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Historical Prices

How to use the Corrections File

The vast majority of trades take place on the trading system of the SIX Swiss Exchange during trading hours and so are contained in the Preliminary Market Data files which are published each evening after the market closes. However, some off-exchange trades are still reported to SIX Swiss Exchange in the evening. If the reports of these trades arrive before 22.00h, the trades are entered into the system and so are contained in the Final Market Data files which are published at 22.30h.

It is possible that there are still some outstanding trades at this time and that these are reported to SIX Swiss Exchange the next day or even later. Since it is impossible continually to go back and regenerate the Final Market Data files, we publish this data in the Corrections Data file. This file contains the data relating to all off-exchange trades reported to SIX Swiss Exchange that day for previous business days.

The file contains a series of corrections, one per line. Each line contains the symbol of the security and the date on which the correction applies. To use the data, you must:

  • Go to the Market Data files for the date given on the line (TradeDate).
  • Find the security in the appropriate file.
  • Add the numbers in the Corrections Data file to the corresponding numbers in the Market Data file (as defined by the column headings).

This means that in order to apply the corrections listed in any one Corrections Data file, you may have to visit many Market Data files. It is also possible that many Corrections Data files may contain data to be added to the same security in a Market Data file for a single date.

While this may sound complicated, it should be borne in mind that corrections are usually small and are published mainly in the interests of historical accuracy.