By Lakshmi.Jaerik 2010-06-09 22:46:44
Our system does not scan every auction house continually. It goes extremely fast, processing tens of thousands of items per minute, but there's only so fast we can go without bringing SE down on us like a ton of bricks for denial-of-service attacking them.
This means that there is a few minute delay between the time our system scans an item's history, then finishes scanning every other item, on every other server, and comes back to that item again. Over the years we have optimized this operation from a delay of over an hour, to just a few minutes, although sometimes there'll be a log jam in the data and it'll take the parser a few additional minutes to work through its backlog.
If the item is a very high-traffic item, and the transaction entry has fallen off the bottom of the in-game AH history by the time our parser gets around to it again, it will be "lost" and our site will fail to record it. As you pointed out, this is relatively rare and only effects a few items.