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Steve,
Equal number of 'missing quotes' in all three sources just
makes it clear
that these are days when trading was suspended for particular
symbol(s)
so it is absolutely not suprising.
"Possible unadjusted split" depends on the threshold you
use.
If you use more 'robust' threshold of 50% you will get less
hits,
still sometimes it happens that prices gap more than 50% on
some news
and it is not split.
As for Low is higher than close it is clearly data
error.
So this comparison suggests that Yahoo is very clean in
fact.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=steve2@xxxxxxxxxxxxxxxxxxxx
href="">Steve Almond
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">Ami
Sent: Thursday, January 01, 2004 12:53
PM
Subject: [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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