where %s is ticker symbol, typically for stocks traded on the TSX, i.e. with .TO suffix. During the first half hour of data in the trading day between 9:30am and 10am, in the open/high/low/close data returned for a quote, the open, high and low are often actually the open, high and low from the previous trading day!
It is clearly a bug because the date, time, latest price (i.e. close), and volume in the quote are reported correctly.
The problem occurs often but not always, and can affect any ticker symbol. Also, any one, two or all three of open, high and low can be affected when the bug happens. For example, low is correct, but open and high are from the previous day.
On a given morning when it does affect a symbol, the problem usually goes away by about 10:20am when delayed data for the symbol is being returned for about 10am, but I have seen the problem linger on until later in the morning.
During the last session, Jan 8, I saw this happen with a bunch of stocks. Plus even worse, for one of them, twice between 9:30 and 10am, the complete quote for the final trade from the previous day was returned, intact with date and time "1/7/2010","3:59pm"! On this occasion, the ticker symbol affected was PTM.TO.
Are these known issues? Are there resolutions? Workarounds?