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Jan 23rd, 2019
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  1. Dear REDACTED,
  2.  
  3. Thank you for contacting QuantQuote. We looked into the post that you linked
  4. us to and it is also quite mysterious to us. First of all, QuantQuote does
  5. not provide data with Unix timestamps, so it is possible the data is not
  6. actually ours.
  7.  
  8. It is also possible that it is user error as in our database, the prices for
  9. that time interval do not correspond to what that post displays. This is
  10. what we have from our minute resolution dataset (derived from the second
  11. dataset) which is quite different than the prices posted.
  12.  
  13. 20140721,1511,94.055,94.06,94.04,94.05,71806,1,0,0,123
  14. 20140721,1512,94.045,94.05,94.02,94.02,49993,1,0,0,123
  15. 20140721,1513,94.022,94.05,94.022,94.0447,48435,1,0,0,123
  16. 20140721,1514,94.045,94.05,94.04,94.05,31260,1,0,0,123
  17. 20140721,1515,94.05,94.08,94.04,94.08,48934,1,0,0,123
  18.  
  19. Our best guess is that this is in fact user error. In fact, if you look
  20. earlier on that same day, we find the following prices which match what was
  21. posted:
  22.  
  23. 20140721,911,94.63,94.65,94.63,94.65,2100,1,0,0,123
  24. 20140721,912,94.66,94.66,94.62,94.63,1720,1,0,0,123
  25. 20140721,913,94.62,94.64,94.61,94.63,17167,1,0,0,123
  26. 20140721,914,94.63,94.63,94.62,94.63,4776,1,0,0,123
  27.  
  28. It seems the user accidentally introduced a 6 hour offset when processing
  29. the data. Although our datasets are geared towards a sophisticated audience
  30. (largely university and hedge fund researchers), sometimes we do get less
  31. sophisticated customers who improperly process the data and posts like this
  32. appear. However, among experienced industry professionals, we continue to
  33. have an excellent reputation. We regret that this customer did not reach out
  34. to us as we could have helped him easily fix his error.
  35.  
  36. Best Regards,
  37. QuantQuote Support
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