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RE: [EquisMetaStock Group] Downloading and Cleaning US data



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>> least 30 minutes everyday processing symbol and data changes. 
>> Sometimes more than an hour.  Perhaps I missed the "how to download
>> and automatically clean your data" class.
> You are asking too much.  Quotes Plus does a reasonable job of handling
> symbol changes, splits, etc.

I don't think he's asking for too much!  You should emphatically demand your data vendor keeps the data fully up-to-date with stock splits, reverse splits (consolidations), dilutions due to de-mergers/spin-offs, capital returns, name changes, symbol changes, code changes, listed exchange changes (eg AMEX -> NYSE) and delistings.  Without such regular maintenance your database rapidly will become riddled with errors.
 
> Most data sources are a minefield of inconsistent data filled
> with missing splits or splits where
> none have occurred, missed distributions, etc.  
 
This part I agree with - most data sources are very poor. 
 
There's a world of difference between data vendors that live, eat and breathe accurate data and those that just go through the motions in providing "reasonably accurate" data.  The worst part is you usually have to pay in both time and money to find it out.
 
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -


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