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John,
Having spent the last 2 months writing a suite of apps to convert,
check, clean and back adjust ascii data let me tell you what I have found.
Daily or EOD data:
Qcharts - Pathetic
History.com - prior to 97 - back adjusted in a very strange way!
esignal - prior to 96 - back adjusted in odd offsets
Bridge - not too bad, a few days that are way off here and there
FutureSource - Darn good, but their rollover dates are incosistant in
their continuous data.
Pinnacle - Superb.
After finding 6 suspicious days since 1988 I called CME to verify
prices, 3 were correct and Pinnacle updated their data with the
corrections. $49 gets you the data
After creating cleaned correct Daily data I dared to compare 1min data
from different sources to it...
Qcharts - lol
BMI satellite - really quite good, some missing bars
Future source - good but the files I had were missing alot of bars
CIS tick data - A1 quality, very few missing bars. I used this to make a
continuous back adjusted file of 1min data that has no missing bars and
perfectly reflects the Daily data by making small adjustments to the
opening and closing bars (less than 1pt)
All those people that have sent me data over the last 2 or 3 months,
please e-mail me privatly to claim a copy of these apps as I have lost
track of who sent me what.
Regards
Mike
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