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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Incorrect historical data?
Author Topic: Incorrect historical data? (3 messages, Page 1 of 1)

USV
-Interested User-
Posts: 20
Joined: Mar 20, 2015
Posted: Sep 9, 2015 03:23 PM          Msg. 1 of 3
Hello,

Could you please look at the following historical queries:

1. HDX,QHON14-QHOQ14,1000,,,
Result:
2014-06-27,-0.0047,-0.0068,-0.0050,-0.0059,7223,0,
2014-06-26,-0.0047,-0.0064,-0.0056,-0.0048,10437,0,
2014-06-25,-0.0055,-0.0071,-0.0066,-0.0061,13753,0,
2014-06-24,-0.0063,-0.0080,-0.0075,-0.0074,11714,0,
2014-06-23,-0.0068,-0.0136,-0.0069,-0.0079,15306,0,
2014-06-20,-0.0060,-0.0075,-0.0071,-0.0073,10450,0,
...

focus on the low of -0.0136 for 6/23/2014

Now when I run an intra-day query, I get this for 6/23 300s intervals
2. HIX,QHON14-QHOQ14,300,1000,,,,s
Result for 6/23 (rest truncated)
2014-06-23 23:30:00,-0.0074,-0.0075,-0.0075,-0.0074,86,7,0,
2014-06-23 22:35:00,-0.0077,-0.0077,-0.0077,-0.0077,79,1,0,
2014-06-23 22:25:00,-0.0077,-0.0077,-0.0077,-0.0077,78,1,0,
2014-06-23 22:20:00,-0.0074,-0.0074,-0.0074,-0.0074,77,1,0,
2014-06-23 20:55:00,-0.0076,-0.0076,-0.0076,-0.0076,76,1,0,
2014-06-23 20:40:00,-0.0072,-0.0072,-0.0072,-0.0072,75,1,0,
2014-06-23 20:30:00,-0.0073,-0.0073,-0.0073,-0.0073,74,3,0,
2014-06-23 20:20:00,-0.0074,-0.0074,-0.0074,-0.0074,71,2,0,
2014-06-23 20:15:00,-0.0077,-0.0077,-0.0077,-0.0077,69,3,0,
2014-06-23 20:10:00,-0.0077,-0.0077,-0.0077,-0.0077,66,1,0,
2014-06-23 20:05:00,-0.0077,-0.0077,-0.0077,-0.0077,65,1,0,
2014-06-23 19:55:00,-0.0076,-0.0076,-0.0076,-0.0076,64,1,0,
2014-06-23 19:45:00,-0.0072,-0.0072,-0.0072,-0.0072,63,1,0,
2014-06-23 18:55:00,-0.0076,-0.0077,-0.0076,-0.0077,62,58,0,
2014-06-23 18:25:00,-0.0075,-0.0075,-0.0075,-0.0075,4,1,0,
2014-06-23 18:15:00,-0.0074,-0.0074,-0.0074,-0.0074,3,1,0,
2014-06-23 18:05:00,-0.0075,-0.0075,-0.0075,-0.0075,2,2,0,
2014-06-23 17:05:00,-0.0070,-0.0076,-0.0073,-0.0076,15306,36,0,
2014-06-23 17:00:00,-0.0073,-0.0073,-0.0073,-0.0073,15270,3,0,
2014-06-23 16:55:00,-0.0076,-0.0076,-0.0076,-0.0076,15267,38,0,
2014-06-23 16:50:00,-0.0073,-0.0076,-0.0076,-0.0073,15229,9,0,
2014-06-23 16:45:00,-0.0076,-0.0076,-0.0076,-0.0076,15220,5,0,
2014-06-23 16:40:00,-0.0075,-0.0076,-0.0076,-0.0075,15215,2,0,
2014-06-23 16:35:00,-0.0075,-0.0075,-0.0075,-0.0075,15213,1,0,
2014-06-23 16:30:00,-0.0075,-0.0075,-0.0075,-0.0075,15212,2,0,
2014-06-23 16:25:00,-0.0075,-0.0077,-0.0077,-0.0076,15210,7,0,
2014-06-23 16:20:00,-0.0077,-0.0077,-0.0077,-0.0077,15203,5,0,
2014-06-23 16:15:00,-0.0076,-0.0077,-0.0077,-0.0076,15198,5,0,
2014-06-23 16:10:00,-0.0075,-0.0078,-0.0078,-0.0075,15193,7,0,
2014-06-23 16:05:00,-0.0075,-0.0077,-0.0076,-0.0076,15186,43,0,
2014-06-23 16:00:00,-0.0076,-0.0077,-0.0077,-0.0076,15143,7,0,
2014-06-23 15:55:00,-0.0075,-0.0080,-0.0079,-0.0077,15136,88,0,
2014-06-23 15:50:00,-0.0079,-0.0079,-0.0079,-0.0079,15048,9,0,
2014-06-23 15:45:00,-0.0075,-0.0079,-0.0077,-0.0079,15039,106,0,
2014-06-23 15:40:00,-0.0079,-0.0079,-0.0079,-0.0079,14933,35,0,
2014-06-23 15:35:00,-0.0075,-0.0079,-0.0077,-0.0079,14898,76,0,
2014-06-23 15:30:00,-0.0074,-0.0077,-0.0076,-0.0077,14822,36,0,
2014-06-23 15:25:00,-0.0074,-0.0076,-0.0075,-0.0076,14786,73,0,
2014-06-23 15:20:00,-0.0070,-0.0075,-0.0073,-0.0075,14713,234,0,
2014-06-23 15:15:00,-0.0071,-0.0078,-0.0078,-0.0074,14479,688,0,
2014-06-23 15:10:00,-0.0078,-0.0079,-0.0078,-0.0079,13791,41,0,
2014-06-23 15:05:00,-0.0078,-0.0079,-0.0078,-0.0079,13750,11,0,
2014-06-23 15:00:00,-0.0078,-0.0079,-0.0078,-0.0078,13739,63,0,
2014-06-23 14:55:00,-0.0078,-0.0079,-0.0079,-0.0078,13676,7,0,
2014-06-23 14:50:00,-0.0078,-0.0080,-0.0079,-0.0078,13669,60,0,
2014-06-23 14:45:00,-0.0078,-0.0080,-0.0080,-0.0078,13609,22,0,
2014-06-23 14:40:00,-0.0077,-0.0080,-0.0080,-0.0079,13587,143,0,
2014-06-23 14:35:00,-0.0078,-0.0080,-0.0079,-0.0080,13444,215,0,
2014-06-23 14:30:00,-0.0077,-0.0080,-0.0078,-0.0080,13229,1335,0,
2014-06-23 14:25:00,-0.0077,-0.0080,-0.0079,-0.0077,11894,660,0,
2014-06-23 14:20:00,-0.0078,-0.0079,-0.0079,-0.0079,11234,569,0,
2014-06-23 14:15:00,-0.0077,-0.0079,-0.0079,-0.0079,10665,146,0,
2014-06-23 14:10:00,-0.0077,-0.0079,-0.0078,-0.0077,10519,128,0,
2014-06-23 14:05:00,-0.0077,-0.0079,-0.0079,-0.0078,10391,218,0,
2014-06-23 14:00:00,-0.0077,-0.0079,-0.0078,-0.0079,10173,74,0,
2014-06-23 13:55:00,-0.0077,-0.0078,-0.0077,-0.0078,10099,83,0,
2014-06-23 13:50:00,-0.0077,-0.0078,-0.0078,-0.0078,10016,46,0,
2014-06-23 13:45:00,-0.0076,-0.0078,-0.0076,-0.0078,9970,61,0,
2014-06-23 13:40:00,-0.0075,-0.0077,-0.0075,-0.0077,9909,86,0,
2014-06-23 13:35:00,-0.0075,-0.0077,-0.0075,-0.0076,9823,121,0,
2014-06-23 13:30:00,-0.0075,-0.0077,-0.0076,-0.0075,9702,77,0,
2014-06-23 13:25:00,-0.0074,-0.0076,-0.0074,-0.0076,9625,68,0,
2014-06-23 13:20:00,-0.0074,-0.0077,-0.0077,-0.0074,9557,135,0,
2014-06-23 13:15:00,-0.0075,-0.0077,-0.0075,-0.0077,9422,62,0,
2014-06-23 13:10:00,-0.0074,-0.0076,-0.0075,-0.0075,9360,68,0,
2014-06-23 13:05:00,-0.0074,-0.0077,-0.0076,-0.0077,9292,102,0,
2014-06-23 13:00:00,-0.0075,-0.0078,-0.0077,-0.0076,9190,103,0,
2014-06-23 12:55:00,-0.0077,-0.0077,-0.0077,-0.0077,9087,66,0,
2014-06-23 12:50:00,-0.0076,-0.0077,-0.0077,-0.0077,9021,38,0,
2014-06-23 12:45:00,-0.0075,-0.0078,-0.0076,-0.0076,8983,78,0,
2014-06-23 12:40:00,-0.0075,-0.0077,-0.0077,-0.0076,8905,77,0,
2014-06-23 12:35:00,-0.0077,-0.0078,-0.0078,-0.0078,8828,95,0,
2014-06-23 12:30:00,-0.0077,-0.0078,-0.0077,-0.0078,8733,118,0,
2014-06-23 12:25:00,-0.0077,-0.0079,-0.0078,-0.0078,8615,130,0,
2014-06-23 12:20:00,-0.0078,-0.0078,-0.0078,-0.0078,8485,109,0,
2014-06-23 12:15:00,-0.0077,-0.0078,-0.0078,-0.0078,8376,90,0,
2014-06-23 12:10:00,-0.0077,-0.0078,-0.0078,-0.0078,8286,71,0,
2014-06-23 12:05:00,-0.0077,-0.0078,-0.0078,-0.0078,8215,64,0,
2014-06-23 12:00:00,-0.0076,-0.0078,-0.0078,-0.0076,8151,87,0,
2014-06-23 11:55:00,-0.0077,-0.0078,-0.0077,-0.0077,8064,53,0,
2014-06-23 11:50:00,-0.0075,-0.0077,-0.0077,-0.0077,8011,63,0,
2014-06-23 11:45:00,-0.0075,-0.0078,-0.0078,-0.0075,7948,142,0,
2014-06-23 11:40:00,-0.0077,-0.0079,-0.0079,-0.0077,7806,161,0,
2014-06-23 11:35:00,-0.0076,-0.0079,-0.0077,-0.0079,7645,390,0,
2014-06-23 11:30:00,-0.0072,-0.0077,-0.0076,-0.0076,7255,267,0,
2014-06-23 11:25:00,-0.0074,-0.0076,-0.0075,-0.0074,6988,93,0,
2014-06-23 11:20:00,-0.0075,-0.0077,-0.0076,-0.0075,6895,119,0,
2014-06-23 11:15:00,-0.0075,-0.0077,-0.0076,-0.0077,6776,93,0,
2014-06-23 11:10:00,-0.0076,-0.0077,-0.0076,-0.0077,6683,79,0,
2014-06-23 11:05:00,-0.0074,-0.0077,-0.0076,-0.0076,6604,146,0,
2014-06-23 11:00:00,-0.0075,-0.0077,-0.0077,-0.0075,6458,130,0,
2014-06-23 10:55:00,-0.0075,-0.0077,-0.0077,-0.0076,6328,251,0,
2014-06-23 10:50:00,-0.0075,-0.0078,-0.0078,-0.0077,6077,164,0,
2014-06-23 10:45:00,-0.0076,-0.0078,-0.0077,-0.0078,5913,111,0,
2014-06-23 10:40:00,-0.0076,-0.0077,-0.0077,-0.0077,5802,84,0,
2014-06-23 10:35:00,-0.0076,-0.0077,-0.0077,-0.0077,5718,96,0,
2014-06-23 10:30:00,-0.0075,-0.0077,-0.0076,-0.0076,5622,114,0,
2014-06-23 10:25:00,-0.0075,-0.0077,-0.0077,-0.0075,5508,97,0,
2014-06-23 10:20:00,-0.0076,-0.0077,-0.0076,-0.0077,5411,123,0,
2014-06-23 10:15:00,-0.0074,-0.0077,-0.0076,-0.0075,5288,241,0,
2014-06-23 10:10:00,-0.0074,-0.0076,-0.0074,-0.0075,5047,105,0,
2014-06-23 10:05:00,-0.0074,-0.0077,-0.0076,-0.0074,4942,49,0,
2014-06-23 10:00:00,-0.0073,-0.0077,-0.0073,-0.0077,4893,423,0,
2014-06-23 09:55:00,-0.0073,-0.0075,-0.0073,-0.0073,4470,578,0,
2014-06-23 09:50:00,-0.0073,-0.0077,-0.0077,-0.0073,3892,94,0,
2014-06-23 09:45:00,-0.0073,-0.0077,-0.0074,-0.0077,3798,409,0,
2014-06-23 09:40:00,-0.0073,-0.0077,-0.0076,-0.0074,3389,224,0,
2014-06-23 09:35:00,-0.0076,-0.0078,-0.0077,-0.0077,3165,163,0,
2014-06-23 09:30:00,-0.0077,-0.0078,-0.0078,-0.0077,3002,117,0,
2014-06-23 09:25:00,-0.0076,-0.0078,-0.0077,-0.0077,2885,272,0,
2014-06-23 09:20:00,-0.0076,-0.0078,-0.0077,-0.0076,2613,225,0,
2014-06-23 09:15:00,-0.0075,-0.0077,-0.0075,-0.0077,2388,354,0,
2014-06-23 09:10:00,-0.0074,-0.0076,-0.0075,-0.0076,2034,183,0,
2014-06-23 09:05:00,-0.0074,-0.0075,-0.0075,-0.0075,1851,103,0,
2014-06-23 09:00:00,-0.0074,-0.0075,-0.0075,-0.0074,1748,209,0,
2014-06-23 08:55:00,-0.0074,-0.0075,-0.0075,-0.0075,1539,24,0,
2014-06-23 08:50:00,-0.0074,-0.0075,-0.0075,-0.0074,1515,6,0,
2014-06-23 08:45:00,-0.0074,-0.0075,-0.0075,-0.0075,1509,24,0,
2014-06-23 08:40:00,-0.0075,-0.0076,-0.0075,-0.0075,1485,145,0,
2014-06-23 08:35:00,-0.0073,-0.0075,-0.0073,-0.0075,1340,45,0,
2014-06-23 08:30:00,-0.0073,-0.0075,-0.0075,-0.0073,1295,34,0,
2014-06-23 08:25:00,-0.0072,-0.0076,-0.0072,-0.0076,1261,40,0,
2014-06-23 08:20:00,-0.0072,-0.0073,-0.0072,-0.0073,1221,5,0,
2014-06-23 08:15:00,-0.0072,-0.0073,-0.0072,-0.0073,1216,10,0,
2014-06-23 08:10:00,-0.0072,-0.0073,-0.0073,-0.0073,1206,23,0,
2014-06-23 08:05:00,-0.0072,-0.0073,-0.0072,-0.0072,1183,23,0,
2014-06-23 08:00:00,-0.0072,-0.0074,-0.0074,-0.0072,1160,58,0,
2014-06-23 07:55:00,-0.0074,-0.0075,-0.0074,-0.0075,1102,13,0,
2014-06-23 07:50:00,-0.0076,-0.0076,-0.0076,-0.0076,1089,1,0,
2014-06-23 07:45:00,-0.0075,-0.0077,-0.0077,-0.0075,1088,7,0,
2014-06-23 07:40:00,-0.0074,-0.0077,-0.0075,-0.0075,1081,12,0,
2014-06-23 07:35:00,-0.0074,-0.0077,-0.0075,-0.0075,1069,21,0,
2014-06-23 07:30:00,-0.0075,-0.0076,-0.0076,-0.0075,1048,17,0,
2014-06-23 07:25:00,-0.0076,-0.0078,-0.0078,-0.0076,1031,2,0,
2014-06-23 07:20:00,-0.0077,-0.0077,-0.0077,-0.0077,1029,8,0,
2014-06-23 07:15:00,-0.0077,-0.0077,-0.0077,-0.0077,1021,4,0,
2014-06-23 07:05:00,-0.0077,-0.0078,-0.0077,-0.0078,1017,8,0,
2014-06-23 07:00:00,-0.0077,-0.0077,-0.0077,-0.0077,1009,6,0,
2014-06-23 06:50:00,-0.0077,-0.0077,-0.0077,-0.0077,1003,5,0,
2014-06-23 06:45:00,-0.0075,-0.0075,-0.0075,-0.0075,998,4,0,
2014-06-23 06:40:00,-0.0075,-0.0075,-0.0075,-0.0075,994,5,0,
2014-06-23 06:35:00,-0.0075,-0.0077,-0.0076,-0.0075,989,7,0,
2014-06-23 06:25:00,-0.0077,-0.0077,-0.0077,-0.0077,982,1,0,
2014-06-23 06:20:00,-0.0076,-0.0077,-0.0077,-0.0076,981,122,0,
2014-06-23 06:10:00,-0.0077,-0.0077,-0.0077,-0.0077,859,30,0,
2014-06-23 06:00:00,-0.0077,-0.0078,-0.0077,-0.0077,829,8,0,
2014-06-23 05:55:00,-0.0077,-0.0078,-0.0078,-0.0077,821,3,0,
2014-06-23 05:45:00,-0.0077,-0.0078,-0.0078,-0.0077,818,28,0,
2014-06-23 05:40:00,-0.0078,-0.0078,-0.0078,-0.0078,790,18,0,
2014-06-23 05:35:00,-0.0077,-0.0077,-0.0077,-0.0077,772,1,0,
2014-06-23 05:25:00,-0.0077,-0.0077,-0.0077,-0.0077,771,18,0,
2014-06-23 05:20:00,-0.0077,-0.0077,-0.0077,-0.0077,753,14,0,
2014-06-23 05:10:00,-0.0076,-0.0077,-0.0077,-0.0076,739,7,0,
2014-06-23 05:05:00,-0.0075,-0.0077,-0.0075,-0.0075,732,32,0,
2014-06-23 05:00:00,-0.0075,-0.0075,-0.0075,-0.0075,700,3,0,
2014-06-23 04:55:00,-0.0075,-0.0075,-0.0075,-0.0075,697,6,0,
2014-06-23 04:50:00,-0.0074,-0.0075,-0.0074,-0.0074,691,9,0,
2014-06-23 04:45:00,-0.0075,-0.0075,-0.0075,-0.0075,682,10,0,
2014-06-23 04:40:00,-0.0075,-0.0075,-0.0075,-0.0075,672,2,0,
2014-06-23 04:35:00,-0.0075,-0.0075,-0.0075,-0.0075,670,4,0,
2014-06-23 04:30:00,-0.0074,-0.0075,-0.0075,-0.0074,666,3,0,
2014-06-23 04:25:00,-0.0075,-0.0076,-0.0075,-0.0075,663,9,0,
2014-06-23 04:20:00,-0.0074,-0.0075,-0.0075,-0.0075,654,12,0,
2014-06-23 04:15:00,-0.0075,-0.0077,-0.0077,-0.0075,642,9,0,
2014-06-23 04:10:00,-0.0076,-0.0078,-0.0078,-0.0076,633,7,0,
2014-06-23 04:05:00,-0.0076,-0.0078,-0.0077,-0.0076,626,8,0,
2014-06-23 04:00:00,-0.0075,-0.0077,-0.0076,-0.0075,618,12,0,
2014-06-23 03:55:00,-0.0077,-0.0078,-0.0077,-0.0078,606,9,0,
2014-06-23 03:50:00,-0.0074,-0.0077,-0.0076,-0.0077,597,21,0,
2014-06-23 03:45:00,-0.0076,-0.0076,-0.0076,-0.0076,576,1,0,
2014-06-23 03:35:00,-0.0075,-0.0075,-0.0075,-0.0075,575,7,0,
2014-06-23 03:30:00,-0.0074,-0.0077,-0.0077,-0.0074,568,3,0,
2014-06-23 03:25:00,-0.0073,-0.0077,-0.0075,-0.0074,565,27,0,
2014-06-23 03:20:00,-0.0072,-0.0075,-0.0074,-0.0072,538,18,0,
2014-06-23 03:15:00,-0.0072,-0.0074,-0.0074,-0.0072,520,13,0,
2014-06-23 03:10:00,-0.0068,-0.0075,-0.0068,-0.0074,507,106,0,
2014-06-23 03:05:00,-0.0069,-0.0077,-0.0077,-0.0069,401,58,0,
2014-06-23 03:00:00,-0.0077,-0.0077,-0.0077,-0.0077,343,1,0,
2014-06-23 02:55:00,-0.0076,-0.0076,-0.0076,-0.0076,342,1,0,
2014-06-23 02:50:00,-0.0075,-0.0077,-0.0077,-0.0075,341,15,0,
2014-06-23 02:40:00,-0.0075,-0.0075,-0.0075,-0.0075,326,20,0,
2014-06-23 02:35:00,-0.0075,-0.0076,-0.0076,-0.0075,306,3,0,
2014-06-23 02:30:00,-0.0075,-0.0076,-0.0076,-0.0075,303,18,0,
2014-06-23 02:25:00,-0.0076,-0.0076,-0.0076,-0.0076,285,4,0,
2014-06-23 02:15:00,-0.0076,-0.0076,-0.0076,-0.0076,281,2,0,
2014-06-23 02:10:00,-0.0077,-0.0077,-0.0077,-0.0077,279,2,0,
2014-06-23 02:05:00,-0.0078,-0.0079,-0.0078,-0.0078,277,40,0,
2014-06-23 01:55:00,-0.0076,-0.0076,-0.0076,-0.0076,237,1,0,
2014-06-23 01:50:00,-0.0076,-0.0077,-0.0077,-0.0076,236,2,0,
2014-06-23 01:45:00,-0.0075,-0.0076,-0.0075,-0.0076,234,3,0,
2014-06-23 01:25:00,-0.0074,-0.0074,-0.0074,-0.0074,231,3,0,
2014-06-23 00:25:00,-0.0075,-0.0076,-0.0076,-0.0075,228,11,0,
2014-06-23 00:20:00,-0.0078,-0.0079,-0.0078,-0.0079,217,2,0,

None of the 5 minute intervals show a price that suggests that the daily low was -0.0136.

Is that a bad low in the daily query? OR am I missing something? There are several such instances actually. More recent ones are QHOQ15-QHOU15 for 7/13/2015 and QHON15-QHOQ15 for 6/17/2015.

Thanks.

DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007
Posted: Sep 9, 2015 06:30 PM          Msg. 2 of 3
Hello USV, for the QHON14-QHOQ15 Low that occurred on 06/23/14 this happened at the open of that session at 18:01 on the evening of 22nd of June. Since the spread trades from 18:00 EDT/EST to 17:15 EDT/EST this will be something to keep in mind when viewing the Intraday data.

For QHOQ15-QHOU15 on the 07/13/15 I show that low occurred at 02:04 AM EDT/EST on the 13th of July.

For QHON15-QHOQ15 on 6/17/15 I show that low occurred at several times on the evening of the 16th of June for the 06/17 session.

If you have any other problems or questions please let us know.
Curtis Thompson
support@iqfeed.net
support@dtniq.com
support@prophetx.com
Trading Markets Customer Service
1-800-397-7000

USV
-Interested User-
Posts: 20
Joined: Mar 20, 2015
Posted: Sep 9, 2015 08:57 PM          Msg. 3 of 3
Hello Curtis,

You are right. Looks like I lost sight of the forest for the trees for a bit there. Thanks for clearing this up. Appreciate the help.

Regards
 

 

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