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Frequently Asked Questions

Commonly asked questions and solutions.


General Questions

How accurate is your data?

Our dataset has undergone numerous rigorous checks and data quality is monitored daily by our dedicated data quality assessment team in our New York offices. We have worked in close collaboration over the years with clients ranging from academic institutions to hedge funds to eliminate errors. In its current form, we are confident that our dataset is one of the cleanest available on the market today.

How are dividend adjustments done?

Our dividend adjustment formula and methodology can be found in our minute resolution data technical specifications

Why is your data different from Yahoo Finance?

There are several possible reasons for discrepancies. If you are comparing the close prices, these will often differ slightly because the official close price listed on NASDAQ or NYSE is not always the last trade that occurred before 1600, but rather a trade that occurred slightly after market close. For increased accuracy, our datasets use the last trade before 1600 which is a more accurate representation of a price one might get if a position was opened or closed near the end of the trading day. Within the intraday bars, a source of discrepancies is the fact that Yahoo's data only comes from one or two exchanges. QuantQuote's data is aggregated over 12 national exchanges and the FINRA ADF so our prices are more comprehensive and accurate.

Discrepancies are also possible due to errors in Yahoo Finance. Our data quality team and customers have discovered errors within Yahoo's daily data which often stem from incorrect dividend adjustments. However, if you feel you have discovered a true error in our data, please contact our support team at support. Our high level of data quality is partially due to the feedback we have received from customers over the years and we make every attempt to correct data flaws that are brought to our attention.

I think there is an error in your dataset.

If you have found an error, we highly encourage you to contact our support team at support. Oftentimes, these erroneous looking prices are not actual errors, but our support team will be happy to check for you. If you have indeed found an error, we will do our best to correct it in our dataset ASAP and provide you with a corrected version

Is it possible to get earlier data

We have limited intraday data from the early 1990's, but this data has been found to be generally unreliable so we do not offer it for sale. However, we can provide this data upon request, but without the usual QuantQuote guarantees. Daily data from the past 40 years is widely available for free on the web. Notably, this data is available for free directly from Yahoo Finance.

Why cant I find a symbol in your symbol list?

Symbols are often reused or changed. If a symbol is missing, it could indicate that that symbol recently underwent a change. Try looking up the stock using the company name column in our complete symbol list. Another possibility is that the symbol was added/changed recently and we have not yet had a chance to update our online symbol list (our internal lists are updated daily, but not published daily on the web). Please contact support with the missing symbol and our team will be happy to provide assistance.

Minute Resoution Data

How much space is needed for Minute datasets?

Uncompressed, the complete minute dataset containing 16,000 symbols is approximately 250GB. After compression, the dataset is approximately 25GB.

Is your volume information accurate?

It is notoriously difficult to get very accurate volume information for US equities because they are traded through so many exchanges and systems (these include NYSE, Nasdaq, BATS, local exchanges, ECN's, dark pools, third party market makers, etc). We employ sophisticated algorithms to get the most accurate volume information possible. Our algorithms prioritize accurate relative volume over absolute volume. Note that we adjust our volume information for splits for minute data. The adjustment is carried out such that price*volume is held constant when a split occurs. The actual volume information can be recovered by dividing by the split factor.

Why are there missing minutes for some symbols

Missing data for certain minutes generally means that no trades occurred during that minute. This can happen for less liquid equities which are not frequently traded. There are also situations where trades were cancelled by the exchange after being flagged by regulators or trading is halted in advance of major announcements.

Why are the close and subsequent open prices different

In theory, these prices should be exactly the same but in practice, this does not always happen. This is because quotes stream in from multiple exchanges and these quotes do not always match exactly, especially for the more volatile stocks. We utilize specialized algorithms to correct for these mismatches and small timeshifts between data streams. In today's high frequency trading environment, prices can move significantly in milliseconds so the discontinuities are often the result of these fractional price movements that occur between quotes that we process at our data center.

Second Resolution

How much space is needed for Second datasets

In the QuantEDGE format, second resolution data is approximately 200GB for the complete dataset. In general, recent data uses much more disk space. Very very approximately, 2010 data is roughly 200% the size of data from 2000 with a linear relationship in the years between.

Why are the close and subsequent open prices different

In theory, these prices should be exactly the same but in practice, this does not always happen. This is because quotes stream in from multiple exchanges and these quotes do not always match exactly, especially for the more volatile stocks. We utilize specialized algorithms to correct for these mismatches and small timeshifts between data streams. In today's high frequency trading environment, prices can move significantly in milliseconds so the discontinuities are often the result of these fractional price movements that occur between quotes that we process at our data center.

Tick Data

How much space is needed for Tick datasets

In the QuantEDGE format, tick resolution trade data is approximately 250GB for the complete dataset. Tick resolution quote data is approximately 9TB for the complete dataset. In general, recent data uses much more disk space. Very very approximately, 2010 data is roughly 200% the size of data from 2000 with a linear relationship in the years between. If you need an estimate of the size of your order, please contact sales.

Why are TickView datasets delayed by one quarter

We only update our TickView Trade and Quote datasets 4 times a year at the end of each quarter when we provide quarterly updates to TickView package customers. As most tick package customers also subscribe to the TickView live feed, there is very little demand for historical tick data that is up to date to the most recent day so we only process the historical stock data four times a year. More up to date historical tick data can be requested by contacting sales@quantquote.com

Live Feed

Why isn’t the data for a symbol updating?

A symbol will not have new quotes if it has been halted. Please check to see if the symbol in question is on the trade halt list on the right hand side of this page.