Karl(MoneyAM)
- 19 Aug 2004 17:27
Dear all,
We are currently developing a new Data Download tool and are looking for testers. On release, this will be for 'Active' and above subscription levels.
If you are interested please
click here.
Your comments and suggestions are welcome.
Karl.
Kayak
- 19 Aug 2004 17:34
- 2 of 218
That would be "separator"...
BrianTrayda
- 19 Aug 2004 17:40
- 3 of 218
Karl, great stuff. Makes it much easier to have it all under one roof..
Now about the International indices... ;)
I'll do a compare with my Pivot data later on and let you know how today's match up.
BrianTrayda
- 19 Aug 2004 21:46
- 4 of 218
Karl, done the biz, and, err, not good I'm afraid. The benchmark has to be the LSE official figures, then there's no disagreement on comparisons between sites. Although other sites have it penny and share perfect.
The problem is widespread, but LOG is representative.
Open High Low Close Volume
LSE 169.75 169.75 165.00 167.00 7,089,537
FT 169.75 169.75 165.00 167.00 6,686,821
REUT 169.75 169.75 165.00 167.00 7,090,000 (they round)
.
MAM 167.50 167.50 159.50 165.75 5,172.144
BrianTrayda
- 19 Aug 2004 21:58
- 5 of 218
Forgot to mention . I downloaded the complete list. Even got Chinese indices in it. But not Euro or USA :(
qwento
- 19 Aug 2004 22:18
- 6 of 218
Interesting to note that if you do a 'Quote' for LOG the figures are spot on - identical to the LSE benchmark.
IanT(MoneyAM)
- 20 Aug 2004 07:09
- 7 of 218
Guys,
I will pass your feedback onto Karl.
Ian
Karl(MoneyAM)
- 20 Aug 2004 10:18
- 8 of 218
Thanks for the feedback ... I'll look into why the data is wierd.
BrianTrayda - Chinese indicies? What list did you choose to get those ?
BrianTrayda
- 20 Aug 2004 10:21
- 9 of 218
Part of the FTSE Indices list (ie: from the "Both"option). Not really raw Chinese. :-)
Ftse/xinhua China A 600 Resources
Ftse/xinhua China A 600 Mining
Ftse/xinhua China A 600 Oil & Gas
Ftse/xinhua China A 600 Basic Industries
Ftse/xinhua China A 600 Chemicals
Ftse/xinhua China A 600 Construction & Building Materials
Ftse/xinhua China A 600 Forestry & Paper
Ftse/xinhua China A 600 Steel & Other Metals
Ftse/xinhua China A 600 General Industries
Ftse/xinhua China A 600 Aerospace & Defence
Ftse/xinhua China A 600 Diversified Industrials
Ftse/xinhua China A 600 Electronic & Electrical Equipment
Ftse/xinhua China A 600 Engineering & Machinery
Ftse/xinhua China A 600 Cyclical Consumer Goods
Ftse/xinhua China A 600 Automobiles
Ftse/xinhua China A 600 Household Goods & Textiles
Ftse/xinhua China A 600 Non-cyclical Consumer Goods
Ftse/xinhua China A 600 Beverages
Ftse/xinhua China A 600 Food Producers & Processors
Ftse/xinhua China A 600 Health
Ftse/xinhua China A 600 Personal Care & Household Products
Ftse/xinhua China A 600 Pharmaceuticals
Ftse/xinhua China A 600 Cyclical Services
Ftse/xinhua China A 600 General Retailers
Ftse/xinhua China A 600 Leisure Entertainment & Hotels
Ftse/xinhua China A 600 Media & Photography
Ftse/xinhua China A 600 Support Services
Ftse/xinhua China A 600 Transport
Ftse/xinhua China A 600 Non-cyclical Services
Ftse/xinhua China A 600 Food & Drug Retailers
Ftse/xinhua China A 600 Telecommunication Services
Ftse/xinhua China A 600 Utilities
Ftse/xinhua China A 600 Electricity
Ftse/xinhua A 600 Utilities Other
Ftse/xinhua China A 600 Financials
Ftse/xinhua China A 600 Banks
Ftse/xinhua China A 600 Investment Companies
Ftse/xinhua China A600 Real Estate
Ftse/xinhua China A 600 Specialty & Other Finance
Ftse/xinhua China A 600 Information Technology
Ftse/xinhua China A 600 Information Technology Hardware
Ftse/xinhua China A 600 Software & Computer Services
Karl(MoneyAM)
- 20 Aug 2004 10:32
- 10 of 218
Ok ... think we have sorted the problem ...
The Update doesn't happen at 7pm as previously thought, it happens around 11pm. We will look into changing this for to an earlier time if possible or create some workaround.
As for the prices themself ... they are all ok ... The prices were different to the benchmark as they were the prices for the 18/08/2004. The Data for the 19/08/2004 is all correct.
ie.
Date Close High Low Open Vol
18/08/2004 165.75 167.50 159.50 167.50 5,172,144
19/08/2004 167.00 169.75 165.00 169.75 7,089,537
The Date shown by the "Easy Download" will change once the process for collecting the end of day prices has finished.
Karl(MoneyAM)
- 20 Aug 2004 10:36
- 11 of 218
BrianTrayda ... They are all FTSE indices so are available in the download.
I'll have a look at our data and see if we can add some other foriegn indices :)
BrianTrayda
- 20 Aug 2004 11:49
- 12 of 218
Karl - glad you spotted it.
I've no idea how the creation time is managed, but 6pm would be great. Fits in with others.
If you managed to include the USA numbers that'll be good, but I guess that would create the problem of having to include them after 9pm. What about a separate download file?
IanT(MoneyAM)
- 20 Aug 2004 13:23
- 13 of 218
BT,
Will pass your comments onto Karl.
Ian
qwento
- 20 Aug 2004 23:39
- 14 of 218
I would agree with BT, 6pm would be ideal !
I have taken a look at tonight's data.
Although the 'Easy Downloads' hints at data being in the format 'OHLCV' (which if I am not mistaken is pretty much a standard format for EOD downloads) the Easy Download files actually contain data in the format HLOCV.
There appears to be a problem with stocks that have not traded/moved during the day.
Take ASF as just one example - the High and Low are given as zero.
BrianTrayda
- 22 Aug 2004 09:29
- 15 of 218
Seems to be 3 points then:
1) 6pm data preparation. (most people will do "homework" before 11pm, not after).
2) Column order to be "as on the tin"
3) Non-traded stocks to have the Open price as the High/Low. I even saw some with a volume but no H/L, so I guess it's better to check for zero in the H/L and substitute the Open price.
IanT(MoneyAM)
- 23 Aug 2004 07:27
- 16 of 218
BT,
Thanks for the feedback,
Ian
Karl(MoneyAM)
- 23 Aug 2004 09:31
- 17 of 218
Righty-o
1) We are still trying to sort getting the close data a little earlier for you all. But hope to get something sorted quite soon.
2) I'll change the Column order. Would there be any need to be able to choose which order the columns come in or would OHLCV be ok?
3) I'll change "High" and "Low" both to be set to "Open" if they are zero. That ok?
4) As mentioned in the Investors room, I'll add a sort by option.
K.
Karl(MoneyAM)
- 23 Aug 2004 09:55
- 18 of 218
I've checked the data and if the High and Low are blank:
a) Set the "High" to either "Open" or "Close" depending on which is higher
b) Set the "Low" to either "Open" or "Close" depending on which is lower.
K.
BrianTrayda
- 23 Aug 2004 10:00
- 19 of 218
Karl,
Can't see any reason to allow options for column incl/excl/order, as if the "standard" is used then it loads into everything as expected and can be processed as each person desires.
The Column Sort option should default to EPIC with everything else being the options imo. Reason being that almost evey cross-reference or search will be on the Epic.
Karl(MoneyAM)
- 23 Aug 2004 16:12
- 20 of 218
The High,Low problem has been fixed.
The default order has been changed to OHLCV.
The sort option has now been added, with Epic being the default.
We have also managed to change the close time to 7pm.
K.
Karl(MoneyAM)
- 25 Aug 2004 14:09
- 21 of 218
Quick update ...
The update time has to be moved back to 11pm for the moment. We tried it at 7pm yesterday but this caused problems in the portfolio. We are trying to find another way to get the data for you at an earlier time.
K
hilary
- 14 Sep 2004 13:21
- 22 of 218
TTT.
I'd like some help on this please. The data all seems to be enclosed within speech marks ("). How can I save this as a csv file without all the speech marks?
IanT(MoneyAM)
- 14 Sep 2004 13:23
- 23 of 218
Hil,
I will get Karl to post here in a few moments.
Ian
Karl(MoneyAM)
- 14 Sep 2004 13:46
- 24 of 218
Hilary,
The standard CSV format allows the inclusion of speech marks (") to help delineate the data. For example if one section of data included a comma but it was not to be used as a data seperator.
The data will load seemlessly into all the spreadsheet software that I have tested it with (inc Microsoft Excel, OpenOffice Spreadsheet).
If the speech marks are causing problems for you loading the data into some other software please let me know and I will create an option to switch them off.
Hope that helps,
K
BrianTrayda
- 14 Sep 2004 13:52
- 25 of 218
Karl: any news about making the download available earlier than 11pm - I'm tucked up in bed by then.. :)
IanT(MoneyAM)
- 14 Sep 2004 13:56
- 26 of 218
BT,
He has just popped out for lunch - I will get him to answer your question when he returns.
Ian
hilary
- 14 Sep 2004 14:05
- 27 of 218
Karl, Ian,
Thanks for your help. I'm probably doing something wrong here.
I'm downloading the ohlcv data for the previous day which produces a spreadsheet within my browser. I'm then clicking "File", then "Save as" and have saved as both a CSV file and an Excel file. I've then tried opening the files within both Excel and Lotus 1-2-3 and they still have the speech marks. They're certainly not seamless. Help please??!!??
Karl(MoneyAM)
- 14 Sep 2004 14:09
- 28 of 218
Hilary,
Do you get a choice to open the file or save it when you click the download?
What browser are you using?
What spreadsheet do you use as your default?
When the file loads into your browser does it have the speech marks?
I'm sure we will sort this problem out for you :)
K
prodman
- 14 Sep 2004 14:30
- 29 of 218
hilary - when you go to the download page, you will notice it is defaulted to csv just click download at bottom of page then save it to your pc you can then import it into your excel spreadsheet.
hilary
- 14 Sep 2004 14:56
- 30 of 218
Karl,
Normally when I download a file, I get a choice of saving it or opening it. With your download, I don't get a choice and it just opens in my browser (IE6). It has the speech marks within the browser. I then have to save it from the browser.
CSV files are defaulted to open within 1-2-3 (which I happen to prefer over Excel) although I have tried opening it with Excel but to no avail.
hilary
- 14 Sep 2004 15:01
- 31 of 218
Karl,
I've a copy of your CSV file open (in Excel) atm. The date, epic, name and ohlcv data is all contained within the cells of column A and hasn't separated into the other columns at all. It has, however, separated into the respective rows.
Karl(MoneyAM)
- 14 Sep 2004 15:04
- 32 of 218
Hilary,
Ok ... you've got me ... no idea why yours is showing the quote marks. I'm also using IE6 as well as FireFox and Opera. But I can't replicate your problem.
So I'll add an option to get rid of the speech marks. I'm not too sure if this will affect anything else but I'll have a go. It will mean that you won't be able to use the "quick downloads" and will have to manually choose the option to get the correct download.
I'll post back here when it is done, probably sometime next week.
K
hilary
- 14 Sep 2004 15:15
- 33 of 218
OK thanks Karl (thanks too to Prodman for the input).
I've just opened the download on my other PC which also just opens the file in the browser and doesn't give me the option of saving it.
Interestingly, on one pc the Date column is not contained within speech marks, whilst all the others are. On the other pc it is within speech marks.
Kayak
- 14 Sep 2004 15:23
- 34 of 218
hilary, your problem is that you have 1-2-3 set up to take the stuff directly from the browser. When you load up a CSV file in 1-2-3 (File/Open) it gives you the option "start a new column at each comma" or "automatically parse based on file layout". When it comes directly from the browser this option doesn't seem to be given, and unfortunately the default is "automatically parse based on file layout" which doesn't work.
Karl, the way out of this problem is for you to provide a second button Download to File. Then people can open it with the program of their choice.
Karl(MoneyAM)
- 14 Sep 2004 15:26
- 35 of 218
Hilary,
Just out of curiosity, I am emailing you one of the datadownload csv files that I have downloaded.
Could you open it in Excel and Lotus 1-2-3 to see if the speech marks are still visible.
Thanks.
K
Karl(MoneyAM)
- 14 Sep 2004 15:30
- 36 of 218
Kayak,
From our testing, most people will be given the option to "save" or "open" when they click download.
Do you know any reason why hilary doesn't get this option?
K
hilary
- 14 Sep 2004 15:34
- 37 of 218
Thanks K,
I've got to confess to having re-read your post about 10 times now and I'm still a bit confused by it.
Are you suggesting that there is something that I can do within 1-2-3 to solve the problem? Or alternatively, will it work if I reset my default program for opening CSV files to Excel? If that were the case, I could then save the Excel file in 1-2-3 format (seems a bit long winded).
Kayak
- 14 Sep 2004 15:35
- 38 of 218
I don't get the option either Karl, but I don't know why since it's hidden behind the php I think. It goes straight to Excel although it is loaded correctly. I also use 1-2-3.
hilary
- 14 Sep 2004 15:36
- 39 of 218
Karl,
I hadn't seen your posts 34 & 35 when I just posted ...... I'll get back to you.
Karl(MoneyAM)
- 14 Sep 2004 15:37
- 40 of 218
Kayak,
Thanks for the input. I had tried everything I could to get it to download dynamically and thought I had cracked it. Hmmmm .... back to the drawing board.
K
Kayak
- 14 Sep 2004 15:37
- 41 of 218
hilary, if Karl emails you the CSV file, save it to disk, fire up 1-2-3 and File/Open it (CSV format). You should be given the options I listed, choose comma-delimited and it should work as expected. Clicking on the file name instead won't give you the options and the default may not be correct.
hilary
- 14 Sep 2004 15:41
- 42 of 218
Karl,
I've opened it in both programs. Not only are the speech marks still visible, but all the data is contained within column A. Incidentally the separator seems to be a tab rather than a column (edit: comma).
Kayak
- 14 Sep 2004 15:43
- 43 of 218
The answer to your other question Hilary is that yes it will probably work better under Excel, however changing the browser preference is not the same as changing the file type association in Windows Explorer. I think you might need to reinstall Excel (i.e. install it after 1-2-3 rather than before) or you could always edit the registry if you felt up to it.
From the sounds of it Karl will fix it so that you can download the file and then it should work for you.
Kayak
- 14 Sep 2004 15:45
- 44 of 218
hilary, on Karl's screen select Separator Comma (CSV)!
Karl(MoneyAM)
- 14 Sep 2004 15:47
- 45 of 218
Hilary,
Sorry my mistake ... I sent you the wrong file (Doh!). It was a tab seperated one I was using to test your problem.
The CSV one is on it's way.
K
Kayak
- 14 Sep 2004 15:48
- 46 of 218
Oh sorry, indeed, Karl's fault :-)
Karl(MoneyAM)
- 14 Sep 2004 15:49
- 47 of 218
Kayak, Hilary,
I will fix it so it can be download straight into the browser without the speech marks.
K
Kayak
- 14 Sep 2004 15:53
- 48 of 218
I'm not sure that's the best solution to be honest Karl, since if any of the fields were later to have a comma in it (I don't think they do at present) it would go skew. I would instead give the option of saving to a file.
Karl(MoneyAM)
- 14 Sep 2004 16:01
- 49 of 218
Kayak,
There are systems issues with the saving to file option. The file would need to be generated and then offered up for download. As we use many appliation servers to serve our content the file would be lost between each hit. To solve this we would need to dedicate a server to the download of files. At the momenet this is not feasible, which is why the download is as it is, and is still in BETA test.
Although I would be interested to know why some people do not get the offer to "save to file" or "open in brower" when they click the download. All the machines we have tested offer this as standard.
K.
hilary
- 14 Sep 2004 16:09
- 50 of 218
Karl,
The comma separated file opens fine. Thanks. Strange though that I couldn't get the tab separated file to open (even after playing with the settings!).
Kayak,
I'll forgive you.
:o)
Karl(MoneyAM)
- 14 Sep 2004 16:19
- 51 of 218
Hilary,
And so the mystery deepens ...
K
Kayak
- 14 Sep 2004 16:22
- 52 of 218
hilary, try first opening the CSV file Karl sent you (specifying comma-delimited), come out of that, and then download it again straight into 1-2-3 via Karl's screen. It may be that the default CSV file format it uses is the last one used.
hilary
- 14 Sep 2004 16:31
- 53 of 218
Still can't get it to open, K., but don't worry about it now. Hopefully Karl now understands the problem and I'll be able to get it to work next week once he's done his fix. Thanks for your help.
hilary
- 22 Sep 2004 11:21
- 54 of 218
Karl,
Have you an update yet on the speech marks issue?
BrianTrayda
- 22 Sep 2004 12:00
- 55 of 218
Or the earlier download time (7pm) ?
Karl(MoneyAM)
- 22 Sep 2004 12:58
- 56 of 218
Hilary, BrianTrada,
Thank you for the reminder. The changes are on my to-do list but as the product is only in BetaTest they havn't been actioned as yet due to a other commitments. I will post back as soon as they are live and tested.
Karl.
Karl(MoneyAM)
- 22 Sep 2004 13:41
- 57 of 218
Hilary,
I have just made the changes regarding the quotation marks.
There is now an option to switch them off. Although I had to leave them for the company name as some of them had commas in them. Also it changes the format of the data. The data is now "raw" but Excel deals with it ok.
Hope that helps.
K
hilary
- 22 Sep 2004 15:18
- 58 of 218
Thanks Karl,
I'll look at it a bit later and let you know how I get on.
hilary
- 22 Sep 2004 17:15
- 59 of 218
Karl,
I've saved a CSV file but the separators are only working from the 4th column (Open Price). The first 3 columns are not separating and end up in column A. The titles from Row 1 are also not separating and all end up in Cell A1. The Volume column still closes with a speech mark.
Back to the drawing board.
:o(
Kayak
- 22 Sep 2004 21:43
- 60 of 218
hilary, are you happy with the default spreadsheet when called from IE being Excel rather than 1-2-3? If you reinstall Excel that should happen I think and the CSV file should then open fine.
hilary
- 23 Sep 2004 10:25
- 61 of 218
K.,
I did actually install Excel after 1-2-3. Is there any way of telling which spreadsheet IE is using?
Kayak
- 23 Sep 2004 10:27
- 62 of 218
Uhm, well, if you click on the MoneyAM's button you say you get 1-2-3, so that's what it's using!
I assumed the last installed would take precedence. The other way of fixing it would be to go into the registry, but I don't know if you're comfortable with that.
hilary
- 23 Sep 2004 10:37
- 63 of 218
I've set CSV files on my hard drive to open by default using 1-2-3. I didn't think that necessarily meant that IE would default to using 1-2-3.
I've actually opened a download in a separate window. Unless I've mis-read things, IE has used Excel to open the file. I'm even more confused now!
Karl(MoneyAM)
- 23 Sep 2004 11:00
- 64 of 218
Hilary,
Please can you save the version "with out" the Quote marks and send it to me via email. (karl@moneyam.com).
Thanks,
Karl.
hilary
- 23 Sep 2004 11:02
- 65 of 218
OK Karl. As a csv file?
edit: Sent as csv, wk4 and xls (standard workbook & 97-2000)
Kayak
- 23 Sep 2004 11:18
- 66 of 218
hilary, you could try changing CSV files to be opened by default in Excel, and see whether it changes IE's behaviour. I thought the controls were separate though, the latter just being in the registry.
Karl(MoneyAM)
- 23 Sep 2004 11:37
- 67 of 218
Ok ok ok ... after a lot more trawling the net I think I may have found it ...
Can you try to download one again and see if it prompts to save instead of opening straight into the browser?
Karl.
hilary
- 23 Sep 2004 11:43
- 68 of 218
Bingo, Karl, it works! Thanks.
Karl(MoneyAM)
- 23 Sep 2004 11:45
- 69 of 218
Wooo !!
Kayak
- 23 Sep 2004 12:04
- 70 of 218
Yep, it now asks me too, well done.
hilary
- 23 Sep 2004 12:44
- 71 of 218
Karl,
Thanks again for your help.
I've started to import some of the recent ohlcv data retrospectively into my spreadsheet. I haven't cross-referenced the values to other data suppliers yet and am assuming that it is correct as this issue, I believe, was addressed previously.
Out of interest, why on 17th September are there duplicate rows for the UB sectors 13,53,83,85 and 87 which show different values? The UB sectors occupy rows 2931-2969.
I don't know what others feel, but imo it would also be useful to include a column titled "Index" which would display whether each particular epic was within the FTSE 100 or FTSE 250 or FTSE Small Cap or was an index or sector. This would be useful when sorting the data and is offered within Sharescope downloads.
BrianTrayda
- 23 Sep 2004 12:51
- 72 of 218
Hilary: Your last para about the Index column. What a great idea. I'll go halfs with you to buy Karl a pint gallon of beer if he does that.
IanT(MoneyAM)
- 23 Sep 2004 12:54
- 73 of 218
Hil/BT,
I will pass your comments onto Karl,
Ian
hilary
- 23 Sep 2004 13:04
- 74 of 218
I've got more than just legs, BT.
:o)
Karl(MoneyAM)
- 23 Sep 2004 15:10
- 75 of 218
Hilary, BrianTrayda,
Adding the Index Column is now on the list. No promises as to when it'll actioned.
Karl.
BrianTrayda
- 23 Sep 2004 15:21
- 76 of 218
Karl, the beer's going flat while you wait...
hilary
- 23 Sep 2004 16:07
- 77 of 218
No rush, Karl. Tomorrow will be fine.
:o)
hilary
- 24 Sep 2004 07:21
- 78 of 218
Karl,
The download came through this morning without titles. Don't know if it's just me.
IanT(MoneyAM)
- 24 Sep 2004 07:23
- 79 of 218
Guys,
Karl is on holiday until next Thursday now, but I will make sure he takes a look at any issues when he returns,
Ian
Karl(MoneyAM)
- 30 Sep 2004 16:12
- 80 of 218
Hilary,
Have the downloads sorted themselves out or are you still having problems ?
hilary
- 30 Sep 2004 16:20
- 81 of 218
Karl,
Everything has ben fine, thanks very much. It was just the one day that the titles didn't come through and even that wasn't a major problem.
Now about that "Index" column ............
:o)
BrianTrayda
- 30 Sep 2004 16:26
- 82 of 218
Hi Karl - any comment about the earlier preparation of the download? 11pm is too late to do anything with the data.
Karl(MoneyAM)
- 01 Oct 2004 11:12
- 83 of 218
BrianTrayda,
It is still on the list, can't give you anything concrete at the moment.
hilary
- 12 Oct 2004 07:25
- 84 of 218
ttt
hilary
- 13 Oct 2004 08:23
- 85 of 218
Re post 70, is there any reason why certain UB sectors have double entries? Could the duff entries be removed please?
IanT(MoneyAM)
- 13 Oct 2004 08:24
- 86 of 218
hil,
I will pass this message onto Karl.
Ian
hilary
- 24 Oct 2004 08:48
- 87 of 218
ttt.
Ian/Karl,
Some of the overseas data is definitely dodgy. There are stocks which show a close higher than the daily high or lower than the daily low. How does that work?
I see that some of the UB sectors are still duplicated. Is there an update of if or when the index column might be inserted?
BrianTrayda
- 24 Oct 2004 09:02
- 88 of 218
Or getting it around 7pm as well? ;)
hilary
- 24 Oct 2004 12:15
- 89 of 218
BT,
Being brutally honest, if the data is inaccurate, it doesn't really matter what time of day it's delivered!
IanT(MoneyAM)
- 25 Oct 2004 09:50
- 90 of 218
Hilary/BT,
Karl is back in tomorrow, so I will pass your comments onto him then - Hil, can you give me one or 2 specific examples and I will get they guys to take a look?
Ian
hilary
- 25 Oct 2004 09:58
- 91 of 218
Only a few rows down, Ian.
Epic Company Name High Price Low Price Close Price
AAA Adastra Min. Com Shs Npv 60.5 60.5 62
AAB Abn-amro Ord Eur0.56 1143 1143 1139
AAR Autoliv Inc Usd1 Sdr 2267 2267 2237
Karl(MoneyAM)
- 27 Oct 2004 15:55
- 92 of 218
Ladies and Gents,
Sorry for the long wait but I have managed to address some of the issues you have mentioned.
- The duplicate rows have been removed.
- A column which shows all the index's the stock belongs to has been added.
- The OHLC data for non-traded stock has been fixed.
The outstanding issues are:
- Some strange OHLC values for lightly traded stock. (I will be looking into the actual data we have for these stocks.)
- The data download at a sensible time.
Thanks for your patience,
Karl.
BrianTrayda
- 27 Oct 2004 15:57
- 93 of 218
Oh - that's Hilary... ;)
hilary
- 27 Oct 2004 16:18
- 94 of 218
Ladies first, BT.
:o)
Thanks Karl.
Karl(MoneyAM)
- 27 Oct 2004 16:32
- 95 of 218
It was my pleasure :)
I have also discovered the reason for the strangeness in small volume stock.
It appears that we have the High and Low "traded" price. Therefore if only 1 trade has gone through the High and Low will both be set to the same. This could cause some strangeness with a Low price being higher than an open for example.
I will put in a fix to change this odd behaviour.
Karl.
Karl(MoneyAM)
- 27 Oct 2004 16:44
- 96 of 218
Fix in for OHLC prices low volume stock.
Enjoy.
hilary
- 27 Oct 2004 16:47
- 97 of 218
That just leaves the problem of the download time then Karl.
:o)
BrianTrayda
- 27 Oct 2004 16:49
- 98 of 218
Me and Hil will send you beer tokens for Chrissy if you make it 7pm ;)
Or, if you're really good, you may get to see Hil's legsss... {swoon}
hilary
- 27 Oct 2004 16:55
- 99 of 218
This is the most I'm prepared to show till the download time is sorted, Karl.
:o)
Karl(MoneyAM)
- 27 Oct 2004 18:46
- 100 of 218
Well I guess it has just been moved up the list ;)
hilary
- 28 Oct 2004 08:03
- 101 of 218
A lot better this morning, thanks Karl. Are we at the top of the list yet?
:o)
IanT(MoneyAM)
- 28 Oct 2004 08:06
- 102 of 218
Hil,
With a promise like that I am sure that Karl will have stamped this as 'PRIORITY' - I will mention it to him when he gets in.
Ian
hilary
- 02 Nov 2004 10:14
- 103 of 218
Any news on the download time yet, Karl?
These little legs of mine can't wait to get out of my wellies.
:o)
BrianTrayda
- 02 Nov 2004 10:23
- 104 of 218
WOOF !
hilary
- 02 Nov 2004 10:28
- 105 of 218
I'm not a dog, BT.
:o)
Karl(MoneyAM)
- 03 Nov 2004 17:19
- 106 of 218
Ladies and Gents,
You will be pleased to know that I have put live a download for after 5pm.
Could you please test it to make sure there is no strange data.
I have also cleaned up the data by removing any stocks that have no OLHV prices.
K
hilary
- 03 Nov 2004 17:43
- 107 of 218
Those legs work everytime. Men are just so fickle.
:o)
hilary
- 03 Nov 2004 17:51
- 108 of 218
Oooooooerrrrrrr. There are about 180 fewer stocks in the new download. I'll need to burn some of the midnight oil.
Karl(MoneyAM)
- 03 Nov 2004 18:55
- 109 of 218
Hilary,
They were the ones with the 0 prices.
K
BrianTrayda
- 03 Nov 2004 19:19
- 110 of 218
Hil, if you were a dog would you be a
Karl - excellent news. You've earnt your "damn good chap" badge.. :)
qwento
- 03 Nov 2004 23:08
- 111 of 218
Well now - who is right and who is wrong - or is everybody right ?
I have compared tonight's MoneyAM download with two other providers.
Volumes seem to be different particularly on high volume SETS stocks but what's new there - many providers seem to somehow concoct there own figures.
High and Low values are a different story.
The two providers I checked show High and Low as the High and Low Order Book Mid Price.
MoneyAM seems to show actual trade high/low values.
BTW This does run the risk of ridiculous values when an operator gets the decimal point in the wrong place when entering a trade.
However - take a look at IDD for example - Low is shown as 2.31 (Trade Price) whilst the high is shown as 2.625 (Highest Order Book Mid Price). The highest traded price on this stock was 2.50.
Candlestick and Bar charts are sure going to look different using this set of data !
Who is right and who is wrong I have no idea - but all I do know is that virtually every stock in the MoneyAM list has different values to the other providers.
IanT(MoneyAM)
- 04 Nov 2004 07:09
- 112 of 218
qwento,
Thank you for the feebdack, I will take a look at this and get Karl to investigate if there are any problems,
Ian
qwento
- 04 Nov 2004 08:35
- 113 of 218
Having delved a little deeper I think there are separate issues for SETS and non SETS stocks.
SETS : MoneyAM includes 'O' trades in it's high/low figures. The other providers only take account of 'AT' trades.
SEAQ : MoneyAM high/low figures are based upon actual trades where as the other providers are taking the order book mid price.
The differences can be seen intraday on the StockWatch page.
For example - DNX on MoneyAM is currently showing 427.38/425 where as another provider is showing 425.5 for both high/low.
Interestingly the MoneyAM candlestick intraday chart for DNX shows a straight line so these trades are not taken into consideration when creating the candlestick.
With SEAQ stocks however the Low/High does seem to refelect the Open/Close order book mid price if these values are outside of the traded range.
Hope this helps.
IanT(MoneyAM)
- 04 Nov 2004 08:39
- 114 of 218
qwento,
Thnaks for this, I will speak to JT about this and we will get back to you,
Ian
hilary
- 04 Nov 2004 09:12
- 115 of 218
Ian,
I believe that qwento is correct in his assertions. Having said that, Sharescope data also ocassionally shares the same problem.
I've learned to live with the prospect of around 30% to 50% of my trading signals being based upon inaccurate data. It's frustrating nonetheless.
Incidentally, is it possible to include the overseas indices eg NIK, DJIA, Nas, etc. albeit they would be 24 hours delayed? That's what Sharescope do.
BrianTrayda
- 04 Nov 2004 09:53
- 116 of 218
If the trade price is being used for H/L what about the "L" trades that are from yesterday. Are they ignored? On the other hand - if they are "Late" from today and not yesterday they should be included.
IanT(MoneyAM)
- 04 Nov 2004 09:55
- 117 of 218
BT,
Karl is not here today, but rest assured, I will get him to take a look and clarify the issues raised.
Ian
qwento
- 04 Nov 2004 10:11
- 118 of 218
It would be interesting to learn the official LSE line on all this.
It reminds me of sub atomic particle theory. You can assume a stock has made a new 52 week high and a 52 week low until you open the box and find out it hasn't moved at all ;-)
marko1000
- 05 Nov 2004 13:32
- 119 of 218
Karl,
Good stuff, I downloaded some data for (hbos) going back to 01/01/2003 and there seems to be recurring dates with different volume and prices in january.
Hope this helps.
Marko1000
IanT(MoneyAM)
- 05 Nov 2004 13:34
- 120 of 218
Marko,
Karl is back in the office on Monday, so I will pass this and the other comments onto him to address then,
Ian
hilary
- 09 Nov 2004 07:38
- 121 of 218
Ian, Karl,
Although the download is available from 5pm, is everything actually available at that time?
On Friday I downloaded shortly after 5pm. In particular the FTSE European and Global indices were missing from the download. I simply assumed that you'd taken them out yourselves. Last night I downloaded later on in the evening (around 9pm if I remember correctly) and those indices were included again.
IanT(MoneyAM)
- 09 Nov 2004 07:39
- 122 of 218
Hil,
I will pass this onto KArl.
Ian
hilary
- 09 Nov 2004 10:13
- 123 of 218
Ian,
The designation of stocks within the "Index" column is good, imo.
Would it also be possible to designate the overseas stocks within this category? I don't trade overseas stocks and it would be useful to be able to filter them all out.
IanT(MoneyAM)
- 09 Nov 2004 10:15
- 124 of 218
Hil,
I will pass this onto Karl,
Ian
hilary
- 09 Nov 2004 10:19
- 125 of 218
Did you just cut and paste 121 there Ian?
:o)
IanT(MoneyAM)
- 09 Nov 2004 10:19
- 126 of 218
you caught me out :)
hilary
- 09 Nov 2004 10:21
- 127 of 218
Subtle spelling correction of "Karl" though.
:o)
Karl(MoneyAM)
- 09 Nov 2004 13:55
- 128 of 218
Marko,
The problem with the duplicates should now be sorted out.
Hilary,
Not too sure about the download of the Indices, they *should* all be available at the same time. I will have to check it this evening.
Also I'm just checking but we don't seem to have overseas stocks, in the download or on the site. We only display price information for LSE stocks. Could you explain what you mean by "overseas"?
Qwento,
I have passed on your query about the High/Low prices to the guys that handle our price feed.
Thanks all,
Karl.
hilary
- 09 Nov 2004 14:16
- 129 of 218
Karl,
Re. the overseas stocks, a lot of the stocks seem to be described as "Com Stk" with a nominal value in USD. I've just pulled 3 out at random:
JDU JD Uniphase
MOT Motorola
QUA Qualcomm
They all appear to have a listing on the LSE. I'm not quite sure what that's all about.
Karl(MoneyAM)
- 09 Nov 2004 14:52
- 130 of 218
Hilary,
Where are these stocks described as "Com Stk" ?
K.
hilary
- 09 Nov 2004 16:37
- 131 of 218
Karl,
I might have confused you a bit there. The stocks have a name which is followed by "Com Stk" and then their nominal amount in USD.
Scrolling down the list of shares:
ABS Adobe Systems Com Stk Usd0.0001
ACP Apple Computer Com Stk Npv
ADX Andrx Corp Com Stk Usd0.001
AED Applied Micro Com Stk Usd0.01
AER Altera Corp Com Stk Usd0.001
etc.
Karl(MoneyAM)
- 09 Nov 2004 17:02
- 132 of 218
Hilary,
Ok ... I see ... right I'll try to find something in our data that differentiates them.
From what I can see they are all:
- quoted in GBP ... so that is out.
- listed in the LSE ... so that is out.
- have valid closing prices ... so that is out.
- are all traded stock ... so that is also out.
I'll keep digging to find something ... if all else fails ... I'll try to do something with the "Com Stk" in the name.
Karl.
Karl(MoneyAM)
- 09 Nov 2004 17:05
- 133 of 218
Hilary,
Also just checked the 5pm download for the indicies ... all seems to be ok from this end?
Can you check again ?
K
hilary
- 09 Nov 2004 17:08
- 134 of 218
Karl,
I've just downloaded it myself and, as you say, they are present. However, I also re-downloaded the data from 5/11/04 and those indices are still missing. It presumably must have just been a glitch on that one day.
Karl(MoneyAM)
- 09 Nov 2004 17:15
- 135 of 218
Hilary,
I've just checked the 5/11/04 myself and do get the indicies ... both as a single download and with the full equities.
How are you downloading it? And what indicies exactly do you notice are missing?
I will get to the bottom of this :)
K
Bullshare
- 09 Nov 2004 17:16
- 136 of 218
Karl: I don't know why you bother, she only ever downloads the stocks she is going to ramp the next day:00)
hilary
- 09 Nov 2004 17:19
- 137 of 218
Karl,
It's the FTSE European & Globals which are missing from the 5/11 download. Starting from row 1181, FTSEED07, Ftse European Oil & Gas(usd), finishing row 1243.
hilary
- 09 Nov 2004 17:20
- 138 of 218
Doris,
How will I know which stocks to ramp if your download is dodgy?
:o)
Karl(MoneyAM)
- 09 Nov 2004 18:40
- 139 of 218
Hilary,
I've been downloading files now from all over. It looks like my lovely new "download earlier" system is at fault :(
My new system gives more indices than our archived data. If you check all of last weeks downloads (and beyond) you will notice that there are only 286 per day. But today's has 349.
The extra indices are the FTSE European & Global with a postfix USD, GBP, EUR and JPY. Any idea what these indicies are and why they are different from the standard FTSE European indices? They don't appear to be quoted in different currencies.
K.
PS. I won't be around until friday, but never fear I will be on the case then.
qwento
- 09 Nov 2004 22:45
- 140 of 218
Karl - Thanks. I reckon they really need to look at these high/low values.
Take tonight's data - a good example - AAL (Anglo American) low given as 1127 where as MoneyAM intraday charts and other provider data give a low of 1210.
hilary
- 10 Nov 2004 11:22
- 141 of 218
Karl,
Thinking back, I seem to recall that those indices first appeared in your download on Thursday last week. They were then missing on Friday before returning again this week. I haven't got a clue what they are though and, in truth, I doubt that it really matters to me (or others) if they are present or not.
hilary
- 14 Nov 2004 10:53
- 142 of 218
Karl,
There are a couple of stocks which I'd guess are old nil-paids:
BRJN
GENN
They seem to be in the list one day, but not the next day. It's been happening for a little while.
BrianTrayda
- 14 Nov 2004 19:54
- 143 of 218
Requested data for the 12th. Download filename date was for the 14th. Internal column date and data was the 12th. Tad confusing when same filenames are used and stuff gets overwritten.
IanT(MoneyAM)
- 15 Nov 2004 07:43
- 144 of 218
BT/Hil,
Karl is due in today, I will get him on the case.
Ian
marko1000
- 16 Nov 2004 16:29
- 145 of 218
Karl,
I've downloaded the FTSE100 data for the dates 12/08/2004 - 15/11/04 and I get 0 for the volume all other data is there.
Hope this helps.
Thanks
Marko
Karl(MoneyAM)
- 16 Nov 2004 18:14
- 146 of 218
BT,
The file naming has been sorted now. The file downloaded now uses the date that was chosen, not the current date.
Marko,
We don't have volume data for the FTSE or any other index that I can find.
Karl.
hilary
- 28 Nov 2004 13:58
- 147 of 218
Ian, Karl,
What's the situation regarding the "Com Stk Usd's"? Scrolling down through the download for Thursday 25th, they seem to be missing, yet they seem to have been included again on Friday 26th.
IanT(MoneyAM)
- 29 Nov 2004 08:09
- 148 of 218
Hil,
I will get Geoff to take a look at this for you.
Ian
BrianTrayda
- 09 Dec 2004 21:33
- 149 of 218
Ho hum - I've been looking at changing to AM data downloads for data processing needs, but it is not reliable.
09/12/2004 AHM Amersham Ord 5p 796 796 795.5 795.5 333,410 FTSE100
AHM? Don't think so... it's dead!
So why does it have a volume. Go check everywhere...
For the data to be relied upon it has to be reliable. Ohhhh how I luv stating the obvious. >-|
BrianTrayda
- 09 Dec 2004 21:35
- 150 of 218
In fact the same damn stuff has been in the list for 3,6,7,8,9 of Dec.
hilary
- 10 Dec 2004 07:22
- 151 of 218
BT,
Ditto. I've given up on it for now until they can get the data correct.
Ian, Karl,
Sorry, I know that I'm being critical, but the product will not be of any use whatsoever if the data isn't accurate.
IanT(MoneyAM)
- 10 Dec 2004 07:28
- 152 of 218
BT/Hil,
I will pass this onto Geoff to take a look into it.
Ian
hilary
- 10 Dec 2004 07:39
- 153 of 218
Please Ian, it would be a shame if you let this fall by the wayside having already done 99% of the work.
Personally, I can live with the odd bit of rogue data. My question in post 146 also remains unresolved, though, and it was at that point that I stopped downloading from you each night.
More important than that, however, is the fact that qwento's comments in posts 110 and 112 remain unresolved. If the high and low price of nearly every stock is inaccurate, then the product will remain totally worthless. BT will never be able to produce an accurate set of pivots if the highs and lows aren't right.
PS. What's happened to Karl?
IanT(MoneyAM)
- 10 Dec 2004 07:46
- 154 of 218
Hil,
Point taken and I agree - I have sent a message to Geoff who will be in at around 9.30 and I will also speak to him so that we can get to work on trying to iron out the bugs in this.
In answer to the 'wat happened to Karl' question, he is now in the Carribean working on an eco yatch - it is apprently raining a lot!
Ian
hilary
- 10 Dec 2004 07:49
- 155 of 218
It sounds like a rotten job. Someone's got to do it, I suppose.
qwento
- 10 Dec 2004 08:33
- 156 of 218
The problem revolves around the fact that there are two sets of high/close values for the day.
The Traded HL and the Mid price HL.
MoneyAM's Stockwatch (and hence data feed) currently uses the former which I imagine feeds into the database and hence is used for the OHLCV end of day data.
Using the Traded HL for EOD data leads to all kinds of problems.
IanT(MoneyAM)
- 10 Dec 2004 08:36
- 157 of 218
qwento,
Thanks I will pass this onto Geoff,
Ian
BrianTrayda
- 14 Dec 2004 17:41
- 158 of 218
What's the official plan for this? Bottom of list or just one up?
IanT(MoneyAM)
- 15 Dec 2004 06:52
- 159 of 218
BT,
Don't worry - we will get this resolved as soon as possible.
Ian
Geoff(MoneyAM)
- 15 Dec 2004 14:47
- 160 of 218
Hello All,
i see Ian has let it out of the bag that i am in the firing line for the datadownloads in Karl's absence. and it is obviously a joy :)
could soemopne please suggest an epic or 2 that would be good examples of the problem.
cheers,
g
BrianTrayda
- 15 Dec 2004 14:48
- 161 of 218
Will get you some from tonight's download...
Geoff(MoneyAM)
- 15 Dec 2004 14:50
- 162 of 218
:) BT many thanks ...
qwento
- 15 Dec 2004 18:59
- 163 of 218
Some of the FT350 offenders
LLOY Low 410 (mid traded low of 443.25)
BB. Low 278.39 (mid traded low of 294)
HNS Low 403 (mid traded low 414)
Geoff(MoneyAM)
- 16 Dec 2004 11:37
- 165 of 218
qwento, exotoxin,
sorry for tardiness this morning ... been saving a kitten's from up trees .. will get onto it ... many thanks for the epics,
g
qwento
- 17 Dec 2004 17:41
- 166 of 218
A cracking example of the perils of basing OHLCV data on traded high/low
AZN Low of 2p
I know it had a bad day but somebody got a bargain ;-)
(The high looks a bit suspect too)
IanT(MoneyAM)
- 20 Dec 2004 06:45
- 167 of 218
Thanks Qwento,
I will pass onto Goeff,
Ian
Geoff(MoneyAM)
- 21 Dec 2004 10:39
- 168 of 218
Dear All,
have looked into the problem (and many thanks for the epics).
the good news is: we have patched the problem. thanks to spook(JT) getting up at 3am - such a selfless man!
the bad news is: unfortunately this will only hold for data to last night.
the better news is: that we now know what the problem is and will be working on the solution.
Thanks very much for all patience and help on this.
will get back to you as soon as it is solved :)
G
BrianTrayda
- 21 Dec 2004 11:09
- 169 of 218
BrianTrayda
- 06 Feb 2005 10:27
- 170 of 218
Has this been pushed to the bottom of the list?
Would be nice if it was completed and we all could rely on it's accuracy.
IanT(MoneyAM)
- 07 Feb 2005 07:39
- 171 of 218
BT,
I will speak to the developers and find out a timescale.
Ian
BrianTrayda
- 07 Feb 2005 16:00
- 173 of 218
Spooky: Look at Msg.#167 from Geoff.. Is that complete?
BrianTrayda
- 07 Feb 2005 16:42
- 175 of 218
I'll do a check tonight then. Be interesting to see how the numbers stack up..
"I'll be back".
qwento
- 07 Feb 2005 16:53
- 176 of 218
Friday OHLCV Data - GSK Low 12 pence - I'll say no more !
BrianTrayda
- 07 Feb 2005 16:56
- 177 of 218
:-) saves me looking - ta.
qwento
- 07 Feb 2005 23:41
- 178 of 218
If you really want to see why this data cannot be used for EOD charting take a look at your 3 month candlestick charts.
GSK CCL RB. CW. SHEL BP. for example.
IanT(MoneyAM)
- 08 Feb 2005 07:43
- 179 of 218
qwento/BT,
I will get Geoff and JT to take another look.
IAn
BrianTrayda
- 08 Feb 2005 07:46
- 180 of 218
Qwento: what with everyone's data problems atm - you ever tried getting anything direct from LSE?
BrianTrayda
- 08 Feb 2005 22:55
- 181 of 218
{cough} err, excuse me.{fidget} any news Spooky?
IanT(MoneyAM)
- 09 Feb 2005 06:57
- 182 of 218
BT,
I will get them to report back here when they have some news
Ian
BrianTrayda
- 10 Mar 2005 00:01
- 185 of 218
Is there ANY chance at all of getting reliable EoD data from here? ADV's is absolute crap now (so I guess MAM's is better), but look at UU.
09/03/2005 UU. Utd Utilities Ord #1 614 1,164.00 602 604 7,715,235 FTSE100
IanT(MoneyAM)
- 10 Mar 2005 07:48
- 186 of 218
BT,
I will get the guys to take a look.
Ian
hilary
- 10 Mar 2005 08:09
- 187 of 218
Ian,
It's not only the problem highlighted by BT which needs to be addressed.
People have been pointing out for ages and ages that your data uses traded highs and lows instead of highest/lowest AT (for sets) and mid (for seaq's). Traded highs and lows are of no use whatsoever. This matter needs to be addressed, otherwise the product will remain totally worthless.
IanT(MoneyAM)
- 10 Mar 2005 08:11
- 188 of 218
Hilary,
They will be taking a look into this first thing
hilary
- 10 Mar 2005 08:19
- 189 of 218
Ian,
No disrespect, but I won't hold my breath. You said the same thing about the same problem to qwento on 4th November in post 113.
IanT(MoneyAM)
- 10 Mar 2005 08:22
- 190 of 218
Hilary,
And every time these things are reported I refer them to the tech guys, they then work on them - obviously these problems are still there so I shall crack the whip with them this morning.
I will update you as soon as they have taken a look.
Ian
BrianTrayda
- 10 Mar 2005 08:40
- 191 of 218
Bullshare
- 10 Mar 2005 09:00
- 192 of 218
So that everyone signs off the same hymn sheet, we will use mid price calculations in all future standard downloads. The mid will be based on mid(bid/offer) and will not use any trade highs or lows on SETS/SEAQ stocks.
If needs be and if requested , we will also show under seperate fields trade high/lows etc.
hilary
- 10 Mar 2005 09:04
- 193 of 218
Mike,
I believe that you should be using highest/lowest AT for sets stocks not the mid of the bid/offer spread.
BrianTrayda
- 10 Mar 2005 09:08
- 194 of 218
Mike: in your eyes who is GOD on this? The LSE or whom? I'm willing to do the research to define the exact rules if we can agree who the referee is.
Bullshare
- 10 Mar 2005 09:14
- 195 of 218
Hils/Brian. Because of the variety of external software we now support on downloads we need to have some similar basis of comparison. So we will use the official LSE mid close, mid open, mid high and mid low as published by them and supplied in our feed ( as I mentioned above). This will give us a start point.
Also we are happy to create alternate downloads for those that want them i.e trade highs/lows or a blend etc, but priority will be to fixing the mid format first.
Kayak
- 10 Mar 2005 10:41
- 196 of 218
Not wishing to upset anyone :-) but using the mid price is very wrong for SETS stocks. The mid price on close has no meaning since bid and offer are, depending on when you take them, either the ones on the order book just before the end of day auction, or the ones left over after the auction, neither of which has any particular meaning. The official close can be outside the low/high for the day and that would be missed if the mid prices are taken.
I think that the only sensible way to do it is for the low/high to be of the AT trades, including the official close, for SETS stocks, and of the mid prices, including the official close, for SEAQ stocks.
Bullshare
- 10 Mar 2005 10:53
- 197 of 218
K; I know the best for 'traders'is AT highs etc, but we have to power a number of charting packages and other feeds who say they want mid and mid only, so we have to use that as our base data package. As I mentioned above a second download will be done so that those who want the AT highs and lows with SEAQ mids will have that as a seperate download. This should keep everyone happy (some chance)and gets everyone off my back:-)
The reason for the changes and standardisation will become clear over the next couple of weeks when we make an announcement about something:-)
BrianTrayda
- 10 Mar 2005 11:02
- 198 of 218
Tease!
Kayak
- 10 Mar 2005 11:32
- 199 of 218
Mind you it seems to be worse elsewhere :-)
ShirishG (ADVFN) - 10 Mar'05 - 10:25 - 14341 of 14351
All,
We have our developers working on creating a new Data Downloads section.
I think The existing one has become a lost cause.
I think our developers are working on this in between projects, so it will take a little more time than expected.
Regards
Siri
BrianTrayda
- 10 Mar 2005 11:33
- 200 of 218
As I said first thing today - "absolute crap". :)
Kayak
- 10 Mar 2005 11:37
- 201 of 218
Cue the free seven day offer to try out data download :-)
Bullshare
- 10 Mar 2005 11:40
- 202 of 218
We are pleased to announce a 7 minute trial of .........0)
hilary
- 17 Jun 2005 08:29
- 203 of 218
Has the promised second "proper" download been automatically filed in the waste basket now that 3 months have elapsed?
Karl(MoneyAM)
- 14 Oct 2005 12:51
- 204 of 218
Ladies and Gents,
After a long time out of the loop, we are hoping that the problems with the Datadownload have been solved.
Please can you have a look and report back with any feedback you may have.
Many Thanks
Karl
qwento
- 14 Oct 2005 14:22
- 205 of 218
Karl - I have taken a quick glance at last night's data.
I checked 3 stocks, AAL BARC and GSK - low's are incorrect on all 3 stocks.
Karl(MoneyAM)
- 14 Oct 2005 14:35
- 206 of 218
qwento
Could you give me the correct values you have for those stocks so I can try to iron out the problems.
Cheers
K
qwento
- 14 Oct 2005 15:01
- 207 of 218
AAL,Anglo American PLC,13/10/2005,1645,1645,1576,1584,9921274
BARC,Barclays,13/10/2005,557,557.5,545.5,548,45761527
GSK,GlaxoSmithKline,13/10/2005,1445,1455,1429,1439,14690617
Karl(MoneyAM)
- 14 Oct 2005 15:51
- 208 of 218
qwento
Thanks for that information, I've updated the code and now it is showing the correct values.
Now all SETS stocks are using the AT trade high/low and SEAQ stocks the Mid High/Low as requested.
We are working on a new system to remove rouge trade orders from the high and low prices for SETS stocks. This should be online in the next month or so.
The download will then use this data and rouge values will be a thing of the past.
K
The Other Kevin
- 14 Oct 2005 15:56
- 209 of 218
Interesting to note that my supplier gave the following (OHLCV)
AAL 1645 1645 1576 1584 9944364
BARC 556 557 545.5 548 51964660
GSK 1446 1455 1430 1439 14997060
qwento
- 14 Oct 2005 16:34
- 210 of 218
End of day prices are akin to quantum physics - they are correct until they are observed ;-)
Karl - when you say rogue SETS high/low, is this for live prices e.g. quotes.
Karl(MoneyAM)
- 14 Oct 2005 16:42
- 211 of 218
qwento
So far we will be correcting the end of day rogue high / low prices only.
I'm still looking to catch one of them thar quarks :)
K
qwento
- 14 Oct 2005 17:55
- 212 of 218
The Other Kevin - Your supplier is using the first 'AT' trade as the opening price rather than the opening auction uncrossing price which is shown as a 'UT' trade.
GSK had 1 'AT' trade @ 16:12 for 1429p, so I don't know why your supplier is showing 1430p as the low.
qwento
- 14 Oct 2005 23:04
- 213 of 218
Karl - I have run a check tonight on the EOD data.
I have a lengthy list of discrepancies which I can email to you if you so wish.
For instance :
AAL Low - you show this as 1569.76. If as you say you are taking the SETS traded high/low this can not be. AAL is traded from the book in pence - that is the lowest denominator.
ABF Low - you show 802. There were no 'AT' trades for this price - there was however a 'O' trade !
And, even worse ULVR is showing a high of 40035.2 which just goes to show what can happen when you base high/low figures on 'O' trades.
HOR which I imagine is a SEAQ stock. You show the open, high and low as 68p. You look at an intraday chart of HOR. See the difference ! The Open and High is in fact 70.5 and the Low and Close is 68.25. You have the close correct.
Karl(MoneyAM)
- 17 Oct 2005 13:00
- 214 of 218
qwento,
Looks like it is back to the drawing board :(
All the figures we show are direct from our supplier. We will look into post processing the intraday data to get some more accurate information.
Thanks for the help,
K
hilary
- 17 Oct 2005 13:09
- 215 of 218
Isn't the obvious answer to change supplier in that case rather than fannying around "post processing" data?
hilary
- 11 Feb 2008 13:06
- 217 of 218
TTT.
Whatever happened to this?
IanT(MoneyAM)
- 11 Feb 2008 13:07
- 218 of 218
Hilary,
We are no longer developing this service I am afraid.
Ian