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At 08:10 AM 2/5/98 -0800, you wrote:
>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.
Erika,
Part of what you are seeing is that Dial Data includes any overnight
trading whether it be Globex or project A in the daily bar. Also their data
is full of errors. Six months ago I switched to CSI Unfair Advantage. They
have clean data, errors that do slip in are corrected on the next days
download, and they have separate files with day only trading or the 24 hour
bar if you prefer. Check <www.csidata.com>.
Rod Smith
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