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.

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.

Fix in for OHLC prices low volume stock.

Enjoy.

That just leaves the problem of the download time then Karl.

:o)

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}

This is the most I'm prepared to show till the download time is sorted, Karl.

:o)

Well I guess it has just been moved up the list ;)

A lot better this morning, thanks Karl. Are we at the top of the list yet?

:o)

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

Any news on the download time yet, Karl?

These little legs of mine can't wait to get out of my wellies.

:o)

WOOF !

I'm not a dog, BT.

:o)

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

Those legs work everytime. Men are just so fickle.

:o)

Oooooooerrrrrrr. There are about 180 fewer stocks in the new download. I'll need to burn some of the midnight oil.

Hilary,

They were the ones with the 0 prices.

K

Hil, if you were a dog would you be a


Karl - excellent news. You've earnt your "damn good chap" badge.. :)

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