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Could
you be more specific on how you did this? What time period did you examine? I
assume that to look for missing data, you looked for bars where ^SPX's price
wasn't null but the checked stock's price was. Is that right? What method did
you use to detect possible unadjusted splits? Some measure of one-time price
discontinuity?
<SPAN
class=604341114-01012004>
Got
code?
<SPAN
class=604341114-01012004>
<SPAN
class=604341114-01012004>Thanks,
<SPAN
class=604341114-01012004>
<SPAN
class=604341114-01012004>Dave
<BLOCKQUOTE
>
I carried out a (rather trivial) data comparison of the
suppliers accessible free via Amiquote.
In each case I used the Nasdaq 100 stocks (Nov 03 chapter).
My reference signal was ^SPX downloaded from Yahoo! (Using
$SPX from eSignal resulted in lots of 'Extra Quotes' for other stocks - in
other words $SPX is full of holes).
I selected all the reports except 'Report
missing quotes at beginning...' and 'Report extra quotes'.
Here are the results of this stunning piece of scientific
investigation (anyone on the Nobel prize committee out there?):
<TABLE cellSpacing=0
cellPadding=0 width=454 border=0 x:str>
<COL
width=198>
<TD class=xl26
width=198 height=18>
<TD class=xl28
width=64>Yahoo!
<TD class=xl28
width=64>eSignal
<TD class=xl29
width=64>MSN
<TD
width=64>
<TD class=xl24
height=17>Missing quote
<TD class=xl27
x:num>542
<TD class=xl27
x:num>542
<TD class=xl30
x:num>542
<TD
><FONT
face=Arial size=2>
<TD class=xl24
height=17>Possible unadjusted split
<TD class=xl27
x:num>37
<TD class=xl27
x:num>93
<TD class=xl30
x:num>89
<TD
><FONT
face=Arial size=2>
<TD class=xl25
height=18>Low is higher than Close
<TD class=xl31
x:num>2
<TD class=xl31
x:num>15
<TD class=xl32
x:num>1
<TD
>
<TD
height=17>
<TD
>
<TD
>
<TD
>
<TD
>
Would anyone like to contribute results from QP and/or
CSI?
Steve
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