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I also noticed a number of bad data from DailData, both yesterday and today. I
have checked only a few equities, but I have corrected quite a few of them.
Girish Patel
Rod Smith wrote:
> 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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