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»Forums Index »NEW IQFEED FORUMS »Data Questions »Heads Up Daily bars on 5 June 2023
Author Topic: Heads Up Daily bars on 5 June 2023 (4 messages, Page 1 of 1)

Roberts
-Interested User-
Posts: 44
Joined: Mar 26, 2008


Posted: Jun 5, 2023 05:40 PM          Msg. 1 of 4
Daily data is incorrect for stocks whose High or Low price for the day was hit in the first few minutes of the session.

Examples (just 2 of hundreds) -

RCL - Low was 85.86, but the Daily bar Low is 86.00
RE - High was 346.58, but the Daily bar High is 346.26

DTN_Gary_Stephen
-DTN Guru-
Posts: 337
Joined: Jul 3, 2019


Posted: Jun 6, 2023 01:34 PM          Msg. 2 of 4
I see what you mean:

RCL:
LH,2023-06-05 09:32:01.060660,85.8600,100,55723,86.0000,86.1600,808530771,C,7,47,0,5,
LH,2023-06-05,87.9000,86.0000,86.1900,87.6000,3198233,0,

RE:
LH,2023-06-05 09:40:40.314227,346.5800,100,8252,343.6400,346.7300,1110923318,C,19,01,0,5,
LH,2023-06-05,346.2600,340.3300,345.8600,342.5300,602802,0,

These are both last-eligible trades and they exceed the daily high. We are investigating now.



Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Jun 6, 2023 at 02:24 PM
Edited by DTN_Gary_Stephen on Jun 6, 2023 at 02:28 PM

DTN_Gary_Stephen
-DTN Guru-
Posts: 337
Joined: Jul 3, 2019


Posted: Jun 6, 2023 02:27 PM          Msg. 3 of 4
There was a data issue within the NYSE yesterday morning. Trades prior to 9:51:22 weren't included in the end-of-day data.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

DTN_Gary_Stephen
-DTN Guru-
Posts: 337
Joined: Jul 3, 2019


Posted: Jun 7, 2023 09:01 AM          Msg. 4 of 4
The highs and lows for June 5 have been corrected to include all trades for the day:

LH,2023-06-05,87.9000,85.8600,86.1900,87.6000,3198233,0,

LH,2023-06-05,346.5800,340.3300,345.8600,342.5300,602802,0,

Previously, trades before about 9:52 weren't included in the daily totals. If you re-request the daily data it should all be correct now.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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