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I would guess most of your problems center around Dial Data using globex
quotes and day session closes.......You might want to look at a provider
that separates out the globex quotes....
Tom Stein comfut@xxxxxxx
-----Original Message-----
From: Erika Toth Fluke <Erika@xxxxxxxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Thursday, February 05, 1998 8:18 AM
Subject: FUTR: Data Quality
>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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