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Hi RTs,
All this topic is related to futures contracts.
Last night I received very bad data quality from my EOD data provider (Dial
Data). I decided not to wait for them to correct the data because it did
not work in the past, but to check on the Exchange WEB sites (CBOT, MidAM
etc) and correct it manually for yesterday.
For my biggest surprise I found that 90% of the contracts I checked the
data from the exchanges did not match with my EOD data. I could not match
not just the one that was way out of range, but almost non of the others
OHL. Most of the time the close was the same.
In TA it is important that all four (six, OHLCVOi) data is correct, because
most of the indicators use other than the close also.
My questions are:
Does the data of other EOD providers matches the data from the exchange, or
should I accept what I get?
What quality assurance other EOD data providers have?
By your experience which EOD has good quality data?
I have never checked the Volume and Open Interest for quality, but after
this experience I'm concerned about that too.
Thanks for your response.
***** Erika Fluke ***** :-)
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