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.

Has the promised second "proper" download been automatically filed in the waste basket now that 3 months have elapsed?

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

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.

qwento

Could you give me the correct values you have for those stocks so I can try to iron out the problems.

Cheers

K

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

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

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

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.

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

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.

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.

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

Isn't the obvious answer to change supplier in that case rather than fannying around "post processing" data?

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.

TTT.

Whatever happened to this?

Hilary,

We are no longer developing this service I am afraid.

Ian