 23, 2017 11:38 AM          Msg. 2 of 5
Well that does not appear ideal....

I'll get that over to our data team for their review.

Thanks,
Tim

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Feb 23, 2017 01:48 PM          Msg. 3 of 5
My apologies, it looks like we have gotten that corrected now across our servers so please, let me know if anything still seems amiss on your end.

Tim

somebody
-Interested User-
Posts: 7
Joined: Nov 22, 2016


Posted: Feb 23, 2017 02:08 PM          Msg. 4 of 5
Great, thanks, for quick response and resolution.
Just wanted to help you deliver cleanest data possible and always happy with your service and support :-)

I'm now running consistency checks on other data and finding more potential issues with other symbols, so will email you full report. Some issues could be justified by large pricing fluctuations, but other seem to be data errors.
One especially re-occurring issue is with $0 pricing for some record in 2008. For example Adobe:
"ADBE,2008-12-22 16:23:00,21.1100,21.1100,21.1100,21.1100,5266890,33514,0,"
"ADBE,2008-12-22 16:37:00,0.0000,0.0000,0.0000,0.0000,5268053,0,0,"
"ADBE,2008-12-22 16:43:00,21.1100,21.1100,21.1100,21.1100,5272436,4383,0,"

$0 pricing should be easy to skip by users, but probably shouldn't be there anyway.

Other issues could be due to lack of trading volume, but I see more data and better consistency from other providers (just looking at Interactive Brokers chart), therefore such issues could also be worth taking a look. For example CBX on 2016-04-15:
"CBX,2016-04-01 10:12:00,0.8600,0.8600,0.8600,0.8600,2000,2000,0,"
"CBX,2016-04-01 10:25:00,0.9000,0.9000,0.9000,0.9000,2500,500,0,"
"CBX,2016-04-15 12:19:00,9.0000,9.0000,9.0000,9.0000,100,100,0,"
"CBX,2016-04-15 12:38:00,11.7000,11.7000,11.7000,11.7000,200,100,0,"
"CBX,2016-04-15 15:17:00,117.0000,117.0000,117.0000,117.0000,300,100,0,"
"CBX,2016-04-20 10:14:00,0.9100,0.9100,0.9100,0.9100,500,500,0,"
"CBX,2016-04-20 11:09:00,0.9100,0.9100,0.9100,0.9100,18500,18000,0,"
"CBX,2016-04-20 11:10:00,0.9000,0.9000,0.9000,0.9000,36500,18000,0,"
(this is 1-minute data, with weird pricing $9-$117 on 4/15/2016, while other data for prior and later days missing, but generally the pricing being ~$0.90)

In any case, I'll email you full report tonight, after it finishes running.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Feb 23, 2017 02:12 PM          Msg. 5 of 5
Great, thanks for the assist. We'll get them taken care of asap.

Tim
 

 

Time: Tue September 27, 2022 9:30 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003