Report a Bad Tick / Irregular Price / Spike

Kapil Marwaha shared this problem 3 years ago
Permanently in Progress for Continuous Improvement

We want You to have the Best Historical Data Feeds. Towards this we are making dedicated efforts to continuously improve this service. However, we can do much better with a little help from you. :)

If you see a Bad Tick, an Irregular Price, a Spike or some Wrong Information on a chart or in an application, please let us know immediately in the format as given below and we will have the same corrected at the earliest, thereby providing you with a clean and up-to-date database over time.

Also, please check under this topic whether the tick / spike in question has been reported already. If not, you can report it in the required format, which would be:-

(1) Symbol

(2) Time Frame (Tick / 1 min / 5 min / 15 min / 60 min / Daily)

(3) Date & Time of Bad Tick

(4) Reason you feel the Price / Tick is Bad / Questionable

(5) Correct Value of Tick

(6) Any other Comment


Even if you don't know the correct value or reason, leave the basic details for us to correct it immediately.

Comments (19)

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Hii,

In the IEOD file(equities) the data for some symbols is missing randomly. e.g on 27th there was no data for bankbaroda, ucobank, colpal,tatacomm and few others. Is it possible for u to recheck the past few days ieod data and rectify the same ? Also please make sure that the entire data is included in the future since many traders import the files and run scans. If the data is missing it is impossible to know while importing the entire file.

regards

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Thank you for updating us with this missing symbol(s) in the IEOD data.


The IEOD data sending process is automated and we have checks in place to ensure that such events do not happen. This service was started in June 2015 and after the initial hiccups has been smooth ever since.


Nevertheless, we will have this checked first thing and get back to you.

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Hello dvb,


We have checked and rechecked. The data for all these scrips is available in the IEOD file sent to you. Please recheck at your end. However, it was not available in the EOD file sent to you. I am re sending this updated file and will ensure that the same is corrected from now on.


I am re sending the updated link to you.


Please click here for the same.


Please revert for any more issues.

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i meant EOD not IEOD :)

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Yes, it became clear later. But there was an error which needed to be attended.


Thank you for that. :-)

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87 symbols had missing data in todays EOD file !

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Seems like you guys are going from bad to worse. This is a screenshot of what the EOD file for 30 oct includes !! There are clearly no checks and neither do u seem bothered about what you send.

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Thank you for bringing this into our notice and also sorting the data to list the error so clearly.


We are already looking into this and will resolve this so that it does not happen again. We will update you once we are ready to give this file at End of Day.


This is not the case when you download the EOD data directly from Velocity. However, the issue comes up when we try to automate the process to send it to you.


For the time being please ignore the EOD files sent to you. We will update you once we have corrected this in all respects and are able to remove these recurring errors in the EOD data sent to you at End of day.

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Hello Kapil,

Thanks for providing a place where we can update the bad ticks.

Please find the attached screen Shot of Corporate Action missing


(1) Symbol : TORNTPHARM

(2) Time Frame (Tick / 1 min / 5 min / 15 min / 60 min / Daily) : DAILY

(3) Date & Time of Bad Tick : 17/2/2006 - 20/02/2006

(4) Reason you feel the Price : Big Gap Down

(5) Correct Value of Tick : No Idea

(6) Any other Comment : Should be corporate action not adjusted

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Thanks you for this Vishal !!!


Will have this corrected asap.

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TORNTPHARM - corrected.. Please backfill your charts of TORNTPHARM.

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Please find the attached screen Shot of Corporate Action missing

(1) Symbol : KTKBANK

(2) Time Frame (Tick / 1 min / 5 min / 15 min / 60 min / Daily) : DAILY

(3) Date & Time of Bad Tick : 12/1/2005 - 13/01/2015

(4) Reason you feel the Price : Big Gap Down

(5) Correct Value of Tick : No Idea

(6) Any other Comment : Should be corporate action not adjusted

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Please find the attached screen Shot of Corporate Action missing

(1) Symbol : EMAMILTD

(2) Time Frame (Tick / 1 min / 5 min / 15 min / 60 min / Daily) : DAILY

(3) Date & Time of Bad Tick : 25/06/213 - 260/06/2013

(4) Reason you feel the Price : Big Gap Down

(5) Correct Value of Tick : No Idea

(6) Any other Comment : Should be corporate action not adjusted

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Remove Freak trade on 21st July open (NIFTY FUT)


Symbol : NIFTY-I

Date & Time : 21/07/2016, Time : 09.15

Reason : Freak trade @ 8888

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  1. This freak trade was a part of the trades executed and there fore the data. More so this trade was the open for the day. This cannot be therefore removed by us for all.
  2. However, you can remove this manually.. by Editing the same in Velocity 2,0 front end. The steps are :-

  • Open The Velocity 2.0 front end
  • Right click on NIFTY-I > Edit data
  • Select 1 min and load the data
  • Go to the time - 21/06/2016 - 09:15
  • Delete the entries of Open & High, both of which are 8888
  • Save
  • Now go back to NT7 & "Reload Historical Data" or in Amibroker - "Right click and the Green OK at the bottom right & Backfill.

Hope this helps.. See the picture below:-


48c106638912ec3414eb92e3cef04c7d

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Symbol : NIFTY-I

Date & Time : 12/08/2016, Time : 09.15

Opening Low is not captured, actual low is 8613.95 but charts shows 8635

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Thank you for the feedback.


The Open / High / Low have been updated for the 1,5,15,60 min & EOD History for the symbol.


Please 'Update from Feed' and Backfill the charts again to check.

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Bad volume tick

(1) Symbol : NIFTY FUT

(2) Time Frame (Tick / 1 min / 5 min / 15 min / 60 min / Daily) : 1 min

(3) Date & Time of Bad Tick : 15/2/2018 - 11.13 candle

(4) Reason you feel the Price : roughly 31% of daily volume in 1 min

(5) Correct Value of Tick : No Idea

(6) Any other Comment : Should be corporate action not adjusted


Please correct & update

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Maintenance activity is over. Corrected ! Please remove existing data & back-fill your chart !

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