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Mike,
Is that Pinnacle data end of day tick data?
Regards,...Roger
----- Original Message -----
From: Mike <pooltreatments@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, June 28, 2001 10:01 PM
Subject: Data - best source
> 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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