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.

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.

qwento,

Thank you for the feebdack, I will take a look at this and get Karl to investigate if there are any problems,

Ian

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.

qwento,

Thnaks for this, I will speak to JT about this and we will get back to you,

Ian

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.

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.

BT,

Karl is not here today, but rest assured, I will get him to take a look and clarify the issues raised.

Ian

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 ;-)

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

Marko,

Karl is back in the office on Monday, so I will pass this and the other comments onto him to address then,

Ian

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.

Hil,

I will pass this onto KArl.

Ian

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.

Hil,

I will pass this onto Karl,

Ian

Did you just cut and paste 121 there Ian?

:o)

you caught me out :)

Subtle spelling correction of "Karl" though.

:o)

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.

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.

Hilary,

Where are these stocks described as "Com Stk" ?

K.