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At 2:09 AM -0500 1/10/99, Tony Parker wrote:
>I'm looking for a (free or subscribed) source of "Cleaned" Downloadable
>Historical Intra-Day Data. I'm also looking for a source of "delayed"
>"Cleaned" Intraday Data that is in a downloadable format much like the Omega
>Research Intraday Data but is "Cleaned" of all the Bad Ticks that I find in
>the Omega data.
>
>The trouble with the so-called "free" downloadable Intraday data found on
>the Omega Research Web-Site is that it's just as "Dirty" and as full of bad
>ticks as you get from any of the "live" RT (Signal, BMI, etc.) sources.
>
<snip>
>
>I spend at least two hours every night cleaning the data manually...and I
>still get inconsistent results. There has to be another way!
>
>Ideas anyone?
>
Make me wonder why you think you need clean data. If the data you get
real-time is "dirty" (and it is), then what good is a trading system that
only works on clean data.
Wouldn't it be more appropriate to have one that works on dirty data since
that is what is available in real-time?
Bob Fulks
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