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The first data comparison is between Yahoo quotes retrieved via
QuoteMonster and QuotesPlus data. I have uploaded the results to
http://xmlworks.com/quotemonster/qm_vs_qp.zip The method of difference
calculation is difference=((qm-qp)/qm)*100, the percent difference
between the Yahoo (qm) data and QuotesPlus (qp). Comparison included
tickers IBM, CPQ, and MSFT.
The results were surprising. In the price category, there appears to be a
consistent difference in the reported O,H,L,C, but the constant changes
over time. Also, the volume figures consistently differ by a constant such
as 100, 400, 700, 1100, etc. Could this be related to the manner in which
volume may have been recalculated at the time of splits?
The Yahoo data is still on http://xmlworks.com/quotemonster/challenge.zip
in case anyone cares to do their own comparisons.
Cheers,
Jim
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