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PSS Support -> Discrepancy issues with quote data in PSS
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2010-05-18 15:41:47
1 of 6
#2188
Anatoly,

I’m seeing discrepancies with the quote data from Ameritrade Command Center 2.0 and PSS 9.8.8

I don’t think this is problem is tied to this version of PSS.

For example “DOW Jan 22 2011 30.0 Call”

Command center reports 190 contracts have been traded. PSS reports 175.
Command center reports the last price as 2.88. PSS reports 2.89

I don’t have connectivity issues. Both apps are streaming fine. Shutting down and restarting PSS doesn’t help.

Is there a way to debug this? Why am I seeing this?

Now I’m not saying that the Ameritrade quote service data is correct but I would expect Ameritrade and PSS to be the same.
Posted by: jschlade
2010-05-19 10:11:26
2 of 6
#2196
in reply to #2188
Actually you can't expect them to be 100% the same because the data they display on their web site comes from a different source than the data they feed to the applications, so you can try any of the third-party streaming apps that partner with them and you will get the same results. Why the data sources are different, I don't know, but that's how it is. So the data will always be close, and should match in most cases, but there may be discrepancies as you have found. Nothing we can do about that, unfortunately.
Anatoly Ivasyuk
DTLink Software
2010-05-28 10:40:39
3 of 6
#2225
in reply to #2196
I've complained to Ameritrade but unfortunately I feel the quote feed you’re using has made this product more unreliable in terms getting accurate data. At one point it was great (2 months or so ago). Now even after the market closes I’ve noticed the closing prices of stocks and options to be incorrect.

I would ask that you complain to them again. Maybe you have direct contacts with someone there. Customer service just says “yes I know we have a problem, blah blah, blah” with no resolution in site.
Posted by: jschlade
2010-05-28 11:40:57
4 of 6
#2228
in reply to #2225
As far as closing prices, keep in mind that many stocks continue updating after hours, so the closing prices you see in the software will likely not match the prices quoted at market close.
Anatoly Ivasyuk
DTLink Software
2010-05-28 11:58:59
5 of 6
#2229
in reply to #2228
I saw a similar post after I sent this but I know you get my point.

Unfortunately the data from the Ameritrade feed has become so bad that I have to resort to using another application (optionsXpress streaming quotes) to get reliable real-time data. I desperately want to use PSS but at this point I’m stuck.
Posted by: jschlade
2010-05-28 13:02:44
6 of 6
#2230
in reply to #2229
TD AMERITRADE is one of the top brokerages in the US, they are not some fly-by-night operation, and we don't control the data source, so we basically have to trust that the data they are sending is accurate.

But from what I've seen, if you go to 5 different data sources you're likely to get slightly different numbers from each one. It would be nice if they were all the same, given that theoretically all the data comes from the same place, but they are not.

That being said. If you can provide specific examples that I can send to our contacts at TD AMERITRADE, then they can pass it up the chain. Such as on so-and-so date, your closing price was quoted as x, but command center quoted y. The problem is that it's a big company, so we deal with one group, but the guys who deal with the data are in a completely different group. So we can report any discrepancies you see, but that's about the limit of our influence.
Anatoly Ivasyuk
DTLink Software