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» Historical data corrupted
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| Author | Topic: Historical data corrupted (6 messages, Page 1 of 1) |
 shdw -Interested User- Posts: 2 Joined: Jul 12, 2022 |
Posted: Jul 12, 2022 11:31 PM
Msg. 1 of 6
Hello!
I'm looking at historical tick data for symbol @M6AM22 and seems its has some invalid data entries for ask field in range 29 Apr 2022 14:39:16 - 14:44:08, specifically it displays value of 417150.0000 while normal Bid/Ask values are aroud 0.7090 Added screenshot in attachment File Attached: M6AM22_143916_144408.png (downloaded 436 times) |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014 
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Posted: Jul 13, 2022 06:26 AM
Msg. 2 of 6
Thank you for providing this information.
We will review the data and I will reply back after our research is complete. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Jul 13, 2022 08:29 AM
Msg. 3 of 6
We can see what you are referring to. Unfortunately we cannot determine why this happened since it is too long ago to find the recorded exchange messages. The most likely explanation was that the exchange sent these asks.
If you have a more recent example we would look into this further. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Jul 13, 2022 08:30 AM
Msg. 4 of 6
We have fixed the questionable ask data.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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shdw -Interested User- Posts: 2 Joined: Jul 12, 2022 |
Posted: Jul 13, 2022 08:57 AM
Msg. 5 of 6
Thank you
There was similar issue with historical tick data of @MJYH22 and @MJYM22 for some day in the middle of January 2022, but it is no more actual since that data has left 180-day window you are storing historical tick data for. There is no other issues with tick data I have seen so far. Edited by shdw on Jul 13, 2022 at 09:00 AM |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Jul 13, 2022 08:59 AM
Msg. 6 of 6
Thank you.
Yes unfortunately once it's left the 180 day window that we store tick data it is gone. We suspect the issue originated at the CME. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net Edited by DTN_Stephen on Jul 13, 2022 at 10:49 AM |
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