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Chuck,
This is not surprising at all because CSI pads holes with
previous day data.
What would be more interesting is to count the number of
padded bars (those with volume equal to zero)
and find out if there are also 542 zero-volume bars in the CSI
database.
This would confirm my guess that all those 542 bars were just
days with trading suspended.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, January 01, 2004 7:53
PM
Subject: RE: [amibroker] Data
Comparison
<FONT face=Arial color=#0000ff
size=2>Steve,
<FONT face=Arial color=#0000ff
size=2>
<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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