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----- Original Message -----
From: "Chris Cheatham" <chris@xxxxxxxxxxxxxxxxxx>
To: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
Sent: Saturday, November 06, 2004 8:08 PM
Subject: Re: tradestation data quality
> some futures rollover errors pop up most every time. there are futures
> back-adjust (and unadjusted too) errors in history that have not been
> corrected. If you look at futures data one bar at at time, they are plain
to
> see. For a while I was reporting a data error in futures most every day.
> After a while I got tired of reporting them if they weren't crucial.
Recent
> example...last rollover backadjusted oil futures...the intraday data was
> backadjusted beginning at midnight on the rollover day, so the night
session
> thru midnight was unadjusted and obviously in error had anyone looked at
the
> chart. But they did not until I told them about it. Every Monday holiday
> without fail they will screw up the stock index futures data if no
customer
> reminds them what they need to do. They may scrub stock data, but pick a
> sector index or two and you will see obvious bad ticks. Now stock data
may
> be different...but based on my experience, be careful. Look at the data,
> don't just run tests on it. They are quite fast at fixing things when
> reported.
>
> Having said that, for most things day-to-day I agree with Bob, rarely see
a
> bad tick. But I don't get nymex, etc. ticks.
>
> Chris
>
>
>
>
> ----- Original Message -----
> From: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
> To: "Michael Tepper" <michael.tepper@xxxxxxxxxxxx>;
<Omega-list@xxxxxxxxxx>
> Sent: Friday, November 05, 2004 2:05 PM
> Subject: Re: tradestation data quality
>
>
> > It is about as they said. I rarely ever see a bad tick.
> >
> > Bob Fulks
> >
> > At 01:26 PM 11/5/2004, Michael Tepper wrote:
> >
> > >Can someone comment about the quality of intra-day historical stock
data
> that TradeStation now provides.
> > >
> > >I wrote to TradeStation and asked them about the quality.
> > >I also asked how difficult is it to test a strategy on, say,
> > >the whole NASDAQ list using 5 minute periodicity.
> > >
> > >They responded:
> > >
> > >"
> > >Yes, we offer 13+ years of intra day stock data.
> > >You can view this in 1 minute increments and higher. We carry
> > >history on all US stocks.
> > >
> > >People rave over the quality of our data. First off, our data is not
> > >purchased from a vendor. We are connected directly to all of the
> > >exchanges so the data is very accurate. We also have a dedicated data
> > >integrity department which filters or scrubs historical data checking
it
> for bad ticks.
> > >"
> >
>
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