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Strategies & Market Trends : Technical Analysis for Macintosh Users
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From: quant2117/31/2020 10:13:40 PM
   of 1541
 
Intraday update anomaly: I have found BTI (British American Tobacco) intraday updating stopping at about 9:05 am. This problem has persisted for the last two of days. The next day, when I open up ProTA, BTI intraday updates completely for the previous day. So, you won't notice this anomaly unless you are tracking the intraday real time.

The problem occurs when you are trying to make trading decision based on the intraday data. It will be wrong, and your algorithms will be wrong after 9:05 am.

BTI is the only stock I have observed having this problem, but it is hard to detect so there could be other tickers that have this problem also.

I have made inquiries to BeeSoft and received no response, so I am assuming that the problem lies at the Yahoo! end.

So be careful if you are using Yahoo! intraday data for trading decisions.
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