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<FONT face=Arial color=#0000ff
size=2>Steve,
<FONT face=Arial color=#0000ff
size=2>
FWIW,
I just ran DataPurify against all of the stocks that have been on the N100 list
since 1995 (258 active and de-listed stocks). Using CSI data, AB
found zero missing quotes and zero OHLC violations. The number
of possible unadjusted splits is meaningless and a function of the threshold you
set, so I won't report it.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Steve Almond
[mailto:steve2@xxxxxxxxxxxxxxxxxxxx]Sent: Thursday, January 01,
2004 6:54 AMTo: AmiSubject: [amibroker] Data
Comparison
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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