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(BETA) Market Close Data Download (BETA)     

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.

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?

TullettJ (MoneyAM) - 17 Oct 2005 13:57 - 216 of 218

hilary,

There's only one other supplier that's worth considering and our experience with them while working at the other place showed us that they were not much better and their data still needs to be messed around with. As such, we may as well fix what we've got already.

J.
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