TS7's stock data - poor quality

[DD <datadog@xxxxxxx>]

to fellow TS7 users -

Here is a simple indicator to help find suspect prices in TS7's stock data.
If you test systems on stock data, you should probably be concerned. If you
do care, try it on 5 or 6 years data for several random symbols and see
what pops up. DataIntegrity is waiting for your list of bad ticks to fix :)

DD

(try ADI,APC,ABC,BBY,AMG...for a sample)

{-----TS7 indicator "find stk problems" ----------------------

purpose:
	This code compares intraday stock data to daily stock data
	and sends to the printlog a list of all differences >= the
	input 'flag' amount between daily OHLC's between the 2.
	The plot shows where the problems are on the chart and the
	size of the difference. (Once problems are found, it is
	best to load a 1 min chart to see which data stream is
	suspect/bad.)

data setup:
	data1 = 405 minute intraday data chart , day session only.
	This plots 1 bar per day. 405 min length is used in case
	the symbol is qqq,spy,etc which trade until 4:15. (There
	is no problem using 405 instead of 390 on regular stocks)

	data2 = daily data for the same symbol, day session only.

indicator format:
	plot this indicator in subgraph 3 formatted as a histogram.

inputs:
	'flag' : set this to the threshold differences to catch.
-----------------------------------------------------------}

input:flag(.50);
vars:sym(getsymbolname),difo(0),difh(0),difl(0),difc(0),worst(0);

difo=AbsValue(o-o data2);
difh=AbsValue(h-h data2);
difl=AbsValue(l-l data2);
difc=AbsValue(c-c data2);
worst=maxlist(difo,difh,difl,difc);

if worst >= flag and d = d data2 then begin
	print(sym, ", ",ELDateToString(D)," , ",worst:2:2);
	plot1(worst,"problemo");
end;