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I signed up for the free trial of the $10/month Marketsource data
recommended here. It sounded too good to be true. I don't think it will
meet my needs. I downloaded a few historical symbols and found too many
problems (for me).
The good:
Newhi, newlo data appears correct or at least in the ballpark, unlike
CSI which has clearly wrong numbers (zero in one of the fields).
The bad:
ES data is all mucked up. For the last week, I noticed missing data,
duplicate data and data with the wrong date.
Continuous SP data is just contracts spliced together together with no
adjustment and they don't even roll on the correct day.
Indices only go back to 1990.
There doesn't seem to be any method for automatically correcting bad
data.
I didn't really look any deeper. Like Hans said, the most important
thing is clean data.
--
Dennis
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