Why 391 bars at Google Finance?

Discussion in 'Data Sets and Feeds' started by tacosplz, Jul 31, 2016.

  1. tacosplz

    tacosplz

    Can anyone explain why Google Finance appears to show 391 one-minute bars for stocks instead of 390? For example, see https://www.google.com/finance/getprices?i=60&p=1d&f=d,o,h,l,c,v&df=cpct&q=SPY , which as of right now produces the following snippet of data:

    EXCHANGE%3DNYSEARCA
    MARKET_OPEN_MINUTE=570
    MARKET_CLOSE_MINUTE=960
    INTERVAL=60
    COLUMNS=DATE,CLOSE,HIGH,LOW,OPEN,VOLUME
    DATA=
    TIMEZONE_OFFSET=-240
    a1469799000,216.45,216.45,216.45,216.45,251051
    1,216.63,216.64,216.46,216.46,106606
    2,216.7,216.71,216.635,216.64,79457
    3,216.73,216.76,216.705,216.71,41219
    4,216.71,216.73,216.68,216.73,82560
    5,216.78,216.81,216.7,216.7,39316
    6,216.78,216.78,216.71,216.78,48203
    7,216.76,216.8,216.74,216.78,59580
    8,216.73,216.77,216.72,216.76,50617
    9,216.72,216.73,216.68,216.73,109587
    10,216.7,216.73,216.69,216.71,66068
    ....
    381,217.44,217.48,217.44,217.47,102835
    382,217.385,217.45,217.37,217.44,114270
    383,217.43,217.455,217.385,217.385,188020
    384,217.4,217.44,217.39,217.43,78414
    385,217.345,217.42,217.31,217.4,198405
    386,217.315,217.35,217.24,217.35,219663
    387,217.31,217.33,217.27,217.31,244010
    388,217.32,217.37,217.31,217.315,163625
    389,217.33,217.34,217.25,217.325,159476
    390,217.15,217.35,217.11,217.325,3062073

    That first bar starting with a1469799000 (Unix time stamp for 09:30:00 Friday, NYSE time) is a mystery. Is it a summary of the pre-market trading session? If so, it's kind of remarkable that there was only one trade price of 216.45. Unlike for SPY, the a1469799000 bar for QQQ has a small high/low difference.

    Unfortunately I don't have another source of intra-day data to help make sense of Google's data.
     
  2. TradeCat

    TradeCat

    Correct.
     
  3. tacosplz

    tacosplz

    Here's a symbol for which the row giving the date corresponds to a regular session bar: https://www.google.com/finance/getprices?i=60&p=1d&f=d,o,h,l,c,v&df=cpct&q=AA-

    EXCHANGE%3DNYSEMKT
    MARKET_OPEN_MINUTE=570
    MARKET_CLOSE_MINUTE=960
    INTERVAL=60
    COLUMNS=DATE,CLOSE,HIGH,LOW,OPEN,VOLUME
    DATA=
    TIMEZONE_OFFSET=-240
    a1469812980,90,90,90,90,150
    1,89.8062,89.8062,89.8062,89.8062,152
    31,90.01,90.01,90.01,90.01,100
    88,90.0441,90.0441,90.0441,90.0441,100
     
  4. That's a rough break. Maybe you should stop trading till Google switches to 390 bars.