When checking the trade signals today, I noticed that today's bar for CHTR from WD data is quite different with IB and TradingView and the open is higher than the low. Tried deleting local but it remained the same.
Rename
Actually when I check other data, i noticed it's not only this symbol but all other WD are wrong. Seems the open for today is the same as open for yesterday for all symbols.
Could someone take a look at this? @cone @glitch
@glitch is the right guy. The Wealth-Data process should be re-run for 6 October.
First, I confirm there is a problem. Just observing the opening data for "T", most providers will have $26.54 - the price of the first full lot trade on NYSE. Wealth-Data, however, should have the primary market auction open, which occurred at 09:31:37 at $26.50. Nonetheless, W-D is reporting a $27.02 opening price.
Time of Sales -
Note, however, that it's implied that Wealth-Data opening prices will often be different than any other provider. Wealth-Data is the only provider I'm aware of that uses the primary market opening price, which is the no-slippage price you receive for a Market On Open order .
CHTR is an even more egregious example because the NASDAQ (ISLAND) primary market open was the same as the first full lot trade at $281.85, whereas Wealth-Data is showing $270.31. (The low of the day was $276.668.)
First, I confirm there is a problem. Just observing the opening data for "T", most providers will have $26.54 - the price of the first full lot trade on NYSE. Wealth-Data, however, should have the primary market auction open, which occurred at 09:31:37 at $26.50. Nonetheless, W-D is reporting a $27.02 opening price.
Time of Sales -
Note, however, that it's implied that Wealth-Data opening prices will often be different than any other provider. Wealth-Data is the only provider I'm aware of that uses the primary market opening price, which is the no-slippage price you receive for a Market On Open order .
CHTR is an even more egregious example because the NASDAQ (ISLAND) primary market open was the same as the first full lot trade at $281.85, whereas Wealth-Data is showing $270.31. (The low of the day was $276.668.)
There was indeed a glitch with WealthData yesterday, it's been corrected now so please Delete Local Files for WealthData in the Data Manager, Historical Providers tab. Sorry for the inconvenience!
Note: as Cone will no doubt notice this unfortunately this caused us to lose the special market open processing for that day, so out market open will match other providers. But at least the bad data has been corrected.
Note: as Cone will no doubt notice this unfortunately this caused us to lose the special market open processing for that day, so out market open will match other providers. But at least the bad data has been corrected.
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