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Strategies & Market Trends : Technical Analysis for Macintosh Users
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From: quant2115/31/2022 10:34:33 AM
   of 1541
 
The 1 minute data from Yahoo! is pretty unreliable. I just saw a 4 minute dropout. 8:45 was followed by 8:50 with 8:46, 8:47, 8:48, 8:49 data missing. This problem is not limited to tickers with low volume. The dropout I saw was a loss in previously reported data so the data existed before it was deleted. In a few minutes the problem cleared up and the data returned.

This is a problem you would never see if you weren't watching when it happened, because it gets repaired.

The 5 minute, 15 minute, and 60 minute data are downloaded separately by ProTA so a dropout in the 1 minute data does not propagate through the other time frames.

If memory serves, I have seen data dropouts on the 5 minute data also (up to 3 tic marks), but they don't seem as frequent.

Also, we are getting intermediate updates of the 5, 15, and 60 minute data. For example the data for the 15 minute bar will change until it becomes fixed at the 15 minute mark.

If you are day trading or using the intraday for timing your entry point beware!
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