RE: [amibroker] Data Comparison

[Jason Hart <jhart_1972@xxxxxxxxx>]

"Got Code"?  Is that supposed to be a joke Dave?  Very funny...
 
I'm curious to see what the results of this are.  I'm actually in the process of exploring other options, i.e.- quitting my "slumming" days with the free vendors and upgrading to a pay data servicer.  I really can't complain about Yahoo, aside from the occasional days where it gets bogged down and you can only download 60 quotes before it times out, but I would like something a little more complete.  Data providers are a common theme these days in reading the recent posts on the board.  The GetExtraData function combined with fundamental data is far too powerful a tool to ignore.  Quotes Plus is in the lead in my book
 
Jason  Dave Merrill <dmerrill@xxxxxxx> wrote:




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?
 
Got code?
 
Thanks,
 
Dave

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?):
 







 
Yahoo!
eSignal
MSN


Missing quote
542
542
542


Possible unadjusted split
37
93
89


Low is higher than Close
2
15
1







 
 
Would anyone like to contribute results from QP and/or CSI?
 
Steve
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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