Possible Historical Chart (Data) Error

[timtrader]

I've seen this issue a few times each month, thinking it was an IQFeed data issue, but I'm not so sure now.  Can you please take a look to see if it is an error with the historical charts with MT, or if it is actually a data issue.  The problem only shows itself when there was a huge volume and price move the previous trading day (Historical data for that previous day is missing, except for the volume, so that daily bar is missing on the historical charts and it "looks" like a data problem.  That previous day then doesn't show up on the historical charts until about a week passes.)  In this case the data for 6/15/2015 isn't showing on the historical charts for symbol AXPW when using IQFeed.  Clearing all data and requesting a backfill makes no difference. I just noticed the same problem occurs whether the data source is IQFeed, TD Ameritrade, or Yahoo.

 

I fired up my old Quote Tracker software and the chart and Historical data from IQFeed looks fine for 6/15/2015:

 

 

Here's what it looks like in MT using the data from IQFeed (looks the same for TD Ameritrade and Yahoo):

 

 

 

Notice the above data fields on 6/15/2015 for Open, High, and Low are missing and the Close price is incorrect.  The volume is correct, but the entire daily bar for that day is missing on the historical chart.

 

Please let me know if you need any other information from me.

 

Thanks,

Tim

 

[Jerry Medved]

I was able to recreate the issue. will look into it.

[Mike Medved]

Was a bug in one of the routines that attempt to detect erroneous data. Fixed in next release.

[timtrader]

This error showed up again today, this time for stock symbol AQXP. (Probably because of the excessive price and volume moves.) In this case yesterday's high (8/10/2015) of $55.75 is not showing on the historical chart:

 

 

Please let me know if you need any other information from me.

 

Thanks,

Tim

[stock777]

 Jerry, this market is way too crazy to filter what looks like bad data

 

 Maybe you could add a volume component , so high volume combined with a large move would not be filtered.

 

 It would be rare to get a big price move without relatively high volume

[timtrader]

If you need another example to test with you can use stock symbol FORD which is not showing on the historical chart with its high of $3.90 on 8/11/2015 (Always the crazy movers that don't show.) 

 

Thanks,

Tim

 

[Jerry Medved]

fixed, emailed.

[timtrader]

I've found another one of these.  This time its for symbol ATV for the date of 12/1/2015.  The Open and Low are missing from the Historical data and not charting correctly.  The actual Low is 2.62 with an Open of 2.73.

Thanks,
Tim

 

[Jerry Medved]

adjusted this further . will be in next update