Corrupt data in GBP/CHF port 9000 [SOLVED]

Guest · Postby **Guest** » 12 Aug 2007

There are corrupt ticks in the GBP/CHF pair on port 9000 for 06/08/2007. The price spikes from 2.40 to over 120.00, making any chart including this date useless.

Marina Pashkova · Postby **Marina Pashkova** » 15 Aug 2007

Hello,

The problem has been confirmed. We cannot fix these bad ticks while the system is working. We are going to do it over the weekend as part of maintanance procedures.

MKlein · Postby **MKlein** » 21 Sep 2007

The problem has been confirmed. We cannot fix these bad ticks while the system is working. We are going to do it over the weekend as part of maintanance procedures.

This problem still seems to exist at the time of writing, 21.09.2007

Marina Pashkova · Postby **Marina Pashkova** » 27 Sep 2007

Are you talking about the price spikes?

What currency pair are you plotting? And what resolution are you using?

MKlein · Postby **MKlein** » 27 Sep 2007

Are you talking about the price spikes?

Yes.

What currency pair are you plotting?

GBP/CHF, Port 9000

And what resolution are you using?

4hour 8hour 12hour 1day 2day 3day 4day

But the problem seems to exist in all time scales whenever the chart includes the day in question (August 6th 2007)

MKlein · Postby **MKlein** » 03 Oct 2007

It's now been over six weeks since I brought this problem to your attention, and it still has not been fixed. Please could you do something about it.

M Klein

Marina Pashkova · Postby **Marina Pashkova** » 05 Oct 2007

Hello,

We are working to eliminate this problem. However, I cannot give you any ETA as to when it is fixed.

MKlein · Postby **MKlein** » 07 Oct 2007

We are working to eliminate this problem. However, I cannot give you any ETA as to when it is fixed.

Thanks for replying.

Errors in the data are becoming a big dissuader for me to continue with MCFX. GBP/CHF has this spike problem in port 9000. Many pairs are still very gappy in the daily charts in port 8000. Take a look at EUR/USD 3 day for an example. EUR/USD in port 8000 has a false spike down over 250 pips just after market open on Sunday evening. This stuff is fundamental.

M Klein

Marina Pashkova · Postby **Marina Pashkova** » 08 Oct 2007

Hello,

As I mentioned in previous topics we are going to launch a new server soon. This new server will not only increase the reliability of the data stream but will also eliminate this 'price hikes' problem.

MKlein · Postby **MKlein** » 11 Oct 2007

As I mentioned in previous topics we are going to launch a new server soon. This new server will not only increase the reliability of the data stream but will also eliminate this 'price hikes' problem.

That would be a very welcome change.

In the meantime, are you able to edit the data set to remove these rogue ticks? If so, I'd like to draw your attention to another one:

pair: GBP/USD
port: 9000
time: 23:22 GMT
date: 10/10/2007

This is a false spike of nearly 400 pips.

Marina Pashkova · Postby **Marina Pashkova** » 11 Oct 2007

I talked to the developers about the spike. They promised to see if that could be corrected. I should have their feedback tomorrow and will let you know what they say.

MKlein · Postby **MKlein** » 11 Oct 2007

Thank you.

MKlein · Postby **MKlein** » 11 Oct 2007

There's another one in GBP/CHF now:

pair: GBP/CHF
port: 9000
time: 07:05 GMT
date: 09/10/2007

The price spikes down from 2.4121 to 1.2121

MKlein · Postby **MKlein** » 14 Oct 2007

and one in EUR/AUD:

pair: EUR/AUD
port: 9000
time: 08:30 GMT
date: 11/10/2007

The price spikes down from 1.57 to 1.50

Marina Pashkova · Postby **Marina Pashkova** » 15 Oct 2007

Thank you.

We are now working on eliminating those price spikes.

Regards.

MKlein · Postby **MKlein** » 19 Oct 2007

We are now working on eliminating those price spikes.

I see that some of these problems have now been fixed. Thank you.

But is it possible that you could ask the developers to remedy all these false spikes? The GBP/CHF spikes are still there, the GBP/USD and EUR/AUD spikes of 11/10/2007 still exist in the daily charts, and the EUR/USD spike of 08/10/2007 is still there in both the hourlies and dailes.

Thanks.

Marina Pashkova · Postby **Marina Pashkova** » 23 Oct 2007

Thank you for reporting spikes that are still there for some currency pairs. We will try to fix those before the new server is launched.

Marina Pashkova · Postby **Marina Pashkova** » 24 Oct 2007

Hello MKlein,

The remaining spikes will be eliminated over the weekend.

Regards.

MKlein · Postby **MKlein** » 30 Oct 2007

The remaining spikes will be eliminated over the weekend.

Again, some of the spikes have disappeared, but some remain - the huge GBP/CHF spike on 06/08/2007 for example, and one in EUR/USD on 08/10/2007.

Wouldn't it be possible to automatically compare data from two feeds and highlight the discrepancies? That would give a full list of possible glitches, rather than chasing them one by one as you receive reports from customers.

MKlein · Postby **MKlein** » 30 Oct 2007

Incidentally, when I request a 12h chart in GBP/CHF from port 9000, I receive only the most recent bar of data. I haven't tested exhaustively but that seems to be true for all the intra-day timescales except 1-hour. To put it another way, there seems to be no historical intra-day data in GBP/CHF, except in the 1-hour timescale.

M Klein

Marina Pashkova · Postby **Marina Pashkova** » 31 Oct 2007

Dear MKlein,

Thank you for drawing our attention to the problem. We are going to check 12h charts for the symbols and as soon as we have the results/corrected the problem I will post a reply.