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Re: FUTR: Data Quality



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Yes, I too dumped Dial Data after last night and this morning, couldn't
download data
and when I finally did most charts were all messed up, and was told to delete
all charts
and do over, yeah right,  have heard several recommendations for Reuters data.
I was
told it was self-correcting.
Mike

Erika Toth Fluke wrote:

> 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 ***** :-)