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- Dear REDACTED,
- Thank you for contacting QuantQuote. We looked into the post that you linked
- us to and it is also quite mysterious to us. First of all, QuantQuote does
- not provide data with Unix timestamps, so it is possible the data is not
- actually ours.
- It is also possible that it is user error as in our database, the prices for
- that time interval do not correspond to what that post displays. This is
- what we have from our minute resolution dataset (derived from the second
- dataset) which is quite different than the prices posted.
- 20140721,1511,94.055,94.06,94.04,94.05,71806,1,0,0,123
- 20140721,1512,94.045,94.05,94.02,94.02,49993,1,0,0,123
- 20140721,1513,94.022,94.05,94.022,94.0447,48435,1,0,0,123
- 20140721,1514,94.045,94.05,94.04,94.05,31260,1,0,0,123
- 20140721,1515,94.05,94.08,94.04,94.08,48934,1,0,0,123
- Our best guess is that this is in fact user error. In fact, if you look
- earlier on that same day, we find the following prices which match what was
- posted:
- 20140721,911,94.63,94.65,94.63,94.65,2100,1,0,0,123
- 20140721,912,94.66,94.66,94.62,94.63,1720,1,0,0,123
- 20140721,913,94.62,94.64,94.61,94.63,17167,1,0,0,123
- 20140721,914,94.63,94.63,94.62,94.63,4776,1,0,0,123
- It seems the user accidentally introduced a 6 hour offset when processing
- the data. Although our datasets are geared towards a sophisticated audience
- (largely university and hedge fund researchers), sometimes we do get less
- sophisticated customers who improperly process the data and posts like this
- appear. However, among experienced industry professionals, we continue to
- have an excellent reputation. We regret that this customer did not reach out
- to us as we could have helped him easily fix his error.
- Best Regards,
- QuantQuote Support
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