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QuoteMonster is a free perl script for retrieving quote data from the
Internet. If you are retrieving a relatively large number of stock quotes
it will group them and grab several at a time if daily update, but it
also get historical quotes.
The question has been raised, mainly on the Metastock list, re the
accuracy of 'free' quotes vs. non-free quotes. So the QM Challenge was
started. The goal is to compare data from the last 10 years for 3 stock
tickers (CPQ,MSFT,IBM) and 2 index tickers (OEX,SPX).
I received one challenge file containing QuotesPlus data. In comparing
the price data, the older data appears to disagree on the order of .02%
but the volume data varies by odd numbers such as 100, 700, and 1100%. I
suppose this could be due to differences of split calculation for volume.
This could be a problem if you are using volume dependent indicators.
The QM challenge file is located at
http://xmlworks.com/quotemonster/challenge.zip and the comparison
results is at http://xmlworks.com/qm_vs_qp.zip
QuoteMonster is at http://xmlworks.com/quotemonster
The calculation method was difference(%)=((qm-qp)/qm)*100
If anyone would like to participate in the test, either download the
challenge file and make your own comparison, or email me a file
containing any data within the last 10 years (EOD only) for any of the
tickers above. Preferred format is Ascii, comma delimited:
ticker,date,open,high,low,close,vol
I can deal with other formats.
Cheers,
Jim
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