gap in BR data

check the gaps in BR data:



"The partners found some inconsistencies in the data, i.e. relevant differences between prices when comparing our database and real market data. But before we get to this issue, we have unfortunately to address a more critical and basic one that was detected by the partners on their validation:


a) there are many missing trading days in the data (as an example see the attached file). An example of missing data from the 26th of April to 18th of May is shown. The problem seems to occur with a larger incidence on recent dates, but it also occurs in earlier dates. For instance the 6th of January 2022 was a valid trading day but there's no data for the instrument WIN


Please note that the missing dates are not the same for each instrument, but the problem seems to be prevalent across several (if not all) instruments.


b) The last part of data is missing in several instruments. You can see this as well in the attached images. For instance for the WDO the data stops at the 20th of May."

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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

PS
#1

Petr Šomek

13.06.2022 08:10

Task created

E
#2

Emmanuel

06.08.2022 15:38
Voted for this task.
PS
#3

Petr Šomek

03.10.2022 14:43

Status changed from In progress to Fixed

job for preparing data completely rewriten, gap is solved, entire data is downloaded from our data provider

Votes: +1

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