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Try Technical Tools at WWW.TECHTOOL.COM for end of day data.
I have been using them for a number of years. They provide a very wide range of
markets both US and international and provide seperate data files for the different
sessions so that you can choose which ones you want i.e., day, globex, project A etc.
In general the data is cleaner than most.
Tom Stein wrote:
>
> 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 ***** :-)
> >
--
,-._|\ Richard
/ Oz \
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