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According to Yahoo their supplier is Reuters.
Lars
wavemechanic wrote:
Shashi: It
is my understanding that CSI supplies Yahoo and a number of other public
sites. It would be interesting if you could check a couple of splits
out on Yahoo and see if the same volume error exists, or did CSI correct
it for Yahoo and not for you. Bill
<blockquote
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<div
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Shashi
Aggarwal
To: metastock@xxxxxxxxxxxxxxxxxx
Sent: Thursday, June 28, 2001 10:42
PM
Subject: CSI
I think that overall CSI is a very good source for data, as some
other forum
users have indicated. But just be aware there is one major problem
with
their stock data that I have discovered - the volume data is incorrect
if a
stock has had a split. e.g. Say a stock trades exactly 1 million shares
every day and it closes today at 20 and after market close it has a
2:1
split, then next day it starts trading at 10 (or so). Now if you were
to
look at the historical volume after the split, you will still see CSI
showing it as 1 million shares, though it should be 2 million (as market
cap
doesn't change after a stock split i.e. 1 million x 20 = 2 million
x 10).
Why is this important? In my Metastock Explorations, I use the 50day
Mvg Avg
of volume multiplied by price as a filter to exclude small caps. Using
the
example given above, I will get an erroneous result for 49 days after
the
stock split.
You can verify this yourself by checking the volume before and after
a stock
split by calling up historical prices at Yahoo Finance (their data
provider
is CSI); track several stocks about to split starting today. I have
done
this a few times in the past and their volume data after a stock split
remained unadjusted for the split (the last time I did this many months
ago;
its possible they may have fixed this). I did call them many months
ago to
bring it to their attention but the lady who answered was arrogant
and
insistent that their data was the cleanest in the industry and refused
to
entertain any doubts, so I just hung up.
Again, this only applies to stock volume data, post-split. I don't have
any
experience with their mutual fund or futures data.
Shashi
============================================================================
=========
----- Original Message -----=20
From: Michael Gilbert=20
To: metastock@xxxxxxxxxxxxx=20
Sent: Wednesday, June 27, 2001 1:34 AM
Subject: dial data & eurocurrency
If anyone is using dial data and has downloaded the eurocurrency
=
symbol E1 ,any month, your data is ROUNDED
to 3 decimals. Dial Data cannot fix this. I was told that they
WILL =
NOT FIX THIS. If you are trading off of this
data source, then GIGO applies.
If anyone has a moment, please share with me who has been your
BEST =
source of reliable, clean Data?? (NOT THE CHEAPEST but the BEST)
thanking you in advance
Michael
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